Authors: Jiang Hu Weiming Li Zhi Liu Wang Zhou

Citation: Jiang Hu et al., High-dimensional covariance matrices in elliptical distributions with application to spherical test, Annals of statistics , 47(1), 2019, pp. 527-555

Authors: Bing-Yi Jing Xin-Bing Kong Zhi Liu

Citation: Bing-yi Jing et al., MODELING HIGH-FREQUENCY FINANCIAL DATA BY PURE JUMP PROCESSES, Annals of statistics , 40(2), 2012, pp. 759-784

Authors: Xin-Bing Kong Zhi Liu Bing-Yi Jing

Citation: Xin-bing Kong et al., TESTING FOR PURE-JUMP PROCESSES FOR HIGH-FREQUENCY DATA, Annals of statistics , 43(2), 2015, pp. 847-877