3 problems

Let $(X_t)_{t \in \mathbb{Z}}$ be a max-stable stationary time series with $\alpha$-Fréchet margins and pairwise extremal coefficients $(\theta_t)_{t \in \mathbb{Z}}$. Assume that…

Extension conjecture. The special SRD and LRD mixed-case limit theorem holds without the restriction that $k_{j,L}$ be $1$ or $2$; in particular,

Let $p\geq 1$, and let $Y_{n,p}$ and $\sigma_{n,p}$ denote the process and normalizing sequence defined in the paper. Limsup conjecture. … This conjecture would identify the optima…