Accession Number : ADA186430
Title : Weak Convergence of Sums of Moving Averages in the Alpha-Stable Domain of Attraction.
Descriptive Note : Technical rept. Sep 86-Aug 87,
Corporate Author : NORTH CAROLINA UNIV AT CHAPEL HILL DEPT OF STATISTICS
Personal Author(s) : Avram, Florin
PDF Url : ADA186430
Report Date : Jun 1987
Pagination or Media Count : 30
Abstract : Skorohod has shown that the convergence of sums of i.i.d. random variables to an alpha-stable Levy process, with 0alpha2, holds in the weak J sub 1 sense. It is shown that for sums of moving averages with at least 2 non-zero coefficients, weak J sub 1 convergence cannot hold, however, if the moving average coefficients are positive, weak M sub 1 convergence usually does hold, Keywords: bisection method; sequences (mathematics).
Descriptors : *COEFFICIENTS, *WEAK CONVERGENCE, LOW STRENGTH, MEAN, RANDOM VARIABLES
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE