49 citations · 78 across the 17 of their papers we have counts for
17 papers
High-dimensional covariance matrices under dynamic volatility models: asymptotics and shrinkage estimation
Yi Ding, Xinghua Zheng
We study the estimation of the high-dimensional covariance matrix andits eigenvalues under dynamic volatility models. Data under such modelshave nonlinear dependency both cross-sec…
Supercritical Spatial SIR Epidemics: Spreading Speed and Herd Immunity
Xinghua Zheng, Qingsan Zhu
We study supercritical spatial SIR epidemics on , where each site in represents a village and stands for the village size.…
On the Maximal Displacement of Near-critical Branching Random Walks
Eyal Neuman, Xinghua Zheng
We consider a branching random walk on started by particles at the origin, where each particle disperses according to a mean-zero random walk with bounded support…
Testing High-dimensional Covariance Matrices under the Elliptical Distribution and Beyond
Xinxin Yang, Xinghua Zheng, Jiaqi Chen
We develop tests for high-dimensional covariance matrices under a generalized elliptical model. Our tests are based on a central limit theorem (CLT) for linear spectral statistics…
On the inference about the spectral distribution of high-dimensional covariance matrix based on high-frequency noisy observations
Ningning Xia, Xinghua Zheng
In practice, observations are often contaminated by noise, making the resulting sample covariance matrix a signal-plus-noise sample covariance matrix. Aiming to make inferences abo…
On the Maximal Displacement of Subcritical Branching Random Walks
Eyal Neuman, Xinghua Zheng
We study the maximal displacement of a one dimensional subcritical branching random walk initiated by a single particle at the origin. For each let be the…