On the asymptotic distributions of partial, sums of functionals of infinite-variance moving averages

This paper investigates the asymptotic distribution of the partial sum S-N = Sigma(n=1)(N)[K(X-n) - EK(X-n)], as N --> infinity, where {X-n} is a moving average stable process and K is a bounded and measurable function. The results show that SN follows a central or non-central limit theorem depending on the rate at which the moving average coefficients tend to 0.