论文标题
具有较弱依赖的重型创新的移动平均值的功能极限定理
A functional limit theorem for moving averages with weakly dependent heavy-tailed innovations
论文作者
论文摘要
最近，具有随机系数和i.i.d的移动平均值的函数极限定理。假设该系列系列的所有部分总和均为A.S.在零和系列的总和之间界定。融合发生在càdlàg的空间$ d [0,1] $中，并使用skorohod $ m_ {2} $拓扑。在本文中，我们将此结果扩展到了创新因强烈混合和局部依赖条件$ d'$而微弱依赖的情况。
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 càdlàg 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 $D'$.
