output
20082026
most citedFramelet Representation of Tensor Nuclear Norm for Third-Order Tensor Completion

185 citations

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Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

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Showing 2018 · math.STShow all

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math.ST2018★ 14 cited

Optimal covariance matrix estimation for high-dimensional noise in high-frequency data

Jinyuan Chang, Qiao Hu, Cheng Liu +1

We consider high-dimensional measurement errors with high-frequency data. Our objective is on recovering the high-dimensional cross-sectional covariance matrix of the random errors…

math.ST2018★ 7 cited

A frequency domain analysis of the error distribution from noisy high-frequency data

Jinyuan Chang, Aurore Delaigle, Peter Hall +1

Data observed at high sampling frequency are typically assumed to be an additive composite of a relatively slow-varying continuous-time component, a latent stochastic process or a…