| Publication | Date of Publication | Type |
|---|
Twin-width of random graphs
Random Structures & Algorithms | 2024-11-20 | Paper |
Vertex-minors of graphs: a survey
Discrete Applied Mathematics | 2024-04-30 | Paper |
Prime vertex-minors of a prime graph
European Journal of Combinatorics | 2024-03-26 | 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 |
| scientific article; zbMATH DE number 7788643 (Why is no real title available?) | 2024-01-15 | Paper |
Adaptive robust large volatility matrix estimation based on high-frequency financial data
Journal of Econometrics | 2023-11-17 | Paper |
\(\Gamma\)-graphic delta-matroids and their applications
Combinatorica | 2023-10-04 | Paper |
Volatility models for stylized facts of high‐frequency financial data
Journal of Time Series Analysis | 2023-08-24 | Paper |
| Note on Hamiltonicity of basis graphs of even delta-matroids | 2023-08-10 | Paper |
Large volatility matrix analysis using global and national factor models
Journal of Econometrics | 2023-06-29 | Paper |
Eigenvalues and parity factors in graphs with given minimum degree
Discrete Mathematics | 2023-02-21 | Paper |
Bounds for the twin-width of graphs
SIAM Journal on Discrete Mathematics | 2022-10-06 | Paper |
Conditional quantile analysis for realized GARCH models
Journal of Time Series Analysis | 2022-08-11 | Paper |
Intelligent Initialization and Adaptive Thresholding for Iterative Matrix Completion: Some Statistical and Algorithmic Theory forAdaptive-Impute
Journal of Computational and Graphical Statistics | 2022-03-28 | Paper |
State heterogeneity analysis of financial volatility using high-frequency financial data
Journal of Time Series Analysis | 2022-02-18 | Paper |
| Eigenvalues and parity factors in graphs | 2021-11-25 | Paper |
Structured volatility matrix estimation for non-synchronized high-frequency financial data
Journal of Econometrics | 2019-04-30 | Paper |
Factor GARCH-Itô models for high-frequency data with application to large volatility matrix prediction
Journal of Econometrics | 2019-04-29 | Paper |
Robust High-Dimensional Volatility Matrix Estimation for High-Frequency Factor Model
Journal of the American Statistical Association | 2018-12-04 | Paper |
Hypothesis tests for large density matrices of quantum systems based on Pauli measurements
Physica A | 2018-11-13 | Paper |
Large volatility matrix estimation with factor-based diffusion model for high-frequency financial data
Bernoulli | 2018-05-18 | Paper |
Adaptive thresholding for large volatility matrix estimation based on high-frequency financial data
Journal of Econometrics | 2018-03-22 | Paper |
Asymptotic theory for estimating the singular vectors and values of a partially-observed low rank matrix with noise
STATISTICA SINICA | 2018-01-12 | 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 |
Statistical inference for unified Garch-Itô models with high-frequency financial data
Journal of Time Series Analysis | 2016-06-27 | 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 |
Adaptive linear step-up multiple testing procedure with the bias-reduced estimator
Statistics & Probability Letters | 2014-06-05 | Paper |
Twin-width of random graphs
(available as arXiv preprint) | N/A | Paper |
Orthogonal matroids over tracts
(available as arXiv preprint) | N/A | Paper |
Baker-Bowler theory for Lagrangian Grassmannians
(available as arXiv preprint) | N/A | Paper |
