Limiting behaviour of moving average processes genenrated by negatively dependent random variables under sub-linear expectations
Probability
2022-07-26 v1
Abstract
Let be a doubly infinite sequence of identically distributed, negatively dependent random variables under sub-linear expectations, be an absolutely summable sequence of real numbers. In this article, we study complete convergence and Marcinkiewicz-Zygmund strog law of large numbers for the partial sums of moving average processes based on the sequence of identically distributed, negatively dependent random variables under sub-linear expectations, complementing the result of [Chen, et al., 2009. Limiting behaviour of moving average processes under -mixing assumption. Statist. Probab. Lett. 79, 105-111].
Cite
@article{arxiv.2207.11884,
title = {Limiting behaviour of moving average processes genenrated by negatively dependent random variables under sub-linear expectations},
author = {Mingzhou Xu and Kun Cheng and Wangke Yu},
journal= {arXiv preprint arXiv:2207.11884},
year = {2022}
}
Comments
13 pagess, submitted to Statistics and Probability letters