Weak Convergence of Moving Averages with Infinite Variance

  • Florin Avram
  • Murad S. Taqqu
Part of the Progress in Probability and Statistics book series (PRPR, volume 11)


We survey results concerning the asymptotic behavior of moving averages that belong to the stable domain of attraction. Some of the methods are highlighted and new results announced.


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Copyright information

© Springer Science+Business Media New York 1986

Authors and Affiliations

  • Florin Avram
    • 1
  • Murad S. Taqqu
    • 2
  1. 1.Department of MathematicsPurdue UniversityWest LafayetteUSA
  2. 2.Department of MathematicsBoston UniversityBostonUSA

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