Dachuan Chen

Available identifiers

zbMath Open chen.dachuanMaRDI QIDQ311640

List of research outcomes

Publication	Date of Publication	Type
High frequency principal component analysis based on correlation matrix that is robust to jumps, microstructure noise and asynchronous observation times	2024-03-21	Paper
Realized regression with asynchronous and noisy high frequency and high dimensional data	2024-03-06	Paper
Spatial-sign based High Dimensional White Noises Test	2023-03-19	Paper
The Five Trolls Under the Bridge: Principal Component Analysis With Asynchronous and Noisy High Frequency Data	2021-01-22	Paper
The algebra of two scales estimation, and the S-TSRV: high frequency estimation that is robust to sampling times	2019-04-26	Paper
Estimating jump-diffusions using closed-form likelihood expansions	2016-09-13	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: Dachuan Chen