Complete moment convergence of moving average processes for $m$-widely acceptable sequence under sub-linear expectations
Fuente:
arXiv
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1866913286193152000 |
|---|---|
| author | Xu, Mingzhou Kong, Xuhang |
| author_facet | Xu, Mingzhou Kong, Xuhang |
| contents | 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 $(Ω,\HH,\ee)$ 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. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2403_18304 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Complete moment convergence of moving average processes for $m$-widely acceptable sequence under sub-linear expectations Xu, Mingzhou Kong, Xuhang Probability 60F15, 60F05 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 $(Ω,\HH,\ee)$ 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. |
| title | Complete moment convergence of moving average processes for $m$-widely acceptable sequence under sub-linear expectations |
| topic | Probability 60F15, 60F05 |
| url | https://arxiv.org/abs/2403.18304 |