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Total-Effect Test is Superfluous for Establishing Complementary Mediation Journal article
Statistica Sinica, 2020
Authors:  Yingkai Jiang;  Xinshu Zhao;  Lixing Zhu;  Jun S. Liu;  Ke Deng
View | Adobe PDF | Favorite | View/Download:342/36 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2020/05/11
Complementary Mediation  Hypothesis Testing  Linear Model  Mediation Analysis  Total-effect Test  
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:14/0 | TC[WOS]:0 TC[Scopus]:0 | 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:8/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2020/06/03
High-frequency Data  Stable Convergence  Laplace Transform Of Volatility  Microstructure Noise  Pre-averaging  
Generalized sampling expansions associated with quaternion Fourier transform Journal article
MATHEMATICAL METHODS IN THE APPLIED SCIENCES, 2018,Volume: 41,Issue: 11,Page: 4021-4032
Authors:  Cheng, Dong;  Kou, Kit Ian
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Quaternion-valued Signals  Quaternion Fourier Transform  Quaternion Linear Canonical Transform  Generalized Sampling Expansions  Generalized Translation  Convolution Theorem  
Generalized sampling expansions associated with quaternion Fourier transform Conference paper
Mathematical Methods in the Applied Sciences
Authors:  Cheng D.;  Kou K.I.
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convolution theorem  generalized sampling expansions  generalized translation  quaternion Fourier transform  quaternion linear canonical transform  Quaternion-valued signals  
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:9/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/06/10
High-frequency Data  Stable Convergence  Laplace Transform Of Volatility  Microstructure Noise  Pre-averaging  
Novel Sampling Formulas Associated with Quaternionic Prolate Spheroidal Wave functions Journal article
ADVANCES IN APPLIED CLIFFORD ALGEBRAS, 2017,Volume: 27,Issue: 4,Page: 2961-2983
Authors:  Cheng, Dong;  Kou, Kit Ian
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Spectral Theorem  Prolate Spheroidal Wave Function  Quaternion Reproducing-kernel Hilbert Spaces  Quaternion Fourier Transform  Whittaker-shannon-kotel'nikov Sampling Formula  
On integrated volatility of Itô semimartingales when sampling times are endogenous Journal article
Communications in Statistics - Theory and Methods, 2014,Volume: 43,Issue: 24,Page: 5263-5275
Authors:  Li C.-X.;  Chen J.-Y.;  Liu Z.;  Jing B.-Y.
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Central Limit Theorem  Endogeneity  High Frequency Data  Ito  Jumps  Semimartingale  
Characteristics analysis of wavelet coefficients and its applications in image compression Journal article
International Journal of Wavelets, Multiresolution and Information Processing, 2014,Volume: 12,Issue: 3
Authors:  Fangnian Lang;  Jiliu Zhou;  Yuan Yan Tang;  Hongnian Yu;  Shuang Cang;  Zhaowei Shang
Favorite | View/Download:15/0 | TC[WOS]:2 TC[Scopus]:0 | Submit date:2019/02/11
Jpeg2000  Sampling Theorem  Wavelet Basis  Wavelet Coefficient  Wavelet Reproducing Kernel Function  
Sampling error analysis and some properties of non-bandlimited signals that are reconstructed by generalized sinc functions Journal article
Applicable Analysis, 2014,Volume: 93,Issue: 2,Page: 305-315
Authors:  Li Y.;  Chen Q.;  Qian T.;  Wang Y.
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Generalized Sinc Function  Noisy Error  Non-bandlimited Signal  Reproducing Property  Sampling Theorem  Sobolev Smoothness  Truncated Error