Limit theorems for functionals of linear processes in critical regions

Yudan Xiong, Fangjun Xu, Jinjiong Yu

Let $X=\{X_n:n\in \mathbb{N}\}$ be the linear process defined by $X_n={\sum }_{j=1}^{\infty }{a}_j{\epsilon }_{n-j}$, where the coefficients $a_j=j^{-{\hat{I}}^2}\ell (j)$ are constants with $β>…