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• W3047308296 abstract "Recently a functional limit theorem for sums of moving averages with random coefficients and i.i.d. heavy tailed innovations has been obtained under the assumption that all partial sums of the series of coefficients are a.s. bounded between zero and the sum of the series. The convergence takes place in the space $D[0,1]$ of cadlag functions with the Skorohod $M_{2}$ topology. In this article we extend this result to the case when the innovations are weakly dependent in the sense of strong mixing and local dependence condition $D'$." @default.
• W3047308296 created "2020-08-10" @default.
• W3047308296 creator A5072253383 @default.
• W3047308296 date "2020-08-03" @default.
• W3047308296 modified "2023-09-27" @default.
• W3047308296 title "A functional limit theorem for moving averages with weakly dependent heavy-tailed innovations" @default.
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• W3047308296 hasPublicationYear "2020" @default.
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