The following pages link to Xinghua Zheng (Q311637):
Displaying 27 items.
- Efficient estimation of integrated volatility incorporating trading information (Q311638) (← links)
- Subcritical branching processes in a random environment without the Cramer condition (Q432502) (← links)
- On the estimation of integrated covariance matrices of high dimensional diffusion processes (Q449988) (← links)
- On the maximal displacement of subcritical branching random walks (Q525107) (← links)
- Occupation statistics of critical branching random walks in two or higher dimensions (Q624664) (← links)
- Spatial epidemics and local times for critical branching random walks in dimensions 2 and 3 (Q707605) (← links)
- Critical branching random walks with small drift (Q988684) (← links)
- The random conductance model with Cauchy tails (Q988757) (← 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)
- Discrete fractal dimensions of the ranges of random walks in \(\mathbb Z^d\) associate with random conductances (Q1955838) (← links)
- On the maximal displacement of near-critical branching random walks (Q2032426) (← links)
- A phase transition for measure-valued SIR epidemic processes (Q2438750) (← links)
- Volatility inference in the presence of both endogenous time and microstructure noise (Q2447650) (← links)
- Testing high-dimensional covariance matrices under the elliptical distribution and beyond (Q2658752) (← links)
- High dimensional minimum variance portfolio estimation under statistical factor models (Q2658801) (← links)
- (Q3104952) (← links)
- (Q3104994) (← links)
- (Q3105027) (← links)
- REALIZED VOLATILITY WHEN SAMPLING TIMES ARE POSSIBLY ENDOGENOUS (Q3191831) (← links)
- Statistical Properties of Microstructure Noise (Q4612526) (← links)
- Stock co-jump networks (Q6150522) (← links)
- HSIC regularized LTSA (Q6487697) (← links)
- High-dimensional covariance matrices under dynamic volatility models: asymptotics and shrinkage estimation (Q6608678) (← links)
- Supercritical spatial SIR epidemics: spreading speed and herd immunity (Q6616870) (← links)
- Tests for principal eigenvalues and eigenvectors (Q6728343) (← links)
- Sub-Gaussian High-Dimensional Covariance Matrix Estimation under Elliptical Factor Model with 2 + {\epsilon}th Moment (Q6734114) (← links)
