In this paper, we establish the complete convergence and complete integral convergence of partial sums for moving average process based on independent random variables under the sub-linear expectations. The results in the paper extend some convergence properties of moving average process under independent assumption from probability space to the sub-linear expectation space.

The research of convergence properties of moving average process is a challenging field of limit theorems. The aim of this article is to provide a method to prove the complete convergence and complete integral convergence of moving average process for independent random variables in sub-linear expectation space. The results obtained in the article are the extensions of some complete convergence theorems under classical probability space.