On Asymptotics of the Sample Distribution for a Class of Linear Process Models in Economics
研究了无限阶移动平均过程中经验分布函数的几乎必然一致收敛速度，其中创新项服从稳定分布且参数序列以多项式或指数速率衰减，对计量经济学中无限方差过程的应用有参考价值。
Let … be a moving average process of infinite order where the innovations ε( k ) are in the domain of attraction of a stable law with index α ε (0, 2) and the parameter sequence decreases at a polynomial or exponential rate. These and similar processes have recently received increased attention both in the econometrics and statistics/probability literature. The present paper studies almost sure uniform rates of convergence of the empirical distribution function. Applications of these infinite variance processesin econometrics are mentioned.