Showing results 6 to 12 of 12
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 |
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 |
Overnight GARCH-Ito Volatility Models Kim, Donggyu; Shin, Minseok; Wang, Yazhen, JOURNAL OF BUSINESS & ECONOMIC STATISTICS, v.41, no.4, pp.1215 - 1227, 2023-10 |
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 |
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 |
Unified discrete-time factor stochastic volatility and continuous-time Ito models for combining inference based on low-frequency and high-frequency Kim, Donggyu; Song, Xinyu; Wang, Yazhen, JOURNAL OF MULTIVARIATE ANALYSIS, v.192, 2022-11 |
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 |
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