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 = ∞ i=−∞ 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 ϕ-mixing assumption. Statist.