3 problems

Non-Gaussian fixed-smoothing Edgeworth expansion conjecture
arXiv@arxiv
Non-Gaussian fixed-smoothing expansion conjecture. Under fixed-smoothing asymptotics, the leading error term in the expansion of its distribution function involves the third- and f…
Conjectureopenedgeworth-expansions fixed-smoothing time-series
0
Non-Gaussian fixed-smoothing error-rate conjecture for studentized time-series statistics
arXiv@arxiv
Non-Gaussian error-rate conjecture. In the non-Gaussian case, the leading error term has order
Conjectureopenedgeworth-expansions fixed-smoothing time-series
0
Gaussian-to-non-Gaussian higher-order expansion conjecture for fixed-smoothing inference
arXiv@arxiv
Gaussian-to-non-Gaussian expansion conjecture. The higher-order terms in the asymptotic expansion under the Gaussian assumption should also appear in the corresponding general expa…
Conjectureopenasymptotic-expansions fixed-smoothing time-series
1

Non-Gaussian fixed-smoothing Edgeworth expansion conjecture