Further research on complete integral convergence for moving average process of ND random variables under sub-linear expectations

Xiaocong Chen and Qunying Wu

Communications in Statistics - Theory and Methods, 2024, vol. 53, issue 19, 7102-7118

Abstract: In this article, we establish some results on complete convergence and complete integral convergence of moving average process {Xn=∑i=−∞∞aiYi+n,n≥1} based on negatively dependent random variables under sub-linear expectations. We generalize corresponding conclusions obtained by Zhang and Ding, and extend convergence theorems for general function from classical probability space to the sub-linear expectation space.

Date: 2024
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DOI: 10.1080/03610926.2023.2258428

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