@article{Xu2024, 
author = {Mingzhou Xu},
title = {On the complete moment convergence of moving average processes generated by negatively dependent random variables under sub-linear expectations},
year = {2024},
journal = {AIMS Mathematics},
volume = {9},
number = {2},
pages = {3369-3385},
keywords = {moving average process, complete moment convergence, weighted sums, negatively dependent random variables, sub-linear expectations},
url = {https://www.sciopen.com/article/10.3934/math.2024165},
doi = {10.3934/math.2024165},
abstract = {The moving average processes        X    k    =      ∑          i      =      −      ∞              ∞            a          i      +      k            Y          i       are studied, where    {      Y    i    ,  −  ∞  <  i  <  ∞  } is a double infinite sequence of negatively dependent random variables under sub-linear expectations, and    {      a    i    ,  −  ∞  <  i  <  ∞  } 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.}
}