# 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} }

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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