Abstract:
Let $X(t)$, $t = 0,\pm1,\ldots$, be a real-valued
stationary Gaussian sequence with a spectral density function
$f(\lambda)$. The paper considers the question of
applicability of the central limit theorem (CLT) for a
Toeplitz-type quadratic form $Q_n$ in variables $X(t)$,
generated by an integrable even function $g(\lambda)$.
Assuming that $f(\lambda)$ and $g(\lambda)$ are
regularly varying at $\lambda=0$ of orders $\alpha$ and $\beta$,
respectively, we prove the CLT for the standard normalized
quadratic form $Q_n$ in a critical case
$\alpha+\beta=\frac{1}{2}$.
We also show that the CLT is not valid under
the single condition that the asymptotic variance of $Q_n$
is separated from zero and infinity.