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

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  • Xu, Mingzhou
  • Kong, Xuhang

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.

Suggested Citation

  • Xu, Mingzhou & Kong, Xuhang, 2024. "Complete qth moment convergence of moving average processes for m-widely acceptable random variables under sub-linear expectations," Statistics & Probability Letters, Elsevier, vol. 214(C).
    • Handle: RePEc:eee:stapro:v:214:y:2024:i:c:s016771522400172x
    DOI: 10.1016/j.spl.2024.110203
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