Variance of partial sums of stationary sequences

Citation
Deligiannidis, George et Utev, Sergey, Variance of partial sums of stationary sequences, Annals of probability , 41(5), 2013, pp. 3606-3616
Journal title
ISSN journal
00911798
Volume
41
Issue
5
Year of publication
2013
Pages
3606 - 3616
Database
ACNP
SICI code
Abstract
Let X1,X2,. be a centred sequence of weakly stationary random variables with spectral measure F and partial sums Sn=X1+.+Xn. We show that var(Sn) is regularly varying of index . at infinity, if and only if G(x):=.x.xF(dx) is regularly varying of index 2.. at the origin (0<.<2).