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Statistica Sinica 15(2005), 819-829





STRONG LAWS OF R/S STATISTICS WITH A

LONG-RANGE MEMORY SAMPLE


Zhengyan Lin


Zhejiang University


Abstract: In this paper, we show a law of the iterated logarithm for range statistics with a long-range memory sample. With the help of this result, using R/S statistics, we give a test for long-range dependence.



Key words and phrases: Law of the iterated logarithm, long-range memory, R/S statistics.



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