Yun-Cheng Tsai

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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
A new robust Kalman filter for filtering the microstructure noise
Communications in Statistics: Theory and Methods
2017-08-30Paper
Faster convergence to the estimation of quadratic variation with microstructure noise
Communications in Statistics. Theory and Methods
2016-03-08Paper


Research outcomes over time


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