Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Limit theorems for linear processes with tapered innovations and filters   In the paper we consider the partial sum process
$\sum_{k=1}^{[nt]}X_k^{(n)}$, where $\{X_k^{(n)}=\sum_{j=0}^{\infty}
a_{j}^{(n)}\xi_{k-j}(b(n)), \ k\in \bz\},\ n\ge 1,$ is a series of linear
processes with tapered filter $a_{j}^{(n)}=a_{j}\ind{[0\le j\le \l(n)]}$ and
heavy-tailed tapered innovations $\xi_{j}(b(n), \ j\in \bz$. Both tapering
parameters $b(n)$ and $\l(n)$ grow to $\infty$ as $n\to \infty$. The limit
behavior of the partial sum process depends on the growth of these two tapering
parameters and dependence properties of a linear process with non-tapered
filter $a_i, \ i\ge 0$ and non-tapered innovations. We consider the case where
$b(n)$ grows relatively slow (soft tapering), and all three cases of growth of
$\l(n)$ (strong, weak, and moderate tapering). In these cases the limit
processes (in the sense of convergence of finite dimensional distributions) are
Gaussian.

11
The categories of this paper are: hep-lat
21
The categories of this paper are: adap-org
14
The categories of this paper are: math-ph
34
The categories of this paper are: chem-ph
27
The categories of this paper are: comp-gas
6
The categories of this paper are: astro-ph
10
The categories of this paper are: q-bio
22
The categories of this paper are: chao-dyn
28
The categories of this paper are: alg-geom
13
The categories of this paper are: quant-ph
18
The categories of this paper are: econ
19
The categories of this paper are: eess
29
The categories of this paper are: funct-an
35
The categories of this paper are: mtrl-th
23
The categories of this paper are: solv-int
25
The categories of this paper are: patt-sol