Basrak, Bojan; Krizmanić, Danijel - In: Stochastic Processes and their Applications 124 (2014) 2, pp. 1070-1083
In the early 1990s, Avram and Taqqu showed that regularly varying moving average processes with all coefficients nonnegative and the tail index α strictly between 0 and 2 satisfy the functional limit theorem. They also conjectured that an equivalent statement holds under a certain less...