Estimation for high-frequency data under parametric market microstructure noise Simon ClinetYoann Potiron OriginalPaper 16 September 2020 Pages: 649 - 669
On localization of source by hidden Gaussian processes with small noise Yury A. Kutoyants OriginalPaper 09 September 2020 Pages: 671 - 702
Robust high-dimensional regression for data with anomalous responses Mingyang RenSanguo ZhangQingzhao Zhang OriginalPaper 30 September 2020 Pages: 703 - 736
Determining the number of canonical correlation pairs for high-dimensional vectors Jiasen ZhengLixing Zhu OriginalPaper 12 February 2021 Pages: 737 - 756
Gaussian graphical models with toric vanishing ideals Pratik MisraSeth Sullivant OriginalPaper 02 November 2020 Pages: 757 - 785
High-dimensional sign-constrained feature selection and grouping Shanshan QinHao DingFeng Liu OriginalPaper 12 October 2020 Pages: 787 - 819
Robust test for structural instability in dynamic factor models Byungsoo KimJunmo SongChangryong Baek OriginalPaper 02 January 2021 Pages: 821 - 853