2 problems

Asymptotic covariance approximation conjecture. The population covariances can be asymptotically approximated by the last iterates of the corresponding linear recursions, with the…

Let the assumptions in Crefrange{asm:model}{asm:feat} hold. Define $\phi_n=p/n$. Let $k\le n$ be the subsample size and set $\bar{\psi}_n=p/k$. Suppose that $\varphi$ satisfies cer…