| Publication | Date of Publication | Type |
|---|
An edge CLT for the log determinant of Wigner ensembles
Bernoulli | 2024-11-05 | Paper |
Spin glass to paramagnetic transition and triple point in spherical SK model
Journal of Statistical Physics | 2024-10-07 | Paper |
Spectral distribution of the sample covariance of high-dimensional time series with unit roots
STATISTICA SINICA | 2022-03-04 | Paper |
Spurious factor analysis
Econometrica | 2021-11-18 | Paper |
| Spin glass to paramagnetic transition in Spherical Sherrington-Kirkpatrick model with ferromagnetic interaction | 2021-04-15 | Paper |
| An edge CLT for the log determinant of Wigner ensembles | 2020-11-27 | Paper |
Testing in high-dimensional spiked models
The Annals of Statistics | 2020-08-28 | Paper |
Testing in high-dimensional spiked models
The Annals of Statistics | 2020-08-28 | Paper |
Extreme canonical correlations and high-dimensional cointegration analysis
Journal of Econometrics | 2019-09-02 | Paper |
Alternative asymptotics for cointegration tests in large VARs
Econometrica | 2018-09-19 | Paper |
Asymptotics of the principal components estimator of large factor models with weakly influential factors
Journal of Econometrics | 2017-05-12 | Paper |
Asymptotic analysis of the squared estimation error in misspecified factor models
Journal of Econometrics | 2015-08-31 | Paper |
| Local Asymptotic Normality of the spectrum of high-dimensional spiked F-ratios | 2014-11-14 | Paper |
Detection of weak signals in high-dimensional complex-valued data
Random Matrices: Theory and Applications | 2014-05-20 | Paper |
Signal detection in high dimension: the multispiked case
The Annals of Statistics | 2014-05-05 | Paper |
Signal detection in high dimension: the multispiked case
The Annals of Statistics | 2014-05-05 | Paper |
Asymptotic power of sphericity tests for high-dimensional data
The Annals of Statistics | 2013-09-25 | Paper |
Asymptotic power of sphericity tests for high-dimensional data
The Annals of Statistics | 2013-09-25 | Paper |
Set coverage and robust policy
Economics Letters | 2012-07-13 | Paper |
Set coverage and robust policy
Economics Letters | 2012-07-13 | Paper |
Unit roots in white noise
Econometric Theory | 2012-06-11 | Paper |
Testing hypotheses about the number of factors in large factor models
Econometrica | 2009-12-21 | Paper |
Curve forecasting by functional autoregression
Journal of Multivariate Analysis | 2008-11-27 | Paper |
Winding number criterion for existence and uniqueness of equilibrium in linear rational expectations models
Journal of Economic Dynamics and Control | 2008-11-25 | Paper |
The Tracy-Widom limit for the largest eigenvalues of singular complex Wishart matrices
The Annals of Applied Probability | 2008-04-23 | Paper |
| Dynamics of Interest Rate Curve by Functional Auto-Regression | 2004-11-02 | Paper |
| scientific article; zbMATH DE number 1790588 (Why is no real title available?) | 2003-04-06 | Paper |
