کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1155628 958752 2014 14 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
A limit theorem for moving averages in the αα-stable domain of attraction
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
A limit theorem for moving averages in the αα-stable domain of attraction
چکیده انگلیسی

In the early 1990s, Avram and Taqqu showed that regularly varying moving average processes with all coefficients nonnegative and the tail index αα strictly between 0 and 2 satisfy the functional limit theorem. They also conjectured that an equivalent statement holds under a certain less restrictive assumption on the coefficients, but in a different topology on the space of càdlàg functions. We give a proof of this result.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 124, Issue 2, February 2014, Pages 1070–1083
نویسندگان
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