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Rate efficient estimation of realized Laplace transform of volatility with microstructure noise Journal article
SCANDINAVIAN JOURNAL OF STATISTICS, 2019,Volume: 46,Issue: 3,Page: 920-953
Authors:  Li Wang;  Zhi Liu;  Xiaochao Xia
Favorite | View/Download:18/0 | TC[WOS]:0 TC[Scopus]:2 | Submit date:2020/05/22
High-frequency Data  Stable Convergence  Laplace Transform Of Volatility  Microstructure Noise  Pre-averaging  
Rate efficient estimation of realized Laplace transform of volatility with microstructure noise Journal article
SCANDINAVIAN JOURNAL OF STATISTICS, 2019,Volume: 46,Issue: 3,Page: 920-953
Authors:  Li Wang;  Zhi Liu;  Xiaochao Xia
Favorite | View/Download:12/0 | TC[WOS]:0 TC[Scopus]:2 | Submit date:2020/06/03
High-frequency Data  Stable Convergence  Laplace Transform Of Volatility  Microstructure Noise  Pre-averaging  
A 550μW 20kHz BW 100.8DB SNDR Linear-Exponential Multi-Bit Incremental Converter with 256-cycles in 65NM CMOS Conference paper
IEEE Symposium on VLSI Circuits, Digest of Technical Papers
Authors:  Wang B.;  Sin S.-W.;  Seng-Pan U.;  Malobertr F.;  Martins R.P.
Favorite | View/Download:19/0 | TC[WOS]:0 TC[Scopus]:5 | Submit date:2019/02/11
Pre-averaging estimate of high dimensional integrated covariance matrix with noisy and asynchronous high-frequency data Journal article
RANDOM MATRICES-THEORY AND APPLICATIONS, 2018,Volume: 7,Issue: 3
Authors:  Liu, Zhi;  Xia, Xiaochao;  Zhou, Guoliang
Favorite | View/Download:16/0 | TC[WOS]:0 TC[Scopus]:1 | Submit date:2018/10/30
High-frequency Data  Volatility Estimation  Microstructure Noise  
Realized Laplace Transforms for Pure Jump Semi-martingales with Presence of Microstructure Noise Journal article
Soft Computing, 2018
Authors:  Li Wang;  Zhi Liu;  Xiaochao Xia
Favorite | View/Download:5/0 | TC[WOS]:0 TC[Scopus]:1 | Submit date:2019/06/10
High-frequency Data  Laplace Transform  Microstructure Noise  Pure Jump Processes  
Realized Laplace transforms for pure jump semimartingales with presence of microstructure noise Journal article
SOFT COMPUTING, 2018,Volume: 23,Issue: 14,Page: 5739-5752
Authors:  Li Wang;  Zhi Liu;  · Xiaochao Xi
Favorite | View/Download:5/0 | TC[WOS]:0 TC[Scopus]:1 | Submit date:2020/06/03
High-frequency Data  Laplace Transform  Microstructure Noise  Pure Jump Processes  
Fuzzy non-local image guided filter and averaging Conference paper
2017 International Conference on Fuzzy Theory and Its Applications, iFUZZY 2017
Authors:  Guo L.;  Chen L.;  Li T.;  Chen C.L.P.
Favorite | View/Download:7/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/02/13
fuzzy sets  Guided filter  non-local model and modified non-local weight  
Realized Laplace Transform of Volatility with Microstructure Noise Journal article
Scandinavian Journal of Statistics, 2018
Authors:  Li Wang;  Zhi Liu;  Xiaochao Xia
Favorite | View/Download:13/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/06/10
High-frequency Data  Stable Convergence  Laplace Transform Of Volatility  Microstructure Noise  Pre-averaging  
A 4.2-mW 77.1-dB SNDR 5-MHz BW DT 2-1 MASH Delta Sigma Modulator With Multirate Opamp Sharing Journal article
IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS I-REGULAR PAPERS, 2017,Volume: 64,Issue: 10,Page: 2641-2654
Authors:  Liang Qi;  Sai-Weng Sin;  Seng-Pan, U.;  Franco Maloberti;  Rui Paulo Martins
Favorite | View/Download:30/0 | TC[WOS]:12 TC[Scopus]:11 | Submit date:2018/10/30
Analog-to-digital Converter (Adc)  Discrete-time (Dt) Delta Sigma (Delta Sigma) Modulator  Multi-stage Noise Shaping (Mash)  Wideband  Power-efficient  Opamp Sharing  Multirate  Successive Approximation Register (Sar) Quantizer  
Fuzzy Non-local Image Guided Filter and Averaging Conference paper
Authors:  Guo, Li;  Chen, Long;  Li, Tianjun;  Chen, C. L. Philip;  IEEE
Favorite | View/Download:9/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2018/10/30
Guided filter  fuzzy sets  non-local model and modified non-local weight