V. V. Anh and N. N. Leonenko, Renormalization and homogenization of fractional diffusion equations with random data, Probability Theory and Related Fields, vol.124, issue.3, pp.381-408, 2002.
DOI : 10.1007/s004400200217

M. A. Arcones, Limit Theorems for Nonlinear Functionals of a Stationary Gaussian Sequence of Vectors, The Annals of Probability, vol.22, issue.4, pp.2242-2274, 1994.
DOI : 10.1214/aop/1176988503

O. E. Barndorff-nielsen, J. M. Corcuera, and M. Podolskij, Power variation for Gaussian processes with stationary increments, Stochastic Processes and their Applications, vol.119, issue.6, pp.1845-1865, 2009.
DOI : 10.1016/j.spa.2008.09.004

O. E. Barndorff-nielsen, J. M. Corcuera, and M. Podolskij, Multipower variation for Brownian semi-stationary processes, 2009.

L. Beghin, V. P. Knopova, N. N. Leonenko, and E. Orsingher, Gaussian limiting behavior of the rescaled solution to the linear Korteweg-de Vries equation with random initial conditions, J. Statist. Phys, vol.99, pp.3-4, 2000.

N. H. Bingham, C. M. Goldie, and J. L. Teugels, Regular variation, 1987.
DOI : 10.1017/CBO9780511721434

J. Breton and I. Nourdin, Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion, Electronic Communications in Probability, vol.13, issue.0, pp.482-493, 2008.
DOI : 10.1214/ECP.v13-1415

URL : https://hal.archives-ouvertes.fr/hal-00355195

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

C. Berzin and J. León, Estimating the Hurst Parameter, Statistical Inference for Stochastic Processes, vol.95, issue.4, pp.49-73, 2007.
DOI : 10.1007/s11203-005-0059-6

URL : https://hal.archives-ouvertes.fr/hal-00317829

B. Buchmann and N. Chan, Integrated functionals of normal and fractional processes, The Annals of Applied Probability, vol.19, issue.1, pp.49-70, 2009.
DOI : 10.1214/08-AAP531

D. Chambers and E. Slud, Central limit theorems for nonlinear functionals of stationary Gaussian processes, Probability Theory and Related Fields, vol.60, issue.3, pp.323-349, 1989.
DOI : 10.1007/BF01794427

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.

J. Coeurjolly, Identification of multifractional Brownian motion, Bernoulli, vol.11, issue.6, pp.987-1008, 2005.
DOI : 10.3150/bj/1137421637

URL : https://hal.archives-ouvertes.fr/hal-00383115

J. Coeurjolly, Hurst exponent estimation of locally self-similar Gaussian processes using sample quantiles, The Annals of Statistics, vol.36, issue.3, pp.1404-1434, 2008.
DOI : 10.1214/009053607000000587

URL : https://hal.archives-ouvertes.fr/hal-00005371

J. M. Corcuera, D. Nualart, and J. H. Woerner, Power variation of some integral fractional processes, Bernoulli, vol.12, issue.4, pp.713-735, 2006.
DOI : 10.3150/bj/1155735933

R. L. Dobrushin and P. Major, Non-central limit theorems for non-linear functional of Gaussian fields, Zeitschrift f???r Wahrscheinlichkeitstheorie und Verwandte Gebiete, vol.31, issue.No. 1, pp.27-52, 1979.
DOI : 10.1007/BF00535673

R. M. Dudley, Real Analysis and Probability (2 nd Edition), 2003.

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

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

M. F. Kratz and J. R. León, Central limit theorems for level functionals of stationary Gaussian processes and fields, Journal of Theoretical Probability, vol.14, issue.3, pp.639-672, 2001.
DOI : 10.1023/A:1017588905727

URL : https://hal.archives-ouvertes.fr/hal-00171272

J. León and C. Ludeña, Limits for weighted p-variations and likewise functionals of fractional diffusions with drift. Stochastic Process, Appl, vol.117, issue.3, pp.271-296, 2007.

C. Ludeña, L p -variations for multifractal fractional random walks, The Annals of Applied Probability, vol.18, issue.3, pp.1138-1163, 2008.
DOI : 10.1214/07-AAP483

D. Marinucci, The Empirical Process for Bivariate Sequences with Long Memory, Statistical Inference for Stochastic Processes, vol.50, issue.2, pp.205-223, 2002.
DOI : 10.1007/s11203-004-2790-9

D. Marinucci, A central limit theorem and higher order results for the angular bispectrum, Probability Theory and Related Fields, vol.34, issue.1, pp.389-409, 2007.
DOI : 10.1007/s00440-007-0088-8

I. Nourdin, D. Nualart, and C. A. Tudor, Central and non-central limit theorems for weighted power variations of fractional Brownian motion, Annales de l'Institut Henri Poincar??, Probabilit??s et Statistiques, vol.46, issue.4, 2008.
DOI : 10.1214/09-AIHP342

URL : https://hal.archives-ouvertes.fr/hal-00559457

I. Nourdin and G. Peccati, Stein???s method on Wiener chaos, Probability Theory and Related Fields, vol.25, issue.4, pp.75-118, 2009.
DOI : 10.1007/s00440-008-0162-x

I. Nourdin and G. Peccati, Stein???s method and exact Berry???Esseen asymptotics for functionals of Gaussian fields, The Annals of Probability, vol.37, issue.6, pp.2231-2261, 2010.
DOI : 10.1214/09-AOP461

I. Nourdin, G. Peccati, and G. Reinert, Invariance principles for homogeneous sums: Universality of Gaussian Wiener chaos, The Annals of Probability, vol.38, issue.5, 2010.
DOI : 10.1214/10-AOP531

URL : https://hal.archives-ouvertes.fr/hal-00523525

I. Nourdin, G. Peccati, and A. Réveillac, Multivariate normal approximation using Stein???s method and Malliavin calculus, Annales de l'Institut Henri Poincar??, Probabilit??s et Statistiques, vol.46, issue.1, 2008.
DOI : 10.1214/08-AIHP308

D. Nualart, The Malliavin Calculus and Related Topics, 2006.
DOI : 10.1007/978-1-4757-2437-0

G. Peccati and M. S. Taqqu, Wiener Chaos: Moments, Cumulants and Diagrams, 2010.
DOI : 10.1007/978-88-470-1679-8

M. Rosenblatt, Independence and dependence, Proc. 4th Berkeley Sympos, pp.431-443, 1961.

M. Sodin and B. Tsirelson, Random complex zeroes, I. Asymptotic normality, Israel Journal of Mathematics, vol.44, issue.2, pp.125-149, 2004.
DOI : 10.1007/BF02984409

T. Sun, Some further results on central limit theorems for nonlinear functions of a normal stationary process, J. Math. Mech, vol.14, pp.71-85, 1965.

D. Surgailis, CLTs for Polynomials of Linear Sequences: Diagram Formulae with Applications, In: Long Range Dependence. Birkhäuser, pp.111-128, 2000.

M. Talagrand, Spin Glasses: a Challenge for Mathematicians. Cavity and Mean fields, 2003.

M. S. Taqqu, Weak convergence to fractional brownian motion and to the rosenblatt process, Zeitschrift f???r Wahrscheinlichkeitstheorie und Verwandte Gebiete, vol.6, issue.4, pp.287-302, 1975.
DOI : 10.1007/BF00532868

M. S. Taqqu, Convergence of integrated processes of arbitrary Hermite rank, Zeitschrift f???r Wahrscheinlichkeitstheorie und Verwandte Gebiete, vol.7, issue.1, pp.53-83, 1979.
DOI : 10.1007/BF00535674

L. Wang, Asymptotics of statistical estimates in stochastic programming problems with long-range dependent samples, Mathematical Methods of Operations Research (ZOR), vol.55, issue.1, pp.37-54, 2002.
DOI : 10.1007/s001860200171