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Asymptotic Properties of the R/S Statistics for Linear Processes |
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| Authors: | Ke-Ang Fu |
| Institution: | 1. School of Statistics and Mathematics , Zhejiang Gongshang University , Hangzhou , China fukeang@hotmail.com |
| Abstract: | |
| Keywords: | Brownian bridge Complete convergence Law of the iterated logarithm Linear process R/S statistics |