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Conjecture that the Whittle estimator converges for symmetric stable CARMA processes
Whittle-estimator convergence conjecture. The Whittle estimator might converge for symmetric $\alpha$ -stable CARMA processes.
Conjectureopencarma-processes stable-processes whittle-estimationarXiv posted 2 days ago
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Consistency of the Whittle estimator at the boundary case $d_0=1$
Let $d_0$ denote the true fractional integration parameter, and let the Whittle estimator be the frequency-domain estimator discussed above. Boundary consistency conjecture. When…
Conjectureopenfractional-integration time-series whittle-estimationarXiv posted 2 days ago

Conjecture that the Whittle estimator converges for symmetric stable CARMA processes