On quotients of moving average processes with infinite mean

Kanter, Marek

doi:10.1090/S0002-9939-1976-0402890-1

On quotients of moving average processes with infinite mean
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by Marek Kanter

Proc. Amer. Math. Soc. 56 (1976), 281-287

DOI: https://doi.org/10.1090/S0002-9939-1976-0402890-1

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Erratum: Proc. Amer. Math. Soc. 67 (1977), 362.

Abstract:

In this paper it is shown that one can estimate the sum of the weights used to form a stationary moving average stochastic process based on nonnegative random variables by taking the limit in probability of suitable quotients, even when the random variables involved have infinite expectation.

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