4 problems

Approximation conjecture. There exists $\delta\in(0,\infty)$ such that, for every $\Delta\in(0,\delta)$, the process above is a stationary INARMA process, and the family of point p…

Conjecture on the absence of a good ARMA approximation. The process $X_t$ does not have a good ARMA model of the displayed form that is better than the simple $M+N$-term truncation…

Fix $k\in\mathbb{N}$ and $C>0$. Suppose that the data-generating process satisfies … where the innovations are independent and identically distributed as $\mathcal{N}(0,\Lambda)$,…

Let $\IGamma_{yy}$ and $\bGamma_{yy|x}$ be the matrices arising from the single-regression Granger-causality estimator, and let $\lambda_i$ denote the eigenvalues of…