In this article, the complete moment convergence for the partial sum of moving average processes ₙ=∑i=-∞∞aᵢYᵢ₊ₙ,n≥ 1\ is estabished under some proper conditions, where ᵢ,-∞<i<∞\ is a sequence of m-widely acceptable (m-WA) random variables, which is stochastically dominated by a random variable Y in sub-linear expectations space (Ω,,) and ᵢ,-∞<i<∞\ is an absolutely summable sequence of real numbers. The results extend the relevant results in probability space to those under sub-linear expectations.
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Xu et al. (2024) studied this question.
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