Density convergence in the Breuer-Major theorem for Gaussian stationary sequences

Yaozhong Hu, David Nualart, Samy Tindel +1

Consider a Gaussian stationary sequence with unit variance $X=\{X_k;k\in \mathbb{N}\cup \{0\}\}$. Assume that the central limit theorem holds for a weighted sum of the form $V_n=n…