5 problems

Let $\alpha$ denote the local regularity parameter governing the nonsmoothness of the density at its mode, and consider the asymptotic distribution of the kernel mode estimator for…

Kernel-and-bandwidth extension conjecture. Theorem $$ remains valid under suitable regularity conditions for the kernel and bandwidth.

Edgeworth expansions concern asymptotic refinements for estimators in nonparametric regression, and the uniform kernel is the kernel $K(u)=\mathbbm{1}\{|u|<1\}/2$. Hall's conjectur…

Let $Y$ be a continuous-time moving average process defined as in, and let $g^\Delta$ denote the approximation defined in. For CARMA processes, $g^\Delta$ converges pointwise to th…

Asymptotic weak-behaviour conjecture. The asymptotic weak behaviour of $\hat\theta_n$ could be deduced from that of $\theta_n$.