2 papers
econ.EM2024
Estimation of Integrated Volatility Functionals with Kernel Spot Volatility Estimators
José E. Figueroa-López, Jincheng Pang, Bei Wu
For a multidimensional Itô semimartingale, we consider the problem of estimating integrated volatility functionals. Jacod and Rosenbaum (2013) studied a plug-in type of estimator b…
stat.AP2023
Drug Supply Chain Optimization for Adaptive Clinical Trials
Jincheng Pang, Hong Yan, Zoe Hua
With increasing interest in adaptive clinical trial designs, challenges are present to drug supply chain management which may offset the benefit of adaptive designs. Thus, it is ne…