%0 Journal Article
%T Central limit theorem for functionals of a generalized self-similar process
%A Daniel Harnett
%A David Nualart
%J Mathematics
%D 2015
%I arXiv
%X We consider a class of self-similar, continuous Gaussian processes that do not necessarily have stationary increments. We prove a version of the Breuer-Major theorem for this class, that is, subject to conditions on the covariance function, a generic functional of the process increments converges in law to a Gaussian random variable. The proof is based on the Fourth Moment Theorem. We give examples of five non-stationary processes that satisfy these conditions.
%U http://arxiv.org/abs/1508.02756v1