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The borderline-index conjecture for FARIMA and nonstationary linear processes
Let $(g_n)$ be regularly varying with index $\gamma-1$ , and suppose the stable-domain assumptions and the relevant process definitions are those of Theorems $\GammaGTOne$ and…
Conjectureopenfarima-processes invariance-principles stable-processesarXiv posted 2 days ago

The borderline-index conjecture for FARIMA and nonstationary linear processes