2 problems

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Conjecture that Monte Carlo error explains test-size deviations
Consider the test of $H_0:\alpha=\alpha_0$ against $H_1:\alpha\neq\alpha_0$ for $alpha_0\in(-1/2,1/4)$ , with empirical rejection rates evaluated by Monte Carlo simulation at nomina…
Conjectureopenfractal-processes monte-carlo-methods statistical-testingarXiv posted 2 days ago
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Conjecture that bandwidth two increases estimator variance
Let $m$ be the bandwidth parameter used in the ordinary least-squares regression for estimating the fractal index $alpha$ , and let $m=2$ mean that the estimator uses only the two p…
Conjectureopenfractal-processes semiparametric-inference time-seriesarXiv posted 2 days ago

Conjecture that Monte Carlo error explains test-size deviations