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\} $...
Main Author: | Mingzhou Xu |
---|---|
Format: | Article |
Language: | English |
Published: |
AIMS Press
2024-01-01
|
Series: | AIMS Mathematics |
Subjects: | |
Online Access: | https://aimspress.com/article/doi/10.3934/math.2024165?viewType=HTML |
Similar Items
-
Complete convergence and complete moment convergence for maximal weighted sums of extended negatively dependent random variables under sub-linear expectations
by: Mingzhou Xu
Published: (2023-06-01) -
Complete convergence of moving average processes produced by negatively dependent random variables under sub-linear expectations
by: Mingzhou Xu
Published: (2023-05-01) -
Note on complete convergence and complete moment convergence for negatively dependent random variables under sub-linear expectations
by: Mingzhou Xu, et al.
Published: (2023-02-01) -
Complete integral convergence for weighted sums of negatively dependent random variables under sub-linear expectations
by: Lunyi Liu, et al.
Published: (2023-07-01) -
On complete moment convergence for arrays of rowwise pairwise negatively quadrant dependent random variables
by: Meimei Ge, et al.
Published: (2019-02-01)