Limit Theorems for Moving Averages with Random Coefficients and Heavy-Tailed Noise
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Bibliographic record
Abstract
We consider a stationary moving average process with random coefficients, , generated by an array, { C t , k , t ∈ Z , k ≥ 0}, of random variables and a heavy-tailed sequence, { Z t , t ∈ Z }. We analyze the limit behavior using a point process analysis. As applications of our results we compare the limiting behavior of the moving average process with random coefficients with that of a standard MA(∞) process.
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| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.001 | 0.001 |
| Meta-epidemiology (narrow) | 0.000 | 0.000 |
| Meta-epidemiology (broad) | 0.000 | 0.000 |
| Bibliometrics | 0.000 | 0.000 |
| Science and technology studies | 0.000 | 0.000 |
| Scholarly communication | 0.000 | 0.000 |
| Open science | 0.000 | 0.000 |
| Research integrity | 0.000 | 0.000 |
| Insufficient payload (model declined to judge) | 0.000 | 0.000 |
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