Complete moment convergence of moving average processes for $m$-widely acceptable sequence under sub-linear expectations
Probability
2024-03-28 v1
Abstract
In this article, the complete moment convergence for the partial sum of moving average processes is estabished under some proper conditions, where is a sequence of -widely acceptable (-WA) random variables, which is stochastically dominated by a random variable in sub-linear expectations space and is an absolutely summable sequence of real numbers. The results extend the relevant results in probability space to those under sub-linear expectations.
Cite
@article{arxiv.2403.18304,
title = {Complete moment convergence of moving average processes for $m$-widely acceptable sequence under sub-linear expectations},
author = {Mingzhou Xu and Xuhang Kong},
journal= {arXiv preprint arXiv:2403.18304},
year = {2024}
}
Comments
16 pages,submitted to Journal of Inequalities and Applications