1 citations · 1 across the 2 of their papers we have counts for
2 papers
stat.ME2019
Non-Parametric Estimation of Spot Covariance Matrix with High-Frequency Data
Konul Mustafayeva, Weining Wang
Estimating spot covariance is an important issue to study, especially with the increasing availability of high-frequency financial data. We study the estimation of spot covariance…
math.ST2012★ 1 cited
Local Quantile Regression
Vladimir Spokoiny, Weining Wang, Wolfgang Karl Härdle
Quantile regression is a technique to estimate conditional quantile curves. It provides a comprehensive picture of a response contingent on explanatory variables. In a flexible mod…