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