A note on linear processes with tapered innovations |
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Authors: | Paulauskas Vygantas |
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Affiliation: | 1.Institute of Mathematics, Vilnius University, Naugarduko str. 24, LT-03225, Vilnius, Lithuania ; |
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Abstract: | Lithuanian Mathematical Journal - In the paper, we consider the partial-sum process $$ {sum}_{k=1}^{left[ ntright]}{X}_k^{(n)}, $$ where $$ left{{X}_n^{(n)},kin mathbb{Z}right},nge 1, $$... |
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