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Published in 2020 at "Communications in Statistics - Theory and Methods"
DOI: 10.1080/03610926.2020.1750653
Abstract: Abstract The paper studies the asymptotic behavior of weighted functionals of long-range dependent data over increasing observation windows. Various important statistics, including sample means, high order moments, occupation measures can be given by these functionals.…
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Keywords:
functionals long;
range dependent;
functional data;
asymptotics discretized ... See more keywords