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Publications in Probability

HYBRID-GARCH: A Generic Class of Models for Volatility Predictions Using High Frequency Data

Statistica Sinica

English

On the Computation of Autocovariances for Generalized Gegenbauer Processes

Statistica Sinica

English

Robust Nonparametric Estimation of the Conditional Tail Dependence Coefficient

Journal of Multivariate Analysis

Numerical Analysis

English

Nonparametric Inference for Markov Processes With Missing Absorbing State

Statistica Sinica

English

Weighted Angle Radon Transform: Convergence Rates and Efficient Estimation

Statistica Sinica

English

Directed Networks With a Differentially Private Bi-Degree Sequence

Statistica Sinica

English

Nearly Orthogonal Latin Hypercube Designs for Many Design Columns

Statistica Sinica

English

A Stepwise Regression Method and Consistent Model Selection for High-Dimensional Sparse Linear Models

Statistica Sinica

English

Optimal Design When Outcome Values Are Not Missing at Random

Statistica Sinica

English

Construction of Maximin Distance Designs via Level Permutation and Expansion

Statistica Sinica

English