In this paper, the complete moment convergence for the partial sums of moving average processes ₙ=∑i=-∞∞aᵢYᵢ₊ₙ,n≥ 1\ is proved under some proper conditions, where ᵢ,-∞<i<∞\ is a doubly sequence of identically distributed, negatively dependent random variables under sub-linear expectations and ᵢ,-∞<i<∞\ is an absolutely summable sequence of real numbers. The results established in sub-linear expectation spaces generalize the corresponding ones in probability space.
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Mingzhou Xu (2024) studied this question.
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