Geodesic
On the rate of approximation in limit theorems for sums of moving averages
Teoriâ veroâtnostej i ee primeneniâ, Tome 52 (2007) no. 2, pp. 405-414 Cet article a éte moissonné depuis la source Math-Net.Ru

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We consider a linear process $X_t=\sum_{j=0}^\infty a_j\varepsilon_{t-j}$, $t\ge 1$, where $\varepsilon_i$, $i\in Z$, are independent identically distributed random variables in the domain of attraction of a stable law with index $\alpha$, $0<\alpha\le 2$, $\alpha\ne 1$. Under some conditions on random variables $\varepsilon_i$ and coefficients $a_j$, we look for bounds in approximation of distribution of sums $S_n=B_n^{-1}\sum_{t=1}^nX_t$ by an appropriate stable law. The obtained bounds have optimal order with respect to $n$.
Keywords: linear processes, stable laws, accuracy of approximation. 
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V. I. Paulauskas; D. Surgailis. On the rate of approximation in limit theorems for sums of moving averages. Teoriâ veroâtnostej i ee primeneniâ, Tome 52 (2007) no. 2, pp. 405-414. http://geodesic.mathdoc.fr/item/TVP_2007_52_2_a14/

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