| Publication | Date of Publication | Type |
|---|
Adaptive deep learning for nonlinear time series models
Bernoulli | 2024-11-05 | Paper |
Sharp high-dimensional central limit theorems for log-concave distributions
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2024-10-08 | Paper |
Large-dimensional central limit theorem with fourth-moment error bounds on convex sets and balls
The Annals of Applied Probability | 2024-08-21 | Paper |
Drift estimation for a multi-dimensional diffusion process using deep neural networks
Stochastic Processes and their Applications | 2024-03-04 | Paper |
Spectral norm bounds for high-dimensional realized covariance matrices and application to weak factor models
| 2023-10-09 | Paper |
From \(p\)-Wasserstein bounds to moderate deviations
Electronic Journal of Probability | 2023-08-02 | Paper |
Nearly optimal central limit theorem and bootstrap approximations in high dimensions
The Annals of Applied Probability | 2023-06-05 | Paper |
High-dimensional Central Limit Theorems by Stein's Method in the Degenerate Case
| 2023-05-27 | Paper |
High-dimensional central limit theorems for homogeneous sums
Journal of Theoretical Probability | 2023-05-16 | Paper |
Improved central limit theorem and bootstrap approximations in high dimensions
The Annals of Statistics | 2022-12-08 | Paper |
Sharp High-dimensional Central Limit Theorems for Log-concave Distributions
| 2022-07-29 | Paper |
Notes on the dimension dependence in high-dimensional central limit theorems for hyperrectangles
Japanese Journal of Statistics and Data Science | 2021-12-17 | Paper |
Inference for time-varying lead-lag relationships from ultra-high-frequency data
Japanese Journal of Statistics and Data Science | 2021-12-17 | Paper |
Large-dimensional Central Limit Theorem with Fourth-moment Error Bounds on Convex Sets and Balls
| 2020-09-01 | Paper |
Improved Central Limit Theorem and bootstrap approximations in high dimensions
| 2019-12-22 | Paper |
No arbitrage and lead-lag relationships
Statistics & Probability Letters | 2019-09-25 | Paper |
Asymptotic properties of the realized skewness and related statistics
Annals of the Institute of Statistical Mathematics | 2019-08-13 | Paper |
Mixed-normal limit theorems for multiple Skorohod integrals in high-dimensions, with application to realized covariance
Electronic Journal of Statistics | 2019-05-17 | Paper |
Gaussian approximation of maxima of Wiener functionals and its application to high-frequency data
The Annals of Statistics | 2019-05-10 | Paper |
De-biased graphical Lasso for high-frequency data
| 2019-05-04 | Paper |
Wavelet-based methods for high-frequency lead-lag analysis
SIAM Journal on Financial Mathematics | 2019-03-20 | Paper |
On the asymptotic structure of Brownian motions with a small lead-lag effect
JOURNAL OF THE JAPAN STATISTICAL SOCIETY | 2018-08-08 | Paper |
Time endogeneity and an optimal weight function in pre-averaging covariance estimation
Statistical Inference for Stochastic Processes | 2017-04-21 | Paper |
ESTIMATION OF INTEGRATED COVARIANCES IN THE SIMULTANEOUS PRESENCE OF NONSYNCHRONICITY, MICROSTRUCTURE NOISE AND JUMPS
Econometric Theory | 2016-07-29 | Paper |
Quadratic covariation estimation of an irregularly observed semimartingale with jumps and noise
Bernoulli | 2016-05-12 | Paper |
Limit theorems for the pre-averaged Hayashi-Yoshida estimator with random sampling
Stochastic Processes and their Applications | 2014-08-28 | Paper |
An estimator for the cumulative co‐volatility of asynchronously observed semimartingales with jumps
Scandinavian Journal of Statistics | 2014-05-26 | Paper |
Central limit theorems for pre-averaging covariance estimators under endogenous sampling times
| 2013-05-06 | Paper |
High-dimensional bootstrap and asymptotic expansion
| N/A | Paper |
