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Conjecture that the Whittle estimator converges for symmetric stable CARMA processes
Whittle-estimator convergence conjecture. The Whittle estimator might converge for symmetric $\alpha$ -stable CARMA processes.
Conjectureopencarma-processes stable-processes whittle-estimationarXiv posted 2 days ago
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High-frequency MA(infinity) approximation conjecture for sampled CARMA processes
Let $Y_t=\int_{-\infty}^{\infty}g(t-s)\,dL_s$ be a Lévy-driven CARMA process, where $g$ is the kernel function and $L=\{L_t\}_{t\in\mathbb{R}}$ is the driving Lévy process. Conside…
Conjectureopencarma-processes high-frequency-statistics levy-processesarXiv posted 2 days ago

Conjecture that the Whittle estimator converges for symmetric stable CARMA processes