Jiahe Lin

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!

Publication	Date of Publication	Type
Do price trajectory data increase the efficiency of market impact estimation? Quantitative Finance	2024-08-14	Paper
System Identification of High-Dimensional Linear Dynamical Systems With Serially Correlated Output Noise Components IEEE Transactions on Signal Processing	2022-09-23	Paper
Regularized estimation of high-dimensional factor-augmented vector autoregressive (FAVAR) models (available as arXiv preprint)	2020-10-05	Paper
Regularized estimation of high-dimensional factor-augmented vector autoregressive (FAVAR) models	2020-10-05	Paper
Regularized estimation and testing for high-dimensional multi-block vector-autoregressive models	2018-04-17	Paper
Regularized estimation and testing for high-dimensional multi-block vector-autoregressive models (available as arXiv preprint)	2018-04-17	Paper
Penalized maximum likelihood estimation of multi-layered Gaussian graphical models Journal of Machine Learning Research (JMLR)	2016-11-22	Paper
Penalized maximum likelihood estimation of multi-layered Gaussian graphical models Journal of Machine Learning Research (JMLR)	2016-11-22	Paper

Research outcomes over time

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