Pages that link to "Item:Q321930"
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The following pages link to Sparse PCA-based on high-dimensional Itô processes with measurement errors (Q321930):
Displaying 6 items.
- Optimal sparse eigenspace and low-rank density matrix estimation for quantum systems (Q830705) (← links)
- Adaptive thresholding for large volatility matrix estimation based on high-frequency financial data (Q1706445) (← links)
- Factor GARCH-Itô models for high-frequency data with application to large volatility matrix prediction (Q1739867) (← links)
- Structured volatility matrix estimation for non-synchronized high-frequency financial data (Q1740273) (← links)
- A 50-year personal journey through time with principal component analysis (Q2062773) (← links)
- Volatility models for stylized facts of high‐frequency financial data (Q6135344) (← links)
