Pages that link to "Item:Q385765"

The following pages link to Optimal sparse volatility matrix estimation for high-dimensional Itô processes with measurement errors (Q385765):

Displayed 20 items.

• Optimal large-scale quantum state tomography with Pauli measurements (Q282466) ‎ (← links)
• Sparse PCA-based on high-dimensional Itô processes with measurement errors (Q321930) ‎ (← links)
• Asymptotic theory for large volatility matrix estimation based on high-frequency financial data (Q326850) ‎ (← links)
• Low-rank diffusion matrix estimation for high-dimensional time-changed Lévy processes (Q1621717) ‎ (← links)
• On the systematic and idiosyncratic volatility with large panel high-frequency data (Q1650070) ‎ (← links)
• Using principal component analysis to estimate a high dimensional factor model with high-frequency data (Q1676387) ‎ (← links)
• Adaptive thresholding for large volatility matrix estimation based on high-frequency financial data (Q1706445) ‎ (← links)
• Large-dimensional factor modeling based on high-frequency observations (Q1739630) ‎ (← links)
• Knowing factors or factor loadings, or neither? Evaluating estimators of large covariance matrices with noisy and asynchronous data (Q1739632) ‎ (← 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)
• Large volatility matrix estimation with factor-based diffusion model for high-frequency financial data (Q1750098) ‎ (← links)
• Testing against constant factor loading matrix with large panel high-frequency data (Q1753061) ‎ (← links)
• A rank test for the number of factors with high-frequency data (Q2000871) ‎ (← links)
• Sparse covariance matrix estimation in high-dimensional deconvolution (Q2419664) ‎ (← links)
• A quasi-maximum likelihood approach for integrated covariance matrix estimation with high frequency data (Q2451774) ‎ (← links)
• Robust High-Dimensional Volatility Matrix Estimation for High-Frequency Factor Model (Q4559707) ‎ (← links)
• Pre-averaging estimate of high dimensional integrated covariance matrix with noisy and asynchronous high-frequency data (Q4569339) ‎ (← links)
• Detecting price jumps in the presence of market microstructure noise (Q5228603) ‎ (← links)
• Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation (Q5965313) ‎ (← links)