Central limit theorems for partial sums of bounded functionals of infinite-variance moving averages (Q1431520): Difference between revisions

Conditions on the functions \(a_j\) and \(K_j\) \((j=1,\dots,J)\) for the normalized partial sums vector \(N_j^{-1/2}\sum^{N_j}_{n=1} [K_j(X_{j,n}) -EK_j(X_{j,n})]\), \(j=1,\dots,J\), to be asymptotically normal as \(N_j\to\infty\), are provided, where \(X_{n,j}=\int_\mathbb{R} a_j(n-c_jx) M(dx),\;n\geq 1,\) are \(\alpha\)-stable moving averages with \(\alpha\in(0,2)\), \(c_j>0\), and \(M(dx)\) is an \(\alpha\)-stable random measure on \(\mathbb{R}\) with skewness intensity \(\beta\in[-1,1]\), and \(K_j: \mathbb{R}\to\mathbb{R}\) are bunded functions.