unable to export PST

[Rising Flight]

Hi Experts, i am getting below error exporting PST file for one of office365 user.

Sharedfolder has been given full control to everyone on share and security permissions

New-MailboxExportRequest -Mailbox "myuser@mydomain.com" -batchname Test -ContentFilter {(Received -gt '12/01/2018') -and (Received -lt '12/10/2018')} -FilePath "\\myserver01\sharedfolder\myuser.pst"

New-MailboxExportRequest : The term 'New-MailboxExportRequest' is not recognized as the name of a cmdlet, function, script file, or operable program. Check the spelling of the name, or if a path was included, verify that the path is correct and try again.
At line:1 char:1 + New-MailboxExportRequest -Mailbox "myuser@mydomain.com" -batch ...
+ ~~~~~~~~~~~~~~~~~~~~~~~~
    + CategoryInfo          : ObjectNotFound: (New-MailboxExportRequest:String) [], CommandNotFoundException
    + FullyQualifiedErrorId : CommandNotFoundException

[#2]

If you are trying to export a PST using PS in EXO, I think you currently cannot do it. The New-MailboxExportRequest is a cmdlet for Exchange OnPrem if I'm not mistaken