Pages that link to "Item:Q385765"

The following pages link to Optimal sparse volatility matrix estimation for high-dimensional Itô processes with measurement errors (Q385765):

Displaying 36 items.

• Optimal large-scale quantum state tomography with Pauli measurements (Q282466) (← 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)
• An integrated framework for visualizing and forecasting realized covariance matrices (Q825351) (← links)
• Optimal sparse eigenspace and low-rank density matrix estimation for quantum systems (Q830705) (← links)
• Low-rank diffusion matrix estimation for high-dimensional time-changed Lévy processes (Q1621717) (← links)
• On the systematic and idiosyncratic volatility with large panel high-frequency data (Q1650070) (← links)
• Using principal component analysis to estimate a high dimensional factor model with high-frequency data (Q1676387) (← links)
• Adaptive thresholding for large volatility matrix estimation based on high-frequency financial data (Q1706445) (← links)
• Large-dimensional factor modeling based on high-frequency observations (Q1739630) (← links)
• Knowing factors or factor loadings, or neither? Evaluating estimators of large covariance matrices with noisy and asynchronous data (Q1739632) (← links)
• Factor GARCH-Itô models for high-frequency data with application to large volatility matrix prediction (Q1739867) (← links)
• Structured volatility matrix estimation for non-synchronized high-frequency financial data (Q1740273) (← links)
• Large volatility matrix estimation with factor-based diffusion model for high-frequency financial data (Q1750098) (← links)
• Testing against constant factor loading matrix with large panel high-frequency data (Q1753061) (← links)
• A rank test for the number of factors with high-frequency data (Q2000871) (← links)
• Unified discrete-time factor stochastic volatility and continuous-time Itô models for combining inference based on low-frequency and high-frequency (Q2079627) (← links)
• Obtaining minimax lower bounds: a review (Q2131929) (← links)
• Likelihood theory for the graph Ornstein-Uhlenbeck process (Q2144193) (← links)
• Sparse covariance matrix estimation in high-dimensional deconvolution (Q2419664) (← links)
• A quasi-maximum likelihood approach for integrated covariance matrix estimation with high frequency data (Q2451774) (← links)
• Robust High-Dimensional Volatility Matrix Estimation for High-Frequency Factor Model (Q4559707) (← links)
• Pre-averaging estimate of high dimensional integrated covariance matrix with noisy and asynchronous high-frequency data (Q4569339) (← links)
• (Q5011497) (← links)
• ESTIMATION OF TIME-VARYING COVARIANCE MATRICES FOR LARGE DATASETS (Q5024496) (← links)
• Robust covariance estimation with noisy high-frequency financial data (Q5051327) (← links)
• Time series models for realized covariance matrices based on the matrix-F distribution (Q5066772) (← links)
• Detecting price jumps in the presence of market microstructure noise (Q5228603) (← links)
• On the estimation of integrated volatility in the presence of jumps and microstructure noise (Q5861024) (← links)
• Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation (Q5965313) (← links)
• Optimal covariance matrix estimation for high-dimensional noise in high-frequency data (Q6150511) (← links)
• High-dimensional volatility matrix estimation with cross-sectional dependent and heavy-tailed microstructural noise (Q6594970) (← links)
• Volatility analysis in high-frequency financial data (Q6604425) (← links)
• Laplace Estimator of Integrated Volatility When Sampling Times Are Endogenous (Q6620891) (← links)
• A Factor-Based Estimation of Integrated Covariance Matrix With Noisy High-Frequency Data (Q6620901) (← links)
• The Leverage Effect Puzzle under Semi-nonparametric Stochastic Volatility Models (Q6626222) (← links)