Statistics Theory and Methods

[51] Spot volatility estimation for high-frequency data

Jianqing Fan Yazhen Wang

Statistics Theory and Methods mathscidoc:1912.43323

Statistics and its Interface, 1, (2), 279-288, 2008
[ Download ] [ 2019-12-21 11:37:15 uploaded by Jianqing_Fan ] [ 860 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
Please log in for comment!
 

[52] Profile likelihood inferences on semiparametric varying-coefficient partially linear models

Jianqing Fan Tao Huang

Statistics Theory and Methods mathscidoc:1912.43257

Bernoulli, 11, (6), 1031-1057, 2005
[ Download ] [ 2019-12-21 11:33:19 uploaded by Jianqing_Fan ] [ 843 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
Please log in for comment!
 

[53] Solving Random Quadratic Systems of Equations Is Nearly as Easy as Solving Linear Systems

Yuxin Chen Princeton University Emmanuel Candes Stanford University

Statistics Theory and Methods mathscidoc:2005.33002

Gold Award Paper in 2020

Communications on Pure and Applied Mathematics, 70, (5), 822- 883, 2017.5
[ Download ] [ 2020-05-13 09:32:45 uploaded by chenyx04 ] [ 843 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
Please log in for comment!
 

[54] Variable bandwidth and local linear regression smoothers

Jianqing Fan Irene Gijbels

Statistics Theory and Methods mathscidoc:1912.43253

The Annals of Statistics, 2008-2036, 1992.12
[ Download ] [ 2019-12-21 11:32:27 uploaded by Jianqing_Fan ] [ 838 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
Please log in for comment!
 

[55] Time-dependent diffusion models for term structure dynamics

Jianqing Fan Jiancheng Jiang Chunming Zhang Zhenwei Zhou

Statistics Theory and Methods mathscidoc:1912.43293

Statistica Sinica, 965-992, 2003.10
[ Download ] [ 2019-12-21 11:35:30 uploaded by Jianqing_Fan ] [ 820 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
Please log in for comment!
 

Show all 3 5 10 25 papers per page.
Sort by time views
 
Contact us: office-iccm@tsinghua.edu.cn | Copyright Reserved