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Minjing Tao

3 papers hereh-index 4235 citations7 works total

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author position
  • first author1
  • middle author1
  • last author1

Across the 3 of 3 papers where every author was matched, so the position is known.

fields
  • math.ST1
  • q-fin.ST1
  • stat.AP1
same name
  • Minjing Tao — 1 paper, h 2

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

most citedOptimal sparse volatility matrix estimation for high-dimensional Itô processes with measurement errors

68 citations · 72 across the 3 of their papers we have counts for

collaborators
Showing math.STShow all

1 paper · 1 filter

math.ST2013★ 68 cited

Optimal sparse volatility matrix estimation for high-dimensional Itô processes with measurement errors

Minjing Tao, Yazhen Wang, Harrison H. Zhou

Stochastic processes are often used to model complex scientific problems in fields ranging from biology and finance to engineering and physical science. This paper investigates rat…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.