research
∙
06/03/2023
Online Bootstrap Inference with Nonconvex Stochastic Gradient Descent Estimator
In this paper, we investigate the theoretical properties of stochastic g...
share
research
∙
12/01/2021
Conditional Randomization Rank Test
We propose a new method named the Conditional Randomization Rank Test (C...
research
∙
09/11/2019
Bayesian Inference on Volatility in the Presence of Infinite Jump Activity and Microstructure Noise
Volatility estimation based on high-frequency data is key to accurately ...
research
∙
08/23/2018
