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20222026
most citedAsymptotic Independence of the Quadratic form and Maximum of Independent Random Variables with Applications to High-Dimensional Tests

2 citations · 2 across the 4 of their papers we have counts for

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math.ST2026

Glivenko--Cantelli Theorems for Integrated Volatility Functionals in Pure-Jump Semimartingales with an Application to Cryptocurrency Markets

Dachuan Chen, Jia Li, Tian Xie +1

We develop a two-step procedure for estimating integrated volatility functionals, defined through the occupation measure of the latent spot volatility process, when the asset price…

math.ST2023

Spatial-sign based High Dimensional White Noises Test

Ping Zhao, Dachuan Chen, Zhaojun Wang

A spatial-sign based test procedure is proposed for high dimensional white noise test in this paper. We establish the limit null distribution and give the asymptotical relative eff…

math.ST2022

Rank Based Tests for High Dimensional White Noise

Dachuan Chen, Fengyi Song, Long Feng

The development of high-dimensional white noise test is important in both statistical theories and applications, where the dimension of the time series can be comparable to or exce…