2 problems
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Wu's Gumbel limit conjecture for maximal sample autocovariance deviations
Wu's Gumbel limit conjecture. It was conjectured that, when , follows asymptotically the Gumbel extreme-value distribution. This concerns the extreme-value beha…
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Wu's Gumbel convergence conjecture for maximal sample autocovariances
Wu's Gumbel convergence conjecture. Under suitable conditions, for the relevant sequence and every real ,