The limsup law for normalized long-range dependent processes
The limsup law for normalized long-range dependent processes
Let , and let and denote the process and normalizing sequence defined in the paper. Limsup conjecture.
This conjecture would identify the optimal iterated-logarithm rate for the processes considered and, in particular, would support removing the factor from the relevant uniform bound at least when .
Sources & referencesView supporting material
Primary source
Miklós Csörgő and Rafal Kulik, “Reduction principles for quantile and Bahadur-Kiefer processes of long-range dependent linear sequences”, arXiv:0802.1025 (2008).
Progress summary
Never refreshed
Nothing recorded yet. Refresh searches the literature and the public web for attempts on this problem, and writes the first summary here.
Solutions 0
Sign in to submit a solution.
No solutions have been posted yet.