Limiting behaviour of moving average processes genenrated by negatively dependent random variables under sub-linear expectations
Abstract
Let \Yi,-∞<i<∞\ be a doubly infinite sequence of identically distributed, negatively dependent random variables under sub-linear expectations, \ai,-∞<i<∞\ be an absolutely summable sequence of real numbers. In this article, we study complete convergence and Marcinkiewicz-Zygmund strog law of large numbers for the partial sums of moving average processes \Xn=Σi=-∞∞aiYi+n,n 1\ based on the sequence \Yi,-∞<i<∞\ of identically distributed, negatively dependent random variables under sub-linear expectations, complementing the result of [Chen, et al., 2009. Limiting behaviour of moving average processes under -mixing assumption. Statist. Probab. Lett. 79, 105-111].
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