Complete convergence and complete integral convergence of partial sums for moving average process under sub-linear expectations
In this paper, we establish the complete convergence and complete integral convergence of partial sums for moving average process based on independent random variables under the sub-linear expectations. The results in the paper extend some convergence properties of moving average process under indep...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
AIMS Press
2022-03-01
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| Series: | AIMS Mathematics |
| Subjects: | |
| Online Access: | https://www.aimspress.com/article/doi/10.3934/math.2022540?viewType=HTML |
| Summary: | In this paper, we establish the complete convergence and complete integral convergence of partial sums for moving average process based on independent random variables under the sub-linear expectations. The results in the paper extend some convergence properties of moving average process under independent assumption from probability space to the sub-linear expectation space. |
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| ISSN: | 2473-6988 |