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

被引：2

作者：

Chen, Xiaocong ^{[1
]}

Wu, Qunying ^{[1
]}

机构：

[1] Guilin Univ Technol, Coll Sci, Guilin, Peoples R China

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2024年 / 53卷 / 15期

基金：

中国国家自然科学基金;

关键词：

Moving average process; complete integral convergence; independent random variables; sub-linear expectation; DEPENDENT RANDOM-VARIABLES; COMPLETE MOMENT CONVERGENCE; G-BROWNIAN MOTION; STOCHASTIC CALCULUS; WEIGHTED SUMS; INEQUALITIES;

D O I：

10.1080/03610926.2023.2220449

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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.

引用

页码：5378 / 5404

页数：27

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