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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 |
