1 problem

0 votes0 replies0 views
Consistency conjecture for the generalized Hermite-process spectral density estimator
Let $Z(x,t)$ satisfy Condition B and the previous assumptions, and let $F_q({\Greekmath 0115}_m)$ and $\widehat{F}_q({\Greekmath 0115}_m)$ be the corresponding population and sampl…
Conjectureopenfractional-cointegration long-memory-processes spectral-estimationarXiv posted 2 days ago

Consistency conjecture for the generalized Hermite-process spectral density estimator