Complete convergence and complete integral convergence of partial sums for moving average process under sub-linear expectations

Xiaocong Chen; Qunying Wu; Xiaocong Chen; Qunying Wu

doi:10.3934/math.2022540

AIMS Mathematics

2022, Volume 7, Issue 6: 9694-9715. doi: 10.3934/math.2022540

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Research article

Complete convergence and complete integral convergence of partial sums for moving average process under sub-linear expectations

Xiaocong Chen ,
Qunying Wu ^,

College of Science, Guilin University of Technology, Guilin 541006, China

Received: 25 December 2021 Revised: 28 February 2022 Accepted: 08 March 2022 Published: 15 March 2022
MSC : 60F15

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.
- moving average process,
- complete integral convergence,
- complete convergence,
- independent random variables,
- sub-linear expectation
Citation: Xiaocong Chen, Qunying Wu. Complete convergence and complete integral convergence of partial sums for moving average process under sub-linear expectations[J]. AIMS Mathematics, 2022, 7(6): 9694-9715. doi: 10.3934/math.2022540

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Abstract

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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