Geodesic
Local asymptotic normality for stationary sequences of observations
Zapiski Nauchnykh Seminarov POMI, Problems of the theory of probability distributions. Part IV, Tome 72 (1977), pp. 6-25

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The property of local asymptotic normality is established for stationary sequences under certain assumptions. 
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     author = {N. K. Bakirov},
     title = {Local asymptotic normality for stationary sequences of observations},
     journal = {Zapiski Nauchnykh Seminarov POMI},
     pages = {6--25},
     publisher = {mathdoc},
     volume = {72},
     year = {1977},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZNSL_1977_72_a0/}
}
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N. K. Bakirov. Local asymptotic normality for stationary sequences of observations. Zapiski Nauchnykh Seminarov POMI, Problems of the theory of probability distributions. Part IV, Tome 72 (1977), pp. 6-25. http://geodesic.mathdoc.fr/item/ZNSL_1977_72_a0/