2 problems
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Extension of the log-average periodogram covariance formula to degenerate Gaussian time series
The log-average periodogram is considered for Gaussian time series, with covariance matrices that may be positive semidefinite rather than positive definite. Extension conjecture.…
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Davis–Mikosch conjecture on maxima of periodograms for i.i.d. variables
Let be independent and identically distributed random variables, and define … … where . Write and let ha…