A consistent estimator for skewness of partial sums of dependent data
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DOI: 10.1016/j.spl.2020.109021
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- Masoud M. Nasari & Mohamedou Ould-Haye, 2022. "Confidence intervals with higher accuracy for short and long-memory linear processes," Statistical Papers, Springer, vol. 63(4), pages 1187-1220, August.
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Keywords
Linear processes; Long memory; Short memory; Stationarity; Skewness;All these keywords.
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