Limiting behaviour of moving average processes genenrated by negatively dependent random variables under sub-linear expectations

Mingzhou Xu, Kun Cheng, Wangke Yu

Let $\{Y_i,-\infty <i<\infty \}$ be a doubly infinite sequence of identically distributed, negatively dependent random variables under sub-linear expectations, $\{a_i,-\infty<i<\inft…