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1812.08217
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Optimal covariance matrix estimation for high-dimensional noise in high-frequency data
19 December 2018
Jinyuan Chang
Qiao Hu
Cheng Liu
C. Tang
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ArXiv
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Papers citing
"Optimal covariance matrix estimation for high-dimensional noise in high-frequency data"
2 / 2 papers shown
Title
Modelling matrix time series via a tensor CP-decomposition
Jinyuan Chang
Jingjing He
Lin Yang
Q. Yao
AI4TS
41
29
0
31 Dec 2021
Central limit theorems for high dimensional dependent data
Jinyuan Chang
Xiaohui Chen
Mingcong Wu
25
29
0
27 Apr 2021
1