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Let us suppose that $X_1,\ldots,X_n$ with $n\ge1$ are iid random variables such that $\operatorname EX_1=0$ and $\operatorname E|X_1|^s<\infty$ with some $s>2$ and define the DFT of $X_1,\ldots,...

Suppose that $Z,Z_1,Z_2,\ldots$ are iid random variables such that $\operatorname EZ=0$, $\operatorname EZ^2=1$ and $\operatorname E|Z|^s<\infty$ with some $s>2$. Let $\tilde Z_t=Z_tI_{\{|Z_t|\...