Abstract
<abstract><p>The moving average processes $ X_k = \sum_{i = -\infty}^{\infty}a_{i+k}Y_{i} $ are studied, where $ \{Y_i, -\infty < i < \infty\} $ is a double infinite sequence of negatively dependent random variables under sub-linear expectations, and $ \{a_i, -\infty < i < \infty\} $ is an absolutely summable sequence of real numbers. We establish the complete moment convergence of a moving average process under proper conditions, extending the corresponding results in classic probability space to those in sub-linear expectation space.</p></abstract>
Publisher
American Institute of Mathematical Sciences (AIMS)
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