activity
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

collaborators
Showing 2026Show all

1 paper · 1 filter

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…