1 citations · 1 across the 2 of their papers we have counts for
2 papers
stat.ME2021★ 1 cited
Score test for missing at random or not
Hairu Wang, Zhiping Lu, Yukun Liu
Missing data are frequently encountered in various disciplines and can be divided into three categories: missing completely at random (MCAR), missing at random (MAR) and missing no…
stat.ME2019
Volatility Analysis with Realized GARCH-Ito Models
Xinyu Song, Donggyu Kim, Huiling Yuan +4
This paper introduces a unified approach for modeling high-frequency financial data that can accommodate both the continuous-time jump-diffusion and discrete-time realized GARCH mo…