Let Xt = [Sigma][infinity]j=-[infinity] cjZt - j be a moving average process where {Zt} is iid with common distribution in the domain of attraction of a stable law with index [alpha], 0 [alpha] 2. If 0 [alpha] 2, EZ1[alpha] [infinity] and the distribution of Z1and Z1Z2 are tail equivalent...

Let {Zn} be an iid sequence of random variables with common distribution F which belongs to the domain of attraction of exp{-e-x}. If in addition, F[epsilon]Sr([gamma]) (i.e.,limx--[infinity] P[Z1+Z2]/P[Z1x]=d[epsilon](0, [infinity]) and , then it is shown that a point process based on the...