It is shown that stationary Gaussian sequences, except for the trivial case of independent, identically distributed Gaussian random variables, do not obey the requirements of the hypothesis of Theorem ...

A Central Limit Theorem for Normalized Functions of the Increments of a Diffusion Process, in the Presence of Round-Off Errors Sylvain Delattre and Jean Jacod Bernoulli , pp. 1-28 (28 pages) ...