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

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  • Xiaocong Chen
  • Qunying Wu

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.

Suggested Citation

  • Xiaocong Chen & Qunying Wu, 2024. "Further research on complete integral convergence for moving average process of ND random variables under sub-linear expectations," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 53(19), pages 7102-7118, October.
    • Handle: RePEc:taf:lstaxx:v:53:y:2024:i:19:p:7102-7118
    DOI: 10.1080/03610926.2023.2258428
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