Liang-Ching 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
Comprehensive interval-valued time series model with application to the S\&P 500 index and PM2.5 level data analysis Applied Stochastic Models in Business and Industry	2024-07-30	Paper
Monitoring photochemical pollutants based on symbolic interval-valued data analysis Advances in Data Analysis and Classification. ADAC	2023-12-02	Paper
Symbolic interval-valued data analysis for time series based on auto-interval-regressive models Statistical Methods and Applications	2021-11-18	Paper
Efficient and positive semidefinite pre-averaging realized covariance estimator STATISTICA SINICA	2021-10-06	Paper
Huber-type principal expectile component analysis Computational Statistics and Data Analysis	2021-05-07	Paper
Assessing influential trade effects via high-frequency market reactions Journal of Applied Statistics	2020-11-04	Paper
Goodness-of-fit test for the SVM based on noisy observations STATISTICA SINICA	2016-07-15	Paper
Optimal restricted quadratic estimator of integrated volatility Annals of the Institute of Statistical Mathematics	2016-05-20	Paper
Spectral statistics of large dimensional Spearman's rank correlation matrix and its application The Annals of Statistics	2015-11-18	Paper
Spectral statistics of large dimensional Spearman's rank correlation matrix and its application The Annals of Statistics	2015-11-18	Paper
The Bickel-Rosenblatt test for continuous time stochastic volatility models Test	2014-10-17	Paper
Goodness-of-fit test for stochastic volatility models Journal of Multivariate Analysis	2014-01-10	Paper

Research outcomes over time

This page was built for person: Liang-Ching Lin