Gaussian approximation of maxima of Wiener functionals and its application to high-frequency data

1 September 2017

Papers citing "Gaussian approximation of maxima of Wiener functionals and its application to high-frequency data"

10 / 10 papers shown

Title
Strong Gaussian Approximation for the Sum of Random Vectors N. Buzun N. Shvetsov Dmitry V. Dylov OT 54 1 0 10 Jun 2021
Gaussian approximation and spatially dependent wild bootstrap for high-dimensional spatial data Daisuke Kurisu Kengo Kato Xiaofeng Shao 125 12 0 19 Mar 2021
Inference for high-dimensional exchangeable arrays Harold D. Chiang Kengo Kato Yuya Sasaki 93 12 0 10 Sep 2020
High-dimensional Central Limit Theorems by Stein's Method Xiao Fang Yuta Koike 99 42 0 29 Jan 2020
Improved Central Limit Theorem and bootstrap approximations in high dimensions Victor Chernozhukov Denis Chetverikov Kengo Kato Yuta Koike 109 74 0 22 Dec 2019
Notes on the dimension dependence in high-dimensional central limit theorems for hyperrectangles Yuta Koike 83 40 0 01 Nov 2019
High-dimensional central limit theorems for homogeneous sums Yuta Koike 70 16 0 11 Feb 2019
Nonparametric Inference under B-bits Quantization Kexuan Li Ruiqi Liu Ganggang Xu Zuofeng Shang MQ 26 0 0 24 Jan 2019
Mixed-normal limit theorems for multiple Skorohod integrals in high-dimensions, with application to realized covariance Yuta Koike 78 5 0 13 Jun 2018
High-Dimensional Econometrics and Regularized GMM A. Belloni Victor Chernozhukov Denis Chetverikov Christian B. Hansen Kengo Kato 114 67 0 05 Jun 2018