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Results 1-10 of 12 (Search time: 0.009 seconds).

NO Title, Author(s) (Publication Title, Volume Issue, Page, Issue Date)
1
Hypothesis tests for large density matrices of quantum systems based on Pauli measurements

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

2
Sparse PCA-based on high-dimensional Ito processes with measurement errors

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

3
OPTIMAL LARGE-SCALE QUANTUM STATE TOMOGRAPHY WITH PAULI MEASUREMENTS

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

4
Asymptotic theory for large volatility matrix estimation based on high-frequency financial data

Kim, Donggyu; Wang, Yazhen; Zou, Jian, STOCHASTIC PROCESSES AND THEIR APPLICATIONS, v.126, no.11, pp.3527 - 3577, 2016-11

5
Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data

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

6
Large Volatility Matrix Estimation with Factor-Based Diffusion Model for High-Frequency Financial data

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

7
Jump variation estimation with noisy high frequency financial data via wavelets

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

8
Optimal sparse eigenspace and low-rank density matrix estimation for quantum systems

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

9
Volatility analysis with realized GARCH-Ito models

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

10
Conditional quantile analysis for realized GARCH models

Kim, Donggyu; Oh, Minseog; Wang, Yazhen, JOURNAL OF TIME SERIES ANALYSIS, v.43, no.4, pp.640 - 665, 2022-07

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