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DETECTION AND ESTIMATION OF STRUCTURAL BREAKS IN HIGH-DIMENSIONAL FUNCTIONAL TIME SERIES Journal article
Li, Degui, Li, Runze, Shang, Han Lin. DETECTION AND ESTIMATION OF STRUCTURAL BREAKS IN HIGH-DIMENSIONAL FUNCTIONAL TIME SERIES[J]. Annals of Statistics, 2024, 52(4), 1716-1740.
Authors:  Li, Degui;  Li, Runze;  Shang, Han Lin
Favorite | TC[WOS]:1 TC[Scopus]:2  IF:3.2/4.8 | Submit date：2024/11/05
Clustering  Cusum  Functional Time Series  Power Enhancement  Structural Breaks  
HIGH-DIMENSIONAL COVARIANCE MATRICES UNDER DYNAMIC VOLATILITY MODELS: ASYMPTOTICS AND SHRINKAGE ESTIMATION Journal article
DING YI, Xinghua Zheng. HIGH-DIMENSIONAL COVARIANCE MATRICES UNDER DYNAMIC VOLATILITY MODELS: ASYMPTOTICS AND SHRINKAGE ESTIMATION[J]. Annals of Statistics, 2024, 52(3), 1027-1049.
Authors:  DING YI;  Xinghua Zheng
Favorite | TC[WOS]:0 TC[Scopus]:1  IF:3.2/4.8 | Submit date：2024/06/17
Dynamic Volatility Model  High-dimension  Nonlinear Shrinkage  Sample Covariance Matrix  Spectral Distribution  
A probability approximation framework: Markov process approach Journal article
Chen, Peng, Shao, Qi Man, Xu, Lihu. A probability approximation framework: Markov process approach[J]. Annals of Applied Probability, 2023, 33(2), 1619-1659.
Authors:  Chen, Peng;  Shao, Qi Man;  Xu, Lihu
Favorite | TC[WOS]:1 TC[Scopus]:0  IF:1.4/1.9 | Submit date：2023/05/02
Euler–maruyama (Em) Discretization  Itô’s Formula  Markov Process  Normal Approximation  Online Stochastic Gradient Descent  Probability Approximation  Stable Process  Stochastic Differential Equation  Wasserstein-1 Distance  
HIGH-DIMENSIONAL COVARIANCE MATRICES IN ELLIPTICAL DISTRIBUTIONS WITH APPLICATION TO SPHERICAL TEST Journal article
Hu, Jiang, Li, Weiming, Liu, Zhi, Zhou, Wang. HIGH-DIMENSIONAL COVARIANCE MATRICES IN ELLIPTICAL DISTRIBUTIONS WITH APPLICATION TO SPHERICAL TEST[J]. ANNALS OF STATISTICS, 2019, 47(1), 527-555.
Authors:  Hu, Jiang;  Li, Weiming;  Liu, Zhi;  Zhou, Wang
Favorite | TC[WOS]:21 TC[Scopus]:23  IF:3.2/4.8 | Submit date：2019/01/17
Covariance Matrix  High-dimensional Data  Elliptical Distribution  Sphericity Test  
MODERATE DEVIATIONS AND NONPARAMETRIC INFERENCE FOR MONOTONE FUNCTIONS Journal article
Gao, Fuqing, Xiong, Jie, Zhao, Xingqiu. MODERATE DEVIATIONS AND NONPARAMETRIC INFERENCE FOR MONOTONE FUNCTIONS[J]. ANNALS OF STATISTICS, 2018, 46(3), 1225-1254.
Authors:  Gao, Fuqing;  Xiong, Jie;  Zhao, Xingqiu
Favorite | TC[WOS]:10 TC[Scopus]:13  IF:3.2/4.8 | Submit date：2018/10/30
Grenander Estimator  Interval Censored Data  Large Deviations  Moderate Deviations  Nonparametric Mle  Self-normalized Limit  Strong Approximation  Talagrand Inequality