HIDDEN REGULAR VARIATION OF MOVING AVERAGE PROCESSES WITH HEAVY-TAILED INNOVATIONS

We look at joint regular variation properties of MA(8) processes of the form X = (X-k, k is an element of Z), where X-k = Sigma(infinity)(j=0) psi(j)Z(k-j) and the sequence of random variables (Z(i), i is an element of Z) are independent and identically distributed with regularly varying tails. We use the setup of M-O-convergence and obtain hidden regular variation properties for X under summability conditions on the constant coefficients (psi(j) : j >= 0). Our approach emphasizes continuity properties of mappings and produces regular variation in sequence space.