Note on the complete moment convergence for moving average process of a class of random variables under sub-linear expectations

2024/03/28 by Mingzhou Xu, Xu, Mingzhou
Decision Sciences · Economics, Econometrics and Finance · Mathematics · #60F05 #60F15 #FOS: Mathematics #Mathematical Approximation and Integration #Probability (math.PR) #Probability and Risk Models #Stochastic processes and financial applications

paper · pdf · doi:10.48550/arxiv.2403.19209

openalex publication_date 2024/03/28 · openalex created_date 2024/03/30 · openalex updated_date 2026/07/28

Abstract

In this paper, the complete moment convergence for the partial sums of moving average processes \X_n=∑_i=-∞^∞a_iY_i+n,n≥ 1\ is proved under some proper conditions, where \Y_i,-∞<i></i>

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