3 problems
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Higher-dimensional inconsistency of undersmoothed GLS conjecture
Let the spatial domain be a subset of , and consider generalized least squares using an undersmoothed working covariance class of fixed smoothness. Let denote…
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Consistency of the generalized least-squares loadings estimator
Consistency conjecture. A result similar to the consistency result in Proposition … .
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Conjecture on feasible generalized least squares for banded Toeplitz inverse auto-covariance matrices
Feasible generalized least squares conjecture. Similar results should be obtainable using the same techniques as those of Amemiya when is any parametric family of spectral de…