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Published in 2019 at "Methodology and Computing in Applied Probability"
DOI: 10.1007/s11009-019-09720-w
Abstract: We prove a version of the reduction principle for functionals of vector long-range dependent random fields. The components of the fields may have different long-range dependent behaviours. The results are illustrated by an application to…
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Keywords:
functionals vector;
random fields;
reduction principle;
principle functionals ... See more keywords