Complete qth moment convergence of moving average processes for m-widely acceptable random variables under sub-linear expectations

Mingzhou Xu and Xuhang Kong

Statistics & Probability Letters, 2024, vol. 214, issue C

Abstract: In this article, we studied complete qth moment convergence of the moving average processes produced by m-widely acceptable (m-WA) random variables under sub-linear expectations. The results here extend those of the moving average processes generated by m-WOD random variables in probability.

Keywords: Moving average processes; m-widely acceptable random variables; Complete q-moment convergence; Sub-linear expectations (search for similar items in EconPapers)
Date: 2024
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S016771522400172X
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:214:y:2024:i:c:s016771522400172x

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

DOI: 10.1016/j.spl.2024.110203

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().