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Results: 2
ON THE INFERENCE ABOUT THE SPECTRAL DISTRIBUTION OF HIGH-DIMENSIONAL COVARIANCE MATRIX BASED ON HIGH-FREQUENCY NOISY OBSERVATIONS
Authors: Ningning Xia Xinghua Zheng
Citation: Ningning Xia et Xinghua Zheng, ON THE INFERENCE ABOUT THE SPECTRAL DISTRIBUTION OF HIGH-DIMENSIONAL COVARIANCE MATRIX BASED ON HIGH-FREQUENCY NOISY OBSERVATIONS, Annals of statistics , 46(2), 2018, pp. 500-525
ON THE ESTIMATION OF INTEGRATED COVARIANCE MATRICES OF HIGH DIMENSIONAL DIFFUSION PROCESSES
Authors: Xinghua Zheng Yingying Li
Citation: Xinghua Zheng et Yingying Li, ON THE ESTIMATION OF INTEGRATED COVARIANCE MATRICES OF HIGH DIMENSIONAL DIFFUSION PROCESSES, Annals of statistics , 39(6), 2011, pp. 3121-3151
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