On the complete moment convergence of moving average processes generated by negatively dependent random variables under sub-linear expectations
The moving average processes $ X_k = \sum_{i = -\infty}^{\infty}a_{i+k}Y_{i} $ are studied, where $ \{Y_i, -\infty < i < \infty\} $ is a double infinite sequence of negatively dependent random variables under sub-linear expectations, and $ \{a_i, -\infty < i < \infty\} $...
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| Format: | Article |
| Language: | English |
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AIMS Press
2024-01-01
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| Series: | AIMS Mathematics |
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| Online Access: | https://aimspress.com/article/doi/10.3934/math.2024165?viewType=HTML |