28
<P ALIGN=RIGHT><FONT SIZE=+4>28</FONT><P>
Florin Avram
Murad S. Taqqu
be a stationary moving average with long-range dependence.
Suppose 
and 
for some 
.
When the 
are Gaussian, then
the Hermite polynomials play a fundamental role in the study of
non-central limit theorems for functions of 
.
When the 
are not Gaussian, the relevant
polynomials are Appell polynomials. They satisfy a multinomial type
expansion that can be used to establish non-central limit theorems.