Please use this identifier to cite or link to this item: http://scholarbank.nus.edu.sg/handle/10635/105268
Title: On the asymptotic distributions of partial sums of functionals of infinite-variance moving averages
Authors: Hsing, T. 
Keywords: Central and noncentral limit theorems
Issue Date: Jul-1999
Citation: 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
URI: http://scholarbank.nus.edu.sg/handle/10635/105268
ISSN: 00911798
Appears in Collections:Staff Publications

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