Xinghua Zheng

Available identifiers

zbMath Open zheng.xinghuaWikidataQ102344170 ScholiaQ102344170MaRDI QIDQ311637

List of research outcomes

Publication	Date of Publication	Type
Stock co-jump networks	2024-03-06	Paper
High-dimensional covariance matrices under dynamic volatility models: asymptotics and shrinkage estimation	2022-11-18	Paper
Supercritical Spatial SIR Epidemics: Spreading Speed and Herd Immunity	2021-11-29	Paper
On the maximal displacement of near-critical branching random walks	2021-06-11	Paper
Testing high-dimensional covariance matrices under the elliptical distribution and beyond	2021-03-24	Paper
High dimensional minimum variance portfolio estimation under statistical factor models	2021-03-24	Paper
Estimating the integrated volatility with tick observations	2019-04-26	Paper
Statistical Properties of Microstructure Noise	2019-01-31	Paper
On the inference about the spectral distribution of high-dimensional covariance matrix based on high-frequency noisy observations	2018-05-18	Paper
On the maximal displacement of subcritical branching random walks	2017-04-28	Paper
Efficient estimation of integrated volatility incorporating trading information	2016-09-13	Paper
REALIZED VOLATILITY WHEN SAMPLING TIMES ARE POSSIBLY ENDOGENOUS	2014-09-25	Paper
On the inference about the spectra of high-dimensional covariance matrix based on noisy observations-with applications to integrated covolatility matrix inference in the presence of microstructure noise	2014-09-07	Paper
Volatility inference in the presence of both endogenous time and microstructure noise	2014-04-28	Paper
A phase transition for measure-valued SIR epidemic processes	2014-03-06	Paper
Discrete fractal dimensions of the ranges of random walks in \(\mathbb Z^d\) associate with random conductances	2013-06-19	Paper
On the estimation of integrated covariance matrices of high dimensional diffusion processes	2012-09-03	Paper
Subcritical branching processes in a random environment without the Cramer condition	2012-07-04	Paper
https://portal.mardi4nfdi.de/entity/Q3104952	2011-12-18	Paper
https://portal.mardi4nfdi.de/entity/Q3104994	2011-12-18	Paper
https://portal.mardi4nfdi.de/entity/Q3105027	2011-12-18	Paper
Occupation statistics of critical branching random walks in two or higher dimensions	2011-02-09	Paper
Spatial epidemics and local times for critical branching random walks in dimensions 2 and 3	2010-10-08	Paper
Critical branching random walks with small drift	2010-08-18	Paper
The random conductance model with Cauchy tails	2010-08-18	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Xinghua Zheng