Complete convergence for moving average process generated by extended negatively dependent random variables under sub-linear expectations (Q6641332)

scientific article; zbMATH DE number 7947332

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English	Complete convergence for moving average process generated by extended negatively dependent random variables under sub-linear expectations	scientific article; zbMATH DE number 7947332

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instance of

scholarly article

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title

Complete convergence for moving average process generated by extended negatively dependent random variables under sub-linear expectations (English)

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author

Xue Ding

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published in

Communications in Statistics. Theory and Methods

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publication date

20 November 2024

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MaRDI profile type

Publication

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cites work

Strong laws of large numbers for sub-linear expectations

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On complete convergence for extended independent random variables under sub-linear expectations

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A theoretical framework for the pricing of contingent claims in the presence of model uncertainty

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Limit theorems with rate of convergence under sublinear expectations

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Law of the logarithm for weighted sums of negatively dependent random variables under sublinear expectation

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Expected utility with purely subjective non-additive probabilities

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Central limit theorem for linear processes generated by <i>m</i>-dependent random variables under the sub-linear expectation

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Multivariate time series analysis

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Central limit theorem for linear processes generated by IID random variables under the sub-linear expectation

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Large deviation principle for linear processes generated by real stationary sequences under the sub-linear expectation

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Limit laws for non-additive probabilities and their frequentist interpretation

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Q4357507

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Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations

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Nonlinear Expectations and Stochastic Calculus under Uncertainty

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Q5445400

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Normal approximation by Stein's method under sublinear expectations

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Limit theorems for linear processes generated by <i>ρ</i>-mixing sequence

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Complete moment convergence for the linear processes with random coefficients generated by a class of random variables

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Strong law of large numbers and Chover's law of the iterated logarithm under sub-linear expectations

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General results on precise asymptotics under sub-linear expectations

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Three series theorem for independent random variables under sub-linear expectations with applications

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The law of logarithm for arrays of random variables under sub-linear expectations

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Rosenthal's inequalities for independent and negatively dependent random variables under sub-linear expectations with applications

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Exponential inequalities under the sub-linear expectations with applications to laws of the iterated logarithm

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Lindeberg's central limit theorems for martingale like sequences under sub-linear expectations

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Strong limit theorems for extended independent random variables and extended negatively dependent random variables under sub-linear expectations

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Complete moment convergence for moving average process generated by \(\rho^{-}\)-mixing random variables

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Complete convergence and complete moment convergence for weighted sums of extended negatively dependent random variables under sub-linear expectation

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Identifiers

DOI

10.1080/03610926.2023.2279924

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6641332