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

Cites Work

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Complete moment convergence for moving average process generated by \(\rho^{-}\)-mixing random variables
Rosenthal's inequalities for independent and negatively dependent random variables under sub-linear expectations with applications
Strong laws of large numbers for sub-linear expectations
Exponential inequalities under the sub-linear expectations with applications to laws of the iterated logarithm
A theoretical framework for the pricing of contingent claims in the presence of model uncertainty
Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations
Expected utility with purely subjective non-additive probabilities
Limit laws for non-additive probabilities and their frequentist interpretation
Strong law of large numbers and Chover's law of the iterated logarithm under sub-linear expectations
Three series theorem for independent random variables under sub-linear expectations with applications
The law of logarithm for arrays of random variables under sub-linear expectations
Lindeberg's central limit theorems for martingale like sequences under sub-linear expectations
Strong limit theorems for extended independent random variables and extended negatively dependent random variables under sub-linear expectations
Central limit theorem for linear processes generated by IID random variables under the sub-linear expectation
Multivariate time series analysis
Normal approximation by Stein's method under sublinear expectations
Law of the logarithm for weighted sums of negatively dependent random variables under sublinear expectation
Limit theorems with rate of convergence under sublinear expectations
Complete convergence and complete moment convergence for weighted sums of extended negatively dependent random variables under sub-linear expectation
General results on precise asymptotics under sub-linear expectations
Complete moment convergence for the linear processes with random coefficients generated by a class of random variables
Limit theorems for linear processes generated by ρ-mixing sequence
On complete convergence for extended independent random variables under sub-linear expectations
Nonlinear Expectations and Stochastic Calculus under Uncertainty
Central limit theorem for linear processes generated by m-dependent random variables under the sub-linear expectation
Large deviation principle for linear processes generated by real stationary sequences under the sub-linear expectation

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