Further research on complete integral convergence for moving average process of ND random variables under sub-linear expectations

DOI10.1080/03610926.2023.2258428MaRDI QIDQ6597432zbMATH OpenFDO

Authors Qunying Wu

Publication date 3 September 2024

Published in Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2023.2258428

Mathematics Subject Classification ID

Strong limit theorems (60F15)

Cites work

• G-expectation, G-Brownian motion and related stochastic calculus of Itô type
• Central limit theorem for linear processes generated by IID random variables under the sub-linear expectation
• Complete Convergence and the Law of Large Numbers
• Complete convergence for moving average process of martingale differences
• Complete convergence for weighted sums of negatively dependent random variables under the sub-linear expectations
• Complete integration convergence for arrays of rowwise extended negatively dependent random variables under the sub-linear expectations
• Complete moment convergence of moving average process generated by a class of random variables
• Complete moment convergence of pairwise NQD random variables
• Exponential inequalities under the sub-linear expectations with applications to laws of the iterated logarithm
• Further research on complete moment convergence for moving average process of a class of random variables
• scientific article; zbMATH DE number 4069930 (Why is no real title available?)
• Large deviations for some weakly dependent random processes
• Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation
• Rosenthal's inequalities for independent and negatively dependent random variables under sub-linear expectations with applications
• Some Limit Theorems for Stationary Processes
• Strong limit theorems for extended independent random variables and extended negatively dependent random variables under sub-linear expectations
• Strong limit theorems of weighted sums for extended negatively dependent random variables under sub-linear expectations
• Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations
• Theorems of complete convergence and complete integral convergence for END random variables under sub-linear expectations

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