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Mixed-normal limit theorems for multiple Skorohod integrals in high-dimensions, with application to realized covariance
13 June 2018
Yuta Koike
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Papers citing
"Mixed-normal limit theorems for multiple Skorohod integrals in high-dimensions, with application to realized covariance"
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Title
High-dimensional Data Bootstrap
Victor Chernozhukov
Denis Chetverikov
Kengo Kato
Yuta Koike
87
32
0
19 May 2022
High-dimensional central limit theorems for homogeneous sums
Yuta Koike
59
16
0
11 Feb 2019
1