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

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.

Keywords

• moving average process
• complete integral convergence
• complete convergence
• independent random variables
• sub-linear expectation