Please use this identifier to cite or link to this item:
|Title:||On the asymptotic distributions of partial sums of functionals of infinite-variance moving averages|
|Keywords:||Central and noncentral limit theorems|
|Source:||Hsing, T. (1999-07). On the asymptotic distributions of partial sums of functionals of infinite-variance moving averages. Annals of Probability 27 (3) : 1579-1599. ScholarBank@NUS Repository.|
|Abstract:||This paper investigates the asymptotic distribution of the partial sum SN = ∑ N n=1 [K(Xn) - EK(Xn)], as N→ ∞, where [Xn] is a moving average stable process and K is a bounded and measurable function. The results show that SN follows a central or non-central limit theorem depending on the rate at which the moving average coefficients tend to 0.|
|Source Title:||Annals of Probability|
|Appears in Collections:||Staff Publications|
Show full item record
Files in This Item:
There are no files associated with this item.
checked on Mar 9, 2018
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.