Back to Search Start Over

Complete moment convergence of moving average processes for $m$-widely acceptable sequence under sub-linear expectations

Authors :
Xu, Mingzhou
Kong, Xuhang
Publication Year :
2024

Abstract

In this article, the complete moment convergence for the partial sum of moving average processes $\{X_n=\sum_{i=-\infty}^{\infty}a_iY_{i+n},n\ge 1\}$ is estabished under some proper conditions, where $\{Y_i,-\infty<i<\infty\}$ is a sequence of $m$-widely acceptable ($m$-WA) random variables, which is stochastically dominated by a random variable $Y$ in sub-linear expectations space $(\Omega,\HH,\ee)$ and $\{a_i,-\infty<i<\infty\}$ is an absolutely summable sequence of real numbers. The results extend the relevant results in probability space to those under sub-linear expectations.<br />Comment: 16 pages,submitted to Journal of Inequalities and Applications

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.2403.18304
Document Type :
Working Paper