The following pages link to Richard Y. Chen (Q2398976):
Displaying 4 items.
- Model-free approaches to discern non-stationary microstructure noise and time-varying liquidity in high-frequency data (Q2398977) (← links)
- Subadditivity of matrix \(\phi\)-entropy and concentration of random matrices (Q2448515) (← links)
- Matrix concentration inequalities via the method of exchangeable pairs (Q2450243) (← links)
- The masked sample covariance estimator: an analysis using matrix concentration inequalities (Q2869798) (← links)
