Browse "School of Management Engineering(경영공학부)" byAuthorWang, Yazhen

Showing results 2 to 9 of 9

2
Hypothesis tests for large density matrices of quantum systems based on Pauli measurements

Kim, Donggyuresearcher; Wang, Yazhen, PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, v.469, pp.31 - 51, 2017-03

3
Jump variation estimation with noisy high frequency financial data via wavelets

Zhang, Xin; Kim, Donggyuresearcher; Wang, Yazhen, ECONOMETRICS, v.4, no.3, 2016-09

4
Large Volatility Matrix Estimation with Factor-Based Diffusion Model for High-Frequency Financial data

Kim, Donggyuresearcher; Liu, Yi; Wang, Yazhen, BERNOULLI, v.24, no.4B, pp.3657 - 3682, 2018-11

5
OPTIMAL LARGE-SCALE QUANTUM STATE TOMOGRAPHY WITH PAULI MEASUREMENTS

Cai, Tony; Kim, Donggyuresearcher; Wang, Yazhen; Yuan, Ming; Zhou, Harrison H., ANNALS OF STATISTICS, v.44, no.2, pp.682 - 712, 2016-04

6
Optimal sparse eigenspace and low-rank density matrix estimation for quantum systems

Cai, Tony; Kim, Donggyuresearcher; Song, Xinyu; Wang, Yazhen, JOURNAL OF STATISTICAL PLANNING AND INFERENCE, v.213, pp.50 - 71, 2021-07

7
Sparse PCA-based on high-dimensional Ito processes with measurement errors

Kim, Donggyuresearcher; Wang, Yazhen, JOURNAL OF MULTIVARIATE ANALYSIS, v.152, pp.172 - 189, 2016-12

8
Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data

Kim, Donggyuresearcher; Wang, Yazhen, JOURNAL OF ECONOMETRICS, v.194, no.2, pp.220 - 230, 2016-10

9
Volatility analysis with realized GARCH-Ito models

Song, Xinyu; Kim, Donggyuresearcher; Yuan, Huiling; Cui, Xiangyu; Lu, Zhiping; Zhou, Yong; Wang, Yazhen, JOURNAL OF ECONOMETRICS, v.222, no.1, pp.393 - 410, 2021-05

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