Let Y(n)=Σ i=0 ∞ ρ (i)ε (n-i), n = 1,2,... 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 ∈ (0,2) and the ...

We establish asymptotic normality of weighted sums of linear processes with general triangular array weights and when the innovations in the linear process are martingale differences. The results are ...