Further research on complete integral convergence for moving average process of ND random variables under sub-linear expectations

被引：0

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 / 19期

基金：

中国国家自然科学基金; 美国国家科学基金会;

关键词：

Complete convergence; complete integral convergence; moving average process; negatively dependent random variables; sub-linear expectation; DEPENDENT RANDOM-VARIABLES; COMPLETE MOMENT CONVERGENCE; CENTRAL-LIMIT-THEOREM; G-BROWNIAN MOTION; STOCHASTIC CALCULUS; INEQUALITIES;

D O I：

10.1080/03610926.2023.2258428

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：

In this article, we establish some results on complete convergence and complete integral convergence of moving average process {Xn= n-ary sumation i=-& INFIN;& INFIN;aiYi+n,n & GE;1} based on negatively dependent random variables under sub-linear expectations. We generalize corresponding conclusions obtained by Zhang and Ding, and extend convergence theorems for general function from classical probability space to the sub-linear expectation space.

引用

页码：7102 / 7118

页数：17

共 23 条

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