vix.ing · top · new · best · stats · spec

Zheng, Xinghua

  1. Testing High-dimensional Covariance Matrices under the Elliptical Distribution and Beyond
    2017/07/13 by Xinxin Yang, Xinghua Zheng, Yang, Xinxin +3 · 2 citations
    Economics, Econometrics and Finance · Mathematics · #Advanced Statistical Methods and Models #FOS: Mathematics #Financial Risk and Volatility Modeling #Random Matrices and Applications #Statistics Theory (math.ST)
  2. On the Maximal Displacement of Subcritical Branching Random Walks
    2015/09/30 by Neuman, Eyal, Zheng, Xinghua · 1 citation
    #FOS: Mathematics #Probability (math.PR)
  3. On the inference about the spectral distribution of high-dimensional covariance matrix based on high-frequency noisy observations
    2016/04/13 by Xia, Ningning, Zheng, Xinghua · 1 citation
    #FOS: Mathematics #Statistics Theory (math.ST)
  4. On the Maximal Displacement of Near-critical Branching Random Walks
    2019/07/04 by Eyal Neuman, Neuman, Eyal, Xinghua Zheng +1 · 1 citation
    Mathematics · Physics and Astronomy · #60G70 #60J68 #60J80 #Advanced Thermodynamics and Statistical Mechanics #FOS: Mathematics #Probability (math.PR) #Stochastic processes and statistical mechanics