I have a sequence of weak correlated continuous random variables $\{X_i\}$ with bounded variance and $\operatorname{Cov}(X_i,X_j)\rightarrow0$ for $|i-j|\rightarrow\infty$.
I was able to find a reference for the law of large numbers that work for above type of weakly correlated random variables.
I am trying to understand if there is a version of the central limit theorem that works for this kind of weakly correlated random variables.
I searched online and in one forum, I found that if covariance decays CLT works. However, I am not able to find the correct reference or theorem.
[EDIt] Added that $X_i$'s are continuous random variables