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07/03/2023
Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data
In this paper, we consider estimating spot/instantaneous volatility matr...
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02/05/2023
Estimating Time-Varying Networks for High-Dimensional Time Series
We explore time-varying networks for high-dimensional locally stationary...
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10/15/2022
Nonparametric Estimation of Mediation Effects with A General Treatment
To investigate causal mechanisms, causal mediation analysis decomposes t...
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03/04/2019
Multiscale clustering of nonparametric regression curves
In a wide range of modern applications, we observe a large number of tim...
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01/12/2018
