Xinghua Zheng

Available identifiers

zbMath Open zheng.xinghuaWikidataQ102344170 ScholiaQ102344170MaRDI QIDQ311637

List of research outcomes

Publication	Date of Publication	Type
Supercritical spatial SIR epidemics: spreading speed and herd immunity	2024-10-09	Paper
High-dimensional covariance matrices under dynamic volatility models: asymptotics and shrinkage estimation	2024-09-20	Paper
Stock co-jump networks	2024-03-06	Paper
HSIC regularized LTSA	2023-02-16	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
High dimensional minimum variance portfolio estimation under statistical factor models	2021-03-24	Paper
Testing high-dimensional covariance matrices under the elliptical distribution and beyond	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
The random conductance model with Cauchy tails	2010-08-18	Paper
Critical branching random walks with small drift	2010-08-18	Paper

Research outcomes over time

This page was built for person: Xinghua Zheng