Complete convergence theorems for moving average process generated by independent random variables under sub-linear expectations

作者：Chen, Xiaocong; Wu, Qunying^*

来源：COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2023.

DOI：10.1080/03610926.2023.2220449

• Moving average process
• complete integral convergence
• independent random variables
• sub-linear expectation

The research of convergence properties of moving average process is a challenging field of limit theorems. The aim of this article is to provide a method to prove the complete convergence and complete integral convergence of moving average process for independent random variables in sub-linear expectation space. The results obtained in the article are the extensions of some complete convergence theorems under classical probability space.

• 单位
  桂林理工大学