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Research Article | Open Access

Complete convergence and complete integral convergence of partial sums for moving average process under sub-linear expectations

Xiaocong ChenQunying Wu( )
College of Science, Guilin University of Technology, Guilin 541006, China
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Abstract

In this paper, we establish the complete convergence and complete integral convergence of partial sums for moving average process based on independent random variables under the sub-linear expectations. The results in the paper extend some convergence properties of moving average process under independent assumption from probability space to the sub-linear expectation space.

CLC number: 60F15

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AIMS Mathematics
Pages 9694-9715

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Cite this article:
Chen X, Wu Q. Complete convergence and complete integral convergence of partial sums for moving average process under sub-linear expectations. AIMS Mathematics, 2022, 7(6): 9694-9715. https://doi.org/10.3934/math.2022540

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Received: 25 December 2021
Revised: 28 February 2022
Accepted: 08 March 2022
Published: 15 June 2022
©2022 the Author(s), licensee AIMS Press.

This is an open access article distributed under the terms of the Creative Commons Attribution License (https://creativecommons.org/licenses/by/4.0)