7 problems

Cross-validation adaptation conjecture for compositions of moment estimators. In view of techniques from Richter and Dahlhaus (2018), a result similar to the cross-validation resul…

Let $s$ be the exponent appearing in the functional-dependence and entropy conditions for the empirical process theory developed in the paper. Truncation-exponent conjecture. The q…

Bandwidth-normality conjecture. The normalized bandwidth error

Moment-assumption conjecture. The assumption that all moments of $X_{t,n}$ and $\tilde X_t(\theta)$ exist can be dropped.

Smoothness-weakening conjecture. The constraints in Theorems 1 and 1a can be weakened to some kind of condition on the total variation of $\psi_l(u)$.

The process $\{X_{t,T}\}$ in (alt3) is a univariate autoregressive process with a coefficient changing from $0.5$ to $-0.5$ at $t=T/2$. Extension conjecture. The testing approach s…

The paper studies kernel estimators for a time-varying regression function with locally stationary covariates. In particular, its asymptotic theory gives bias and variance expressi…