Pages that link to "Item:Q1750277"

The following pages link to On the inference about the spectral distribution of high-dimensional covariance matrix based on high-frequency noisy observations (Q1750277):

Displaying 10 items.

• On a spiked model for large volatility matrix estimation from noisy high-frequency data (Q1615279) (← links)
• Estimating the integrated volatility with tick observations (Q1739633) (← links)
• On the inference about the spectral distribution of high-dimensional covariance matrix based on high-frequency noisy observations (Q1750277) (← links)
• Design-free estimation of integrated covariance matrices for high-frequency data (Q2078572) (← links)
• High-dimensional minimum variance portfolio estimation based on high-frequency data (Q2294454) (← links)
• Estimation of high-dimensional integrated covariance matrix based on noisy high-frequency data with multiple observations (Q2657980) (← links)
• Most powerful test against a sequence of high dimensional local alternatives (Q2697980) (← links)
• Asymptotics for the systematic and idiosyncratic volatility with large dimensional high-frequency data (Q3387056) (← links)
• Time-Varying Periodicity in Intraday Volatility (Q5208074) (← links)
• Optimal covariance matrix estimation for high-dimensional noise in high-frequency data (Q6150511) (← links)