Complete convergence theorems for moving average process generated by independent random variables under sub-linear expectations

Xiaocong Chen and Qunying Wu

Communications in Statistics - Theory and Methods, 2024, vol. 53, issue 15, 5378-5404

Abstract: The research of convergence properties of moving average process is a challenging field of limit theorems. The aim of this article is to provide a method to prove the complete convergence and complete integral convergence of moving average process for independent random variables in sub-linear expectation space. The results obtained in the article are the extensions of some complete convergence theorems under classical probability space.

Date: 2024
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DOI: 10.1080/03610926.2023.2220449

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