| Publication | Date of Publication | Type |
|---|
Robust realized integrated beta estimator with application to dynamic analysis of integrated beta
Journal of Econometrics | 2026-02-24 | Paper |
Factor and idiosyncratic VAR volatility matrix models for heavy-tailed high-frequency financial observations
Journal of Econometrics | 2025-12-04 | Paper |
Reinforcement learning via nonparametric smoothing in a continuous-time stochastic setting with noisy data
Statistica Sinica | 2025-04-03 | Paper |
Volatility analysis in high-frequency financial data
Wiley Interdisciplinary Reviews. WIREs Computational Statistics | 2024-09-12 | Paper |
Overnight GARCH-Itô Volatility Models
Journal of Business and Economic Statistics | 2024-03-06 | Paper |
Overnight GARCH-Itô Volatility Models
Journal of Business and Economic Statistics | 2024-03-06 | Paper |
Statistical Analysis of Quantum Annealing
STATISTICA SINICA | 2023-11-23 | Paper |
Conditional quantile analysis for realized GARCH models
Journal of Time Series Analysis | 2022-08-11 | Paper |
Optimal High-Order Tensor SVD via Tensor-Train Orthogonal Iteration
IEEE Transactions on Information Theory | 2022-07-13 | Paper |
Quantum Annealing via Path-Integral Monte Carlo With Data Augmentation
Journal of Computational and Graphical Statistics | 2022-03-29 | Paper |
| Total restrained domination in unicyclic graphs. | 2021-09-20 | Paper |
scientific article; zbMATH DE number 7306890 (Why is no real title available?)
(available as arXiv preprint) | 2021-02-05 | Paper |
| scientific article; zbMATH DE number 7306890 (Why is no real title available?) | 2021-02-05 | Paper |
Hypothesis tests for large density matrices of quantum systems based on Pauli measurements
Physica A | 2018-11-13 | Paper |
Quantum annealing with Markov chain Monte Carlo simulations and D-wave quantum computers
Statistical Science | 2018-10-02 | Paper |
Large volatility matrix estimation with factor-based diffusion model for high-frequency financial data
Bernoulli | 2018-05-18 | Paper |
Box dimension estimation of multi-dimensional random fields via wavelet shrinkage
Statistics and Its Interface | 2018-05-14 | Paper |
Adaptive thresholding for large volatility matrix estimation based on high-frequency financial data
Journal of Econometrics | 2018-03-22 | Paper |
| Some q-Dixon-like summation formulas. | 2018-02-09 | Paper |
Sparse PCA-based on high-dimensional Itô processes with measurement errors
Journal of Multivariate Analysis | 2016-10-14 | Paper |
Asymptotic theory for large volatility matrix estimation based on high-frequency financial data
Stochastic Processes and their Applications | 2016-10-12 | Paper |
Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data
Journal of Econometrics | 2016-10-01 | Paper |
Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data
Journal of Econometrics | 2016-09-06 | Paper |
Optimal large-scale quantum state tomography with Pauli measurements
The Annals of Statistics | 2016-05-12 | Paper |
Optimal large-scale quantum state tomography with Pauli measurements
The Annals of Statistics | 2016-05-12 | Paper |
Quantum computation and quantum information
Statistical Science | 2016-03-04 | Paper |
Quantum computation and quantum information
Statistical Science | 2016-03-04 | Paper |
Volatility estimation by combining stock price data and option data
Statistics and Its Interface | 2015-12-10 | Paper |
Density matrix estimation in quantum homodyne tomography
STATISTICA SINICA | 2015-10-08 | Paper |
Fast convergence rates in estimating large volatility matrices using high-frequency financial data
Econometric Theory | 2014-03-25 | Paper |
Asymptotic equivalence of quantum state tomography and noisy matrix completion
The Annals of Statistics | 2014-03-06 | Paper |
Asymptotic equivalence of quantum state tomography and noisy matrix completion
The Annals of Statistics | 2014-03-06 | Paper |
Optimal sparse volatility matrix estimation for high-dimensional Itô processes with measurement errors
The Annals of Statistics | 2013-12-11 | Paper |
Optimal sparse volatility matrix estimation for high-dimensional Itô processes with measurement errors
The Annals of Statistics | 2013-12-11 | Paper |
Spot volatility estimation for high-frequency data
Statistics and Its Interface | 2012-01-25 | Paper |
Large volatility matrix inference via combining low-frequency and high-frequency approaches
Journal of the American Statistical Association | 2012-01-18 | Paper |
Quantum Monte Carlo simulation
The Annals of Applied Statistics | 2011-10-21 | Paper |
Sparse linear discriminant analysis by thresholding for high dimensional data
The Annals of Statistics | 2011-06-29 | Paper |
Vast volatility matrix estimation for high-frequency financial data
The Annals of Statistics | 2010-03-24 | Paper |
| scientific article; zbMATH DE number 5629260 (Why is no real title available?) | 2009-11-11 | Paper |
The Wills functional for Poisson processes
Statistics & Probability Letters | 2009-09-30 | Paper |
CONVERGENCE SPEED OF GARCH OPTION PRICE TO DIFFUSION OPTION PRICE
International Journal of Theoretical and Applied Finance | 2009-07-14 | Paper |
Multi-Scale Jump and Volatility Analysis for High-Frequency Financial Data
Journal of the American Statistical Association | 2009-06-12 | Paper |
| scientific article; zbMATH DE number 5200050 (Why is no real title available?) | 2007-10-11 | Paper |
The<i>L</i><sub>1</sub>theory of estimation of monotone and unimodal densities
Journal of Nonparametric Statistics | 2007-04-16 | Paper |
Wavelet modeling of priors on triangles
Journal of Multivariate Analysis | 2004-08-16 | Paper |
| scientific article; zbMATH DE number 2042815 (Why is no real title available?) | 2004-02-15 | Paper |
| scientific article; zbMATH DE number 1959500 (Why is no real title available?) | 2003-08-05 | Paper |
Limiting distribution for monotone median regression
Journal of Statistical Planning and Inference | 2003-04-03 | Paper |
Asymptotic nonequivalence of GARCH models and diffusions
The Annals of Statistics | 2002-11-14 | Paper |
Self-similarity index estimation via wavelets for locally self-similar processes
Journal of Statistical Planning and Inference | 2002-07-02 | Paper |
| scientific article; zbMATH DE number 1271136 (Why is no real title available?) | 2000-06-13 | Paper |
| scientific article; zbMATH DE number 1405815 (Why is no real title available?) | 2000-05-18 | Paper |
| Change Curve Estimation via Wavelets | 1999-02-16 | Paper |
A rank test for equality of two multivariate populations vs a particular ordered alternative.
Computational Statistics and Data Analysis | 1999-01-12 | Paper |
Minimax estimation via wavelets for indirect long-memory data
Journal of Statistical Planning and Inference | 1998-06-22 | Paper |
| A Likelihood Ratio Test Against Stochastic Ordering in Several Populations | 1998-02-08 | Paper |
Small ball problem via wavelets for Gaussian processes
Statistics & Probability Letters | 1998-01-07 | Paper |
| scientific article; zbMATH DE number 1086060 (Why is no real title available?) | 1997-11-13 | Paper |
Function estimation via wavelet shrinkage for long-memory data
The Annals of Statistics | 1997-04-08 | Paper |
The L<sub>2</sub>risk of an isotonic estimate
Communications in Statistics: Theory and Methods | 1997-02-03 | Paper |
| scientific article; zbMATH DE number 954483 (Why is no real title available?) | 1996-12-08 | Paper |
Jump and sharp cusp detection by wavelets
Biometrika | 1995-08-16 | Paper |
Quantum Gaussian processes
Acta Mathematicae Applicatae Sinica. English Series | 1995-04-04 | Paper |
A Bartlett-type adjustment for the likelihood ratio statistic with an ordered alternative
Statistics & Probability Letters | 1994-11-06 | Paper |
The limit distribution of the concave majorant of an empirical distribution function
Statistics & Probability Letters | 1994-09-05 | Paper |
