Image de couverture de livre

Spectral analysis of high-dimensional spot volatility matrix with applications

Fuente: arXiv

Enregistré dans:

Détails bibliographiques
Auteurs principaux:	Liu, Qiang, Liu, Yiming, Liu, Zhi, Zhou, Wang
Format:	Preprint
Publié:	2025
Sujets:	Statistics Theory Econometrics Methodology
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

On the estimation of leverage effect and volatility of volatility in the presence of jumps
par: Liu, Qiang, et autres
Publié: (2025)

On the modelling and prediction of high-dimensional functional time series
par: Chang, Jinyuan, et autres
Publié: (2024)

Nonparametric Uniform Inference in Binary Classification and Policy Values
par: Liu, Nan, et autres
Publié: (2025)

Covariate Adjustment in Randomized Experiments Motivated by Higher-Order Influence Functions
par: Zhao, Sihui, et autres
Publié: (2024)

Robust Semiparametric Inference for Bayesian Additive Regression Trees
par: Breunig, Christoph, et autres
Publié: (2025)

Assumption-lean covariate adjustment under covariate adaptive randomization when $p = o (n)$
par: Gu, Yujia, et autres
Publié: (2025)

Estimation of High-dimensional Nonlinear Vector Autoregressive Models
par: Han, Yuefeng, et autres
Publié: (2025)

Semiparametric Estimation of Treatment Effects in Observational Studies with Heterogeneous Partial Interference
par: Qu, Zhaonan, et autres
Publié: (2021)

Inference for Forecasting Accuracy: Pooled versus Individual Estimators in High-dimensional Panel Data
par: Kutta, Tim, et autres
Publié: (2025)

On the Efficiency of Highly Stratified Experiments
par: Bai, Yuehao, et autres
Publié: (2023)

The Spurious Factor Dilemma: Robust Inference in Heavy-Tailed Elliptical Factor Models
par: Hu, Jiang, et autres
Publié: (2025)

Dynamic treatment effects: high-dimensional inference under model misspecification
par: Zhang, Yuqian, et autres
Publié: (2021)

Debiased Bayesian Inference for High-dimensional Regression Models
par: Chen, Qihui, et autres
Publié: (2025)

A General Design-Based Framework and Estimator for Randomized Experiments
par: Harshaw, Christopher, et autres
Publié: (2022)

A nonparametric test for diurnal variation in spot correlation processes
par: Christensen, Kim, et autres
Publié: (2024)

Beyond the Oracle Property: Adaptive LASSO in Cointegrating Regressions with Local-to-Unity Regressors
par: Reichold, Karsten, et autres
Publié: (2025)

Statistically Significant Linear Regression Coefficients Solely Driven By Outliers In Finite-sample Inference
par: Reichel, Felix
Publié: (2025)

A Test for Jumps in Metric-Space Conditional Means
par: Van Dijcke, David
Publié: (2025)

Regression Model Selection Under General Conditions
par: Lusompa, Amaze
Publié: (2025)

Modewise Additive Factor Model for Matrix Time Series
par: Chen, Elynn, et autres
Publié: (2025)

Bias correction for Chatterjee's graph-based correlation coefficient
par: Azadkia, Mona, et autres
Publié: (2025)

A Note on the Finite Sample Bias in Time Series Cross-Validation
par: Lusompa, Amaze
Publié: (2025)

Learning What to Learn: Experimental Design when Combining Experimental with Observational Evidence
par: Epanomeritakis, Aristotelis, et autres
Publié: (2025)

Evaluating Policy Effects under Network Interference without Network Information: A Transfer Learning Approach
par: Hoshino, Tadao
Publié: (2025)

Comparing latent inequality with ordinal data
par: Kaplan, David M., et autres
Publié: (2025)

On Robust Empirical Likelihood for Nonparametric Regression with Application to Regression Discontinuity Designs
par: Fang, Qin, et autres
Publié: (2025)

Joint Quantile Shrinkage: A State-Space Approach toward Non-Crossing Bayesian Quantile Models
par: Kohns, David, et autres
Publié: (2025)

Selecting the Best Arm in One-Shot Multi-Arm RCTs: The Asymptotic Minimax-Regret Decision Framework for the Best-Population Selection Problem
par: Joo, Joonhwi
Publié: (2025)

Nonparametric Identification of Demand without Exogenous Product Characteristics
par: Borusyak, Kirill, et autres
Publié: (2025)

On (in)consistency of M-estimators under contamination
par: Klooster, Jens, et autres
Publié: (2025)

How Much Weak Overlap Can Doubly Robust T-Statistics Handle?
par: Dorn, Jacob
Publié: (2025)

Honest Inference for Stochastic Optimization
par: Takatsu, Kenta, et autres
Publié: (2025)

Partial Identification of Causal Effects for Endogenous Continuous Treatments
par: Dalal, Abhinandan, et autres
Publié: (2025)

Bayesian Model Averaging in Causal Instrumental Variable Models
par: Steiner, Gregor, et autres
Publié: (2025)

Optimal estimation for regression discontinuity design with binary outcomes
par: Ishihara, Takuya, et autres
Publié: (2025)

Learning Time-Varying Correlation Networks with FDR Control via Time-Varying P-values
par: Li, Bufan, et autres
Publié: (2025)

Compound Estimation for Binomials
par: Chen, Yan, et autres
Publié: (2025)

Estimation of the complier causal hazard ratio under dependent censoring
par: Crommen, Gilles, et autres
Publié: (2025)

Unifying regression-based and design-based causal inference in time-series experiments
par: Lin, Zhexiao, et autres
Publié: (2025)

Testing Monotonicity in a Finite Population
par: Chen, Jiafeng, et autres
Publié: (2025)