| Publication | Date of Publication | Type |
|---|
Supercritical spatial SIR epidemics: spreading speed and herd immunity
The Annals of Applied Probability | 2024-10-09 | Paper |
High-dimensional covariance matrices under dynamic volatility models: asymptotics and shrinkage estimation
The Annals of Statistics | 2024-09-20 | Paper |
Stock co-jump networks
Journal of Econometrics | 2024-03-06 | Paper |
HSIC regularized LTSA
Computing and Informatics | 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
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2021-06-11 | Paper |
High dimensional minimum variance portfolio estimation under statistical factor models
Journal of Econometrics | 2021-03-24 | Paper |
Testing high-dimensional covariance matrices under the elliptical distribution and beyond
Journal of Econometrics | 2021-03-24 | Paper |
Estimating the integrated volatility with tick observations
Journal of Econometrics | 2019-04-26 | Paper |
Statistical Properties of Microstructure Noise
Econometrica | 2019-01-31 | Paper |
On the inference about the spectral distribution of high-dimensional covariance matrix based on high-frequency noisy observations
The Annals of Statistics | 2018-05-18 | Paper |
On the maximal displacement of subcritical branching random walks
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2017-04-28 | Paper |
Efficient estimation of integrated volatility incorporating trading information
Journal of Econometrics | 2016-09-13 | Paper |
Realized volatility when sampling times are possibly endogenous
Econometric Theory | 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
Stochastic Processes and their Applications | 2014-04-28 | Paper |
A phase transition for measure-valued SIR epidemic processes
The Annals of Probability | 2014-03-06 | Paper |
A phase transition for measure-valued SIR epidemic processes
The Annals of Probability | 2014-03-06 | Paper |
Discrete fractal dimensions of the ranges of random walks in \(\mathbb Z^d\) associate with random conductances
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2013-06-19 | Paper |
On the estimation of integrated covariance matrices of high dimensional diffusion processes
The Annals of Statistics | 2012-09-03 | Paper |
On the estimation of integrated covariance matrices of high dimensional diffusion processes
The Annals of Statistics | 2012-09-03 | Paper |
Subcritical branching processes in a random environment without the Cramer condition
Stochastic Processes and their Applications | 2012-07-04 | Paper |
| scientific article; zbMATH DE number 5989027 (Why is no real title available?) | 2011-12-18 | Paper |
| scientific article; zbMATH DE number 5989061 (Why is no real title available?) | 2011-12-18 | Paper |
| scientific article; zbMATH DE number 5989088 (Why is no real title available?) | 2011-12-18 | Paper |
Occupation statistics of critical branching random walks in two or higher dimensions
The Annals of Probability | 2011-02-09 | Paper |
Spatial epidemics and local times for critical branching random walks in dimensions 2 and 3
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2010-10-08 | Paper |
The random conductance model with Cauchy tails
The Annals of Applied Probability | 2010-08-18 | Paper |
Critical branching random walks with small drift
Stochastic Processes and their Applications | 2010-08-18 | Paper |
