Central limit theorems for partial sums of bounded functionals of infinite-variance\\moving averages
Central limit theorems for partial sums of bounded functionals of infinite-variance\\moving averages
For $j=1,\rm dots,J$, let $K_j:\mathbb{R}\to\mathbb{R}$ be measurable bounded functions and $X_{n,j} = \int_\mathbb{R}a_j(n-c_jx)M(\rm dx)$, $n\ge 1$, be $\alphapha$-stable moving averages where $\alphapha\in(0,2)$, $c_j>0$ for $j=1,\rm dots,J$, and $M(\rm dx)$ is an $\alphapha$-stable random measure on $\mathbb{R}$ with the Lebesgue control measure and skewness intensity $Berry--Esseen boundsta\in[-1,1]$. We provide conditions on …