The following pages link to Yazhen Wang (Q227988):
Displayed 50 items.
- Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data (Q134805) (← links)
- Quantum computation and quantum information (Q252779) (← links)
- Optimal large-scale quantum state tomography with Pauli measurements (Q282466) (← links)
- (Q308362) (redirect page) (← links)
- Sparse PCA-based on high-dimensional Itô processes with measurement errors (Q321930) (← links)
- Asymptotic theory for large volatility matrix estimation based on high-frequency financial data (Q326850) (← links)
- Optimal sparse volatility matrix estimation for high-dimensional Itô processes with measurement errors (Q385765) (← links)
- (Q548556) (redirect page) (← links)
- Sparse linear discriminant analysis by thresholding for high dimensional data (Q548558) (← links)
- (Q589102) (redirect page) (← links)
- Quantum Monte Carlo simulation (Q641122) (← links)
- Spot volatility estimation for high-frequency data (Q660058) (← links)
- The Wills functional for Poisson processes (Q730731) (← links)
- Volatility estimation by combining stock price data and option data (Q896580) (← links)
- A rank test for equality of two multivariate populations vs a particular ordered alternative. (Q1275529) (← links)
- The limit distribution of the concave majorant of an empirical distribution function (Q1332859) (← links)
- A Bartlett-type adjustment for the likelihood ratio statistic with an ordered alternative (Q1336921) (← links)
- Quantum Gaussian processes (Q1343510) (← links)
- Small ball problem via wavelets for Gaussian processes (Q1359776) (← links)
- Minimax estimation via wavelets for indirect long-memory data (Q1372865) (← links)
- Hypothesis tests for large density matrices of quantum systems based on Pauli measurements (Q1620355) (← links)
- Adaptive thresholding for large volatility matrix estimation based on high-frequency financial data (Q1706445) (← links)
- Box dimension estimation of multi-dimensional random fields via wavelet shrinkage (Q1748633) (← links)
- Large volatility matrix estimation with factor-based diffusion model for high-frequency financial data (Q1750098) (← links)
- Quantum annealing with Markov chain Monte Carlo simulations and D-wave quantum computers (Q1790350) (← links)
- Function estimation via wavelet shrinkage for long-memory data (Q1816598) (← links)
- Asymptotic nonequivalence of GARCH models and diffusions (Q1848957) (← links)
- Limiting distribution for monotone median regression (Q1866204) (← links)
- Wavelet modeling of priors on triangles (Q1877010) (← links)
- Vast volatility matrix estimation for high-frequency financial data (Q2380093) (← links)
- Asymptotic equivalence of quantum state tomography and noisy matrix completion (Q2438759) (← links)
- Density matrix estimation in quantum homodyne tomography (Q2950199) (← links)
- Large Volatility Matrix Inference via Combining Low-Frequency and High-Frequency Approaches (Q3111195) (← links)
- (Q3134329) (← links)
- (Q3382190) (← links)
- The<i>L</i><sub>1</sub>theory of estimation of monotone and unimodal densities (Q3432410) (← links)
- Multi-Scale Jump and Volatility Analysis for High-Frequency Financial Data (Q3632599) (← links)
- CONVERGENCE SPEED OF GARCH OPTION PRICE TO DIFFUSION OPTION PRICE (Q3637886) (← links)
- (Q3643272) (← links)
- Change Curve Estimation via Wavelets (Q3839589) (← links)
- (Q4238467) (← links)
- (Q4363983) (← links)
- A Likelihood Ratio Test Against Stochastic Ordering in Several Populations (Q4366115) (← links)
- (Q4416749) (← links)
- (Q4450670) (← links)
- (Q4718567) (← links)
- Jump and sharp cusp detection by wavelets (Q4842931) (← links)
- (Q4938802) (← links)
- Quantum Annealing via Path-Integral Monte Carlo With Data Augmentation (Q5066385) (← links)
- Optimal High-Order Tensor SVD via Tensor-Train Orthogonal Iteration (Q5088525) (← links)