The following pages link to Bing-Yi Jing (Q203224):
Displayed 50 items.
- (Q239847) (redirect page) (← links)
- (Q394774) (redirect page) (← links)
- The asymptotics of the integrated self-weighted cross volatility estimator (Q394775) (← links)
- (Q447824) (redirect page) (← links)
- Modeling high-frequency financial data by pure jump processes (Q447825) (← links)
- (Q588530) (redirect page) (← links)
- Nonparametric estimate of spectral density functions of sample covariance matrices: a first step (Q620566) (← links)
- On the jump activity index for semimartingales (Q738115) (← links)
- (Q852292) (redirect page) (← links)
- A note on Edgeworth expansions for \(U\)-statistics under minimal conditions (Q852293) (← links)
- Evaluating the hedging error in price processes with jumps present (Q896579) (← links)
- Cramér-type moderate deviation for Studentized compound Poisson sum (Q904710) (← links)
- Strong limit theorems for weighted sums of negatively associated random variables (Q960180) (← links)
- A note on minimal d-separation trees for structural learning (Q969533) (← links)
- On normal approximations to \(U\)-statistics (Q971937) (← links)
- Asymptotic normality in partial linear models based on dependent errors (Q998990) (← links)
- (Q1042955) (redirect page) (← links)
- Stochastic regression and its application to hedging in finance (Q1042957) (← links)
- (Q1299832) (redirect page) (← links)
- Saddlepoint approximations to the two-sample permutation tests (Q1299833) (← links)
- Empirical likelihood for partial linear models with fixed designs (Q1304071) (← links)
- Self-normalized Cramér-type large deviations for independent random variables. (Q1433897) (← links)
- Edgeworth expansion for \(U\)-statistics under minimal conditions. (Q1434017) (← links)
- An exponential nonuniform Berry-Esseen bound for self-normalized sums (Q1577752) (← links)
- Local asymptotic normality and asymptotical minimax efficiency of the MLE under random censorship (Q1585605) (← links)
- Jackknife empirical likelihood method for case-control studies with gene-environment independence on controls (Q1708926) (← links)
- Estimating the integrated volatility using high-frequency data with zero durations (Q1745612) (← links)
- Saddlepoint approximations for marginal and conditional probabilities of transformed variables (Q1805540) (← links)
- Strong consistency of estimators for heteroscedastic partly linear regression model under dependent samples (Q1872622) (← links)
- Saddlepoint approximations to the trimmed mean (Q1880901) (← links)
- Adjusted empirical likelihood method for quantiles (Q1880990) (← links)
- Empirical likelihood for partial linear models (Q1881420) (← links)
- Edgeworth expansion in censored linear regression model (Q1881421) (← links)
- Weighted bootstrap for \(U\)-statistics (Q1888328) (← links)
- Uniform coverage bounds for confidence intervals and Berry-Esseen theorems for Edgeworth expansion (Q1896259) (← links)
- Two-sample empirical likelihood method (Q1903179) (← links)
- Global tilting method (Q1922243) (← links)
- Exponential empirical likelihood is not Bartlett correctable (Q1922411) (← links)
- Self-normalized moderate deviations for independent random variables (Q1934412) (← links)
- Asymptotic properties for estimation of partial linear models with censored data (Q1972161) (← links)
- Community detection on mixture multilayer networks via regularized tensor decomposition (Q2073701) (← links)
- Grouped spatial autoregressive model (Q2101387) (← links)
- Local neighborhood-based approach of link prediction in networks (Q2116972) (← links)
- Crawling subsampling for multivariate spatial autoregression model in large-scale networks (Q2233551) (← links)
- Testing for pure-jump processes for high-frequency data (Q2343966) (← links)
- The LIL for the Bickel-Rosenblatt test statistic (Q2370464) (← links)
- Saddlepoint approximation for Student's \(t\)-statistic with no moment conditions (Q2388339) (← links)
- Tail probability approximations for Student's \(t\)-statistics (Q2431747) (← links)
- Limiting distributions of the non-central \(t\)-statistic and their applications to the power of \(t\)-tests under non-normality (Q2465266) (← links)
- The Berry-Esséen bound for Studentized statistics (Q2478199) (← links)