Corpus ID: 119310322

Functional Convergence of Linear Sequences in a non-Skorokhod Topology

@inproceedings{Balan2012FunctionalCO,
  title={Functional Convergence of Linear Sequences in a non-Skorokhod Topology},
  author={Raluca M. Balan and Adam Jakubowski and Sana Louhichi},
  year={2012}
}
  • Raluca M. Balan, Adam Jakubowski, Sana Louhichi
  • Published 2012
  • Mathematics
  • In this article, we prove a new functional limit theorem for the partial sum sequence S[nt] = P [nt] i=1 Xi corresponding to a linear sequence of the form Xi = P j2Z cj i j with i.i.d. innovations ( i)i2Z and real-valued coecients ( cj)j2Z. This weak convergence result is obtained in space D[0; 1] endowed with the S-topology introduced in [18], and the limit process is a linear fractional stable motion (LFSM). One of our result provides an extension of the results of [3] to the case when the… CONTINUE READING

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