Complete \(q\)th moment convergence of moving average processes for \(m\)-widely acceptable random variables under sub-linear expectations (Q6606018)
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scientific article; zbMATH DE number 7913932
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Complete \(q\)th moment convergence of moving average processes for \(m\)-widely acceptable random variables under sub-linear expectations |
scientific article; zbMATH DE number 7913932 |
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Complete \(q\)th moment convergence of moving average processes for \(m\)-widely acceptable random variables under sub-linear expectations (English)
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16 September 2024
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Sublinear expectation is a functional with the properties of monotonicity, constant preservation, subadditivity, and positive homogeneity. The paper studies the complete \(q\)-th moment convergence of moving average processes generated by \(m\)-widely accepted random variables under sublinear expectations. The results extend those previously established in probability theory.
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moving average processes
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\(m\)-widely acceptable random variables
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complete \(q\)-moment convergence
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sub-linear expectations
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