4 problems
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Rate-optimality conjecture for the pre-averaging estimator of the Hurst parameter
Rate-optimality conjecture. Choosing
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Schied–Zhang logarithmic correction conjecture for critical variation
Let be the Wiener–Weierstrass bridge in the critical case , and set . Its critical -variation is infinite. Schied–Zhang's logarithmic correction conjecture. The…
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Schied–Zhang critical variation scaling conjecture for the Wiener–Weierstrass bridge
Let be the Wiener–Weierstrass bridge with , let , and consider its -adic -variation. For , the normalized sums use a sequence . Schied–Z…
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Schied–Zhang non-degeneracy conjecture for the limiting variation coefficient
Let be the Wiener–Weierstrass bridge, with parameters and , and suppose . Its limiting -adic -variation is , where is a finite positive random var…