Meihui Guo

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Monitoring change point for diffusion parameter based on discretely observed sample from stochastic differential equation models	2024-07-18	Paper
Limiting spectral distribution of stochastic block model	2024-02-12	Paper
ECOPICA: empirical copula-based independent component analysis	2024-02-06	Paper
Monitoring photochemical pollutants based on symbolic interval-valued data analysis	2023-12-02	Paper
Huber-type principal expectile component analysis	2021-05-07	Paper
Assessing influential trade effects via high-frequency market reactions	2020-11-04	Paper
Variable selection for high-dimensional regression models with time series and heteroscedastic errors	2020-03-20	Paper
Stock market trend prediction using a functional time series approach	2020-02-10	Paper
A Deterministic Equivalent for the Analysis of Non-Gaussian Correlated MIMO Multiple Access Channels	2017-06-08	Paper
Goodness-of-fit test for stochastic volatility models Based on noisy observations	2016-07-15	Paper
Optimal restricted quadratic estimator of integrated volatility	2016-05-20	Paper
Estimation of inverse autocovariance matrices for long memory processes	2016-05-12	Paper
COPICA -- independent component analysis via copula techniques	2016-02-23	Paper
Model risk of the implied GARCH-normal model	2015-04-27	Paper
The Bickel-Rosenblatt test for continuous time stochastic volatility models	2014-10-17	Paper
An optimal multi-step quadratic risk-adjusted hedging strategy	2014-08-06	Paper
Test for dispersion constancy in stochastic differential equation models	2014-05-06	Paper
Goodness-of-fit test for stochastic volatility models	2014-01-10	Paper
Estimation of MA(1) model based on rounded data	2012-09-26	Paper
Independence Test for High Dimensional Random Vectors	2012-05-30	Paper
Dynamic Programming and Hedging Strategies in Discrete Time	2012-01-10	Paper
https://portal.mardi4nfdi.de/entity/Q5325812	2009-07-24	Paper
Asymptotic Performance of Reduced-Rank Linear Receivers With Principal Component Filter	2008-12-21	Paper
Valuation of Multidimensional Bermudan Options	2008-12-01	Paper
Asymptotic distributions of the signal-to-interference ratio of LMMSE detection in multiuser communications	2008-01-18	Paper
Power approximations for test statistics with dominant components.	2001-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4257273	1999-10-07	Paper
A paradox in least-squares estimation of linear regression models	1999-06-10	Paper
A lower bound for expectation of a convex functional	1994-06-01	Paper
On the null recurrence and transience of a first-order SETAR model	1991-01-01	Paper

Research outcomes over time

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