{
  "id": "1212.1372",
  "version": "v1",
  "published": "2012-12-06T16:41:32.000Z",
  "updated": "2012-12-06T16:41:32.000Z",
  "title": "A limit theorem for moving averages in the α-stable domain of attraction",
  "authors": [
    "Bojan Basrak",
    "Danijel Krizmanić"
  ],
  "comment": "17 pages",
  "categories": [
    "math.PR"
  ],
  "abstract": "In the early 1990's, Avram and Taqqu showed that regularly varying moving average processes with all coefficients nonnegative and the tail index strictly between 0 and 2 satisfy 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 c\\'adl\\'ag functions. We give a proof of this result.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2012-12-06T16:41:32.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "attraction",
      "satisfy functional limit theorem",
      "equivalent statement holds",
      "cadlag functions",
      "coefficients"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 17,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2012arXiv1212.1372B"
    }
  }
}