F. Avram, On bilinear forms in Gaussian random variables and Toeplitz matrices, Probability Theory and Related Fields, vol.72, issue.1, pp.37-45, 1988.
DOI : 10.1007/BF00319101

R. J. Bhansalia, L. Giraitis, and P. S. Kokoszka, Approximations and limit theory for quadratic forms of linear processes, Stochastic Processes and their Applications, vol.117, issue.1, pp.71-95, 2007.
DOI : 10.1016/j.spa.2006.05.015

P. Breuer and P. Major, Central limit theorems for non-linear functionals of Gaussian fields, Journal of Multivariate Analysis, vol.13, issue.3, pp.425-441, 1983.
DOI : 10.1016/0047-259X(83)90019-2

L. Chen and Q. Shao, Stein's method for normal approximation In: An introduction to Stein's method, 1-59, Lect. Notes Ser. Inst. Math. Sci. Natl. Univ. Singap, vol.4, 2005.

P. Deheuvels, G. Peccati, and M. Yor, On quadratic functionals of the Brownian sheet and related processes, Stochastic Processes and their Applications, vol.116, issue.3, pp.493-538, 2006.
DOI : 10.1016/j.spa.2005.10.004
URL : https://hal.archives-ouvertes.fr/hal-00019894

R. Fox and M. S. Taqqu, Central limit theorems for quadratic forms in random variables having long-range dependence, Probability Theory and Related Fields, vol.4, issue.2, pp.213-240, 1987.
DOI : 10.1007/BF00569990

M. S. Ginovyan, On Toeplitz type quadratic functionals in Gaussian stationary process. Probab. Theory Related Fields, pp.395-406, 1994.

M. S. Ginovyan and A. A. Sahakyan, Limit theorems for Toeplitz quadratic functionals of continuous-time stationary processes, Probability Theory and Related Fields, vol.72, issue.3-4, pp.3-4, 2007.
DOI : 10.1007/s00440-006-0037-y

L. Giraitis and D. Surgailis, CLT and other limit theorems for functionals of Gaussian processes, Zeitschrift f??r Wahrscheinlichkeitstheorie und verwandte Gebiete, vol.50, issue.2, pp.191-212, 1985.
DOI : 10.1007/BF02451428

L. Giraitis and D. Surgailis, A central limit theorem for quadratic forms in strongly dependent linear variables and its application to asymptotical normality of Whittle's estimate, Probability Theory and Related Fields, vol.10, issue.1, pp.87-104, 1990.
DOI : 10.1007/BF01207515

F. Gtze, A. N. Tikhomirov, and V. A. Yurchenko, Asymptotic expansion in the central limit theorem for quadratic forms, Journal of Mathematical Sciences, vol.36, issue.4, pp.6891-6911, 2007.
DOI : 10.1007/s10958-007-0512-8

P. Hall, Bootstrap and Edgeworth Expansions, 1992.
DOI : 10.1007/978-1-4612-4384-7

S. Janson, Gaussian Hilbert Spaces, 1997.
DOI : 10.1017/CBO9780511526169

. Th and . Jeulin, Semimartingales et Grossissement d'une Filtration, Lecture Notes in Mathematics, vol.833, 1980.

. Th, M. Jeulin, and . Yor, Inégalité de Hardy, semi-martingales et faux-amis, Séminaire de Probabilités XIII, pp.332-359, 1979.

. Th, M. Jeulin, and . Yor, Une dcomposition non-canonique du drap brownien, Lecture Notes in Mathematics, vol.1526, pp.322-347, 1992.

O. Lieberman, J. Rousseau, and D. M. Zucker, VALID EDGEWORTH EXPANSION FOR THE SAMPLE AUTOCORRELATION FUNCTION UNDER LONG RANGE DEPENDENCE, Econometric Theory, vol.17, issue.1, pp.257-275, 2001.
DOI : 10.1017/S0266466601171094

P. Mccullagh, Tensor Methods in Statistics. Chapman and Hall, 1987.

I. Nourdin and G. Peccati, Non-central convergence of multiple integrals, 2009.
URL : https://hal.archives-ouvertes.fr/hal-00174789

I. Nourdin and G. Peccati, Stein???s method on Wiener chaos, Probability Theory and Related Fields, vol.25, issue.4, 2009.
DOI : 10.1007/s00440-008-0162-x
URL : http://arxiv.org/abs/0712.2940

D. Nualart, The Malliavin calculus and related topics, 2006.
DOI : 10.1007/978-1-4757-2437-0

D. Nualart and S. Ortiz-latorre, Central limit theorems for multiple stochastic integrals and Malliavin calculus. Stochastic Process, Appl, vol.118, issue.4, pp.614-628, 2008.
DOI : 10.1016/j.spa.2007.05.004
URL : http://doi.org/10.1016/j.spa.2007.05.004

D. Nualart and G. Peccati, Central limit theorems for sequences of multiple stochastic integrals, The Annals of Probability, vol.33, issue.1, pp.177-193, 2005.
DOI : 10.1214/009117904000000621

G. Peccati, On the convergence of multiple random integrals, Studia Sc. Mat. Hungarica, vol.37, pp.429-470, 2001.

G. Peccati, Gaussian Approximations of Multiple Integrals, Electronic Communications in Probability, vol.12, issue.0, pp.350-364, 2007.
DOI : 10.1214/ECP.v12-1322
URL : https://hal.archives-ouvertes.fr/hal-00160871

G. Peccati and C. A. Tudor, Gaussian Limits for Vector-valued Multiple Stochastic Integrals, Séminaire de Probabilités XXXVIII, pp.247-262, 2005.
DOI : 10.1007/978-3-540-31449-3_17
URL : http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.9.4335