3 problems

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Consistency conjecture for the generalized Hermite-process spectral density estimator
Let $Z(x,t)$ satisfy Condition B and the previous assumptions, and let $F_q({\Greekmath 0115}_m)$ and $\widehat{F}_q({\Greekmath 0115}_m)$ be the corresponding population and sampl…
Conjectureopenfractional-cointegration long-memory-processes spectral-estimationarXiv posted 2 days ago
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Extensions of random-modulation series to multivariate and random-field settings
Conjecture on RMod extensions. It should also be possible to construct and study RMod series in several different settings, including multivariate RMod series and RMod random field…
Conjectureopenlong-memory-processes random-fields time-series-analysisarXiv posted 2 days ago
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Chen and Deo's conjecture on testing long-memory linear processes
A long-memory linear process is a process obtained by filtering iid innovations with coefficients whose dependence decays slowly over time. Chen and Deo's conjecture. The assumptio…
Conjectureopenlong-memory-processes statistical-testing time-seriesarXiv posted 2 days ago

Consistency conjecture for the generalized Hermite-process spectral density estimator