Wang, Yazhen - Department of Statistics, University of Wisconsin at Madison

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Wang, Yazhen - Department of Statistics, University of Wisconsin at Madison

Quantum Monte Carlo Simulation Yazhen Wang
ChangePoints via Wavelets for Indirect Yazhen Wang
SelfSimilarity Index Estimation via Wavelets for Locally SelfSimilar Processes
Small Ball Problem via Wavelets for Gaussian Yazhen Wang *
Convergence Speed of GARCH Option Price to Diffusion Option Price
Asymptotic Nonequivalence of GARCH Models and Yazhen Wang
On the Statistical Equivalence at Suitable Frequencies of GARCH and Stochastic Volatility Models with the
ASYMPTOTIC EXPANSIONS OF THE LIKELIHOOD RATIO TEST STATISTIC WITH
Jump and sharp cusp detection by BY YAZHEN WANG
Minimax Estimation via Wavelets for Indirect LongMemory Data
A Likelihood Ratio Test Against Stochastic Ordering in Several Populations
CHANGE CURVE ESTIMATION BY Yazhen Wang *
Quantum Computation and Quantum Simulation Yazhen Wang
Quantum Gaussian Processes Yazhen Wang
Locally Self-Similar Processes and Their Wavelet Analysis
Fractal Function Estimation via Wavelet Shrinkage Yazhen Wang
Vast Volatility Matrix Estimation for High-Frequency Financial Data
September 22, 2005 15:51 WSPC/Trim Size: 9in x 6in for Review Volume Wangreview Selective Review on Wavelets in Statistics
Large Volatility Matrix Inference via Combining Low-Frequency and High-Frequency Approaches
Fast Convergence Rates in Estimating Large Volatility Matrices Using High-Frequency Financial Data
Function Estimation via Wavelet Shrinkage for LongMemory Data
The Annals of Statistics 2011, Vol. 39, No. 2, 12411265
Spot Volatility Estimation for High-Frequency Data Jianqing Fan
IMS Collections Volume Title
Optimal Volatility Matrix Estimation for High Dimensional Diffusions With Noise Contamination
Asymptotic Nonequivalence of GARCH Models and Yazhen Wang
Technical Report as Supplemental Material: Multi-scale Jump and Volatility Analysis for