2 problems
- 0 votes0 replies1 view
Extension of IPAD theory to weakly serially dependent errors and factors
Weak-dependence extension conjecture. Similar theoretical results should also hold when and exhibit sufficiently weak serial dependence.
- 0 votes0 replies0 views
Conjecture on ratios of estimated eigenvalues beyond the factor dimension
Eigenvalue-ratio conjecture. The estimated eigenvalue ratios satisfy