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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：20/0 | TC[WOS]:2 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：13/0 | TC[WOS]:2 TC[Scopus]:2 | Submit date：2020/06/03
High-frequency Data Stable Convergence Laplace Transform Of Volatility Microstructure Noise Pre-averaging |
| Laplace transform: a new approach in solving linear quaternion differential equations Journal article
MATHEMATICAL METHODS IN THE APPLIED SCIENCES, 2018,Volume: 41,Issue: 11,Page: 4033-4048
Authors: Cai, Zhen-Feng; Kou, Kit Ian
Favorite | View/Download：34/0 | TC[WOS]:8 TC[Scopus]:8 | Submit date：2018/10/30
Quaternion Quaternion Differential Equations Initial Value Problems Laplace Transform |
| 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：7/0 | TC[WOS]:1 TC[Scopus]:1 | Submit date：2020/06/03
High-frequency Data Laplace Transform Microstructure Noise Pure Jump Processes |
| 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：14/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date：2019/06/10
High-frequency Data Stable Convergence Laplace Transform Of Volatility Microstructure Noise Pre-averaging |
| Fast Laplace Transform Methods for Free-Boundary Problems of Fractional Diffusion Equations Journal article
Journal of Scientific Computing, 2018,Volume: 74,Issue: 1,Page: 49-69
Authors: Zhou,Zhiqiang; Ma,Jingtang; Sun,Hai wei
Favorite | View/Download：10/0 | TC[WOS]:8 TC[Scopus]:8 | Submit date：2019/05/27
American Option Pricing Fractional Diffusion Equations Free-boundary Problems Hyperbola Contour Integral Laplace Transform Methods Toeplitz Matrix |
| Backward shift invariant subspaces with applications to band preserving and phase retrieval problems Journal article
Mathematical Methods in the Applied Sciences, 2016,Volume: 39,Issue: 6,Page: 1591-1598
Authors: Tao Qian; Lihui Tan
Favorite | View/Download：16/0 | TC[WOS]:5 TC[Scopus]:7 | Submit date：2019/02/11
Backward Shift Invariant Subspace Band Preserving Laplace Transform Phase Retrieval |
| Analysis of outage and throughput for opportunistic cooperative HARQ systems over time correlated fading channels Conference paper
IEEE Vehicular Technology Conference, Vancouver, CANADA, SEP 14-17, 2014
Authors: Yang X.; Ding H.; Shi Z.; Ma S.; Pan S.
Favorite | View/Download：12/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date：2019/02/14 |
