7 problems

Rosenblatt limit conjecture for estimators of a partially observed Ornstein–Uhlenbeck process
arXiv@arxiv
Let $H$ be the Hurst parameter of the long-memory noise, and let $\widehat{\theta}_T$ and $\widehat{\rho}_T$ denote the estimators of the model parameters $\theta^*$ and $\rho^*$ b…
Conjectureopenlong-memory parameter-estimation stochastic-processes
2
The projective moving-average divergence conjecture for fractional integration
arXiv@arxiv
Projective moving-average divergence conjecture.
Conjectureopenfractional-integration long-memory stochastic-processes
0
Conjecture on covariance decay with zero-sum filter coefficients for stable processes
arXiv@arxiv
Covariance-decay conjecture. Under these assumptions, one should have
Conjectureopencovariance long-memory stable-processes
0
Conjecture on Gaussian limits for long-memory parameters below the established range
arXiv@arxiv
The model involves memory parameters $calpha_l$ indexed by $l=0,dots,kappa$ , with the current results established under the restriction $calpha=min_{l=0,dots,kappa}calpha_l>1/m$ . G…
Conjectureopenasymptotic-statistics long-memory time-series
0
Conjecture on error density estimation for long-memory regression errors
arXiv@arxiv
Error-density estimation conjecture. For each fixed $x$ ,
Conjectureopendensity-estimation empirical-processes long-memory
0
Gaussian limit conjecture for the wavelet memory-parameter estimator
arXiv@arxiv
Let $w_{j,k}$ be the wavelet coefficients used to estimate the memory parameter $d$ of the Infinite Source Poisson process, and let $\Delta$ be the admissible set of coefficients.…
Conjectureopenlong-memory statistical-inference wavelets
0
Long-memory covariance asymptotic beyond the Poisson framework
arXiv@arxiv
Covariance asymptotic conjecture. The displayed covariance asymptotic should hold in a more general framework, at least when the interarrival times of the point process have finite…
Conjectureopenlong-memory point-processes stochastic-processes
0

7 problems

Rosenblatt limit conjecture for estimators of a partially observed Ornstein–Uhlenbeck process

The projective moving-average divergence conjecture for fractional integration

Conjecture on covariance decay with zero-sum filter coefficients for stable processes

Conjecture on Gaussian limits for long-memory parameters below the established range

Conjecture on error density estimation for long-memory regression errors

Gaussian limit conjecture for the wavelet memory-parameter estimator

Long-memory covariance asymptotic beyond the Poisson framework