Portnova A. Yu.
On the limit distribution of the correlogram of a stationary Gaussian process with weak decrease in correlation
Ukr. Mat. Zh. - 1993. - 45, № 12. - pp. 1635–1641
An example of the non-Gaussian limit distribution of the statistical estimate of the correlation function of a stationary Gaussian process with unbounded spectral density (or with a nonintegrable correlation function) is given.