B. Cooper Boniece

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Data-driven fixed-point tuning for truncated realized variations
Bernoulli
2026-02-10Paper
On changepoint detection in functional data using empirical energy distance
Journal of Econometrics
2025-07-08Paper
Change point detection in high-dimensional data with U-statistics
Test
2025-03-05Paper
On high-dimensional wavelet eigenanalysis
The Annals of Applied Probability
2025-01-31Paper
Efficient integrated volatility estimation in the presence of infinite variation jumps via debiased truncated realized variations
Stochastic Processes and their Applications
2024-10-08Paper
Wavelet eigenvalue regression in high dimensions
Statistical Inference for Stochastic Processes
2023-04-04Paper
On operator fractional Lévy motion: integral representations and time-reversibility
Advances in Applied Probability
2022-06-28Paper
Wavelet eigenvalue regression in high dimensions
(available as arXiv preprint)
2021-08-08Paper
Tempered fractional Brownian motion: wavelet estimation, modeling and testing
Applied and Computational Harmonic Analysis
2021-03-26Paper
On high-dimensional wavelet eigenanalysis2021-02-10Paper
On fractional Lévy processes: tempering, sample path properties and stochastic integration
Journal of Statistical Physics
2020-02-26Paper


Research outcomes over time


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