Gaussian approximation of maxima of Wiener functionals and its application to high-frequency data

1 September 2017

Papers citing "Gaussian approximation of maxima of Wiener functionals and its application to high-frequency data"

5 / 5 papers shown

Title
Inference for high-dimensional exchangeable arrays Harold D. Chiang Kengo Kato Yuya Sasaki 44 12 0 10 Sep 2020
Improved Central Limit Theorem and bootstrap approximations in high dimensions Victor Chernozhukov Denis Chetverikov Kengo Kato Yuta Koike 42 74 0 22 Dec 2019
High-Dimensional Econometrics and Regularized GMM A. Belloni Victor Chernozhukov Denis Chetverikov Christian B. Hansen Kengo Kato 33 67 0 05 Jun 2018
Comparison and anti-concentration bounds for maxima of Gaussian random vectors Victor Chernozhukov Denis Chetverikov Kengo Kato 68 220 0 21 Jan 2013
Second-order asymptotic expansion for a non-synchronous covariation estimator A. Dalalyan Nakahiro Yoshida 69 21 0 04 Apr 2008