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Kim, Donggyu (김동규) O-8500-2017

Department
School of Management Engineering(경영공학부)
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1

Intelligent Initialization and Adaptive Thresholding for Iterative Matrix Completion: Some Statistical and Algorithmic Theory for Adaptive-Impute

Cho, Juhee; Kim, Donggyuresearcher; Rohe, Karl, JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS, v.28, no.2, pp.323 - 333, 2019-04

2

Structured volatility matrix estimation for non-synchronized high-frequency financial data

Fan, Jianqing; Kim, Donggyuresearcher, JOURNAL OF ECONOMETRICS, v.209, no.1, pp.61 - 78, 2019-03

3

Robust High-Dimensional Volatility Matrix Estimation for High-Frequency Factor Model

Fan, Jianqing; Kim, Donggyuresearcher, JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, v.113, no.523, pp.1268 - 1283, 2018-11

4

Large Volatility Matrix Estimation with Factor-Based Diffusion Model for High-Frequency Financial data

Kim, Donggyuresearcher; Liu, Yi; Wang, Yazhen, BERNOULLI, v.24, no.4B, pp.3657 - 3682, 2018-11

5

Adaptive Thresholding for Large Volatility Matrix Estimation Based on High-Frequency Financial Data

Kim, Donggyuresearcher; Kong, Xin-Bing; Li, Cui-Xia; et al, JOURNAL OF ECONOMETRICS, v.203, no.1, pp.69 - 79, 2018-03

6

Asymptotic Theory for Estimating the Singular Vectors and Values of a Partially-observed Low Rank Matrix with Noise

Cho, Juhee; Kim, Donggyuresearcher; Rohe, Karl, STATISTICA SINICA, v.27, pp.1921 - 1948, 2017-11

7

Hypothesis tests for large density matrices of quantum systems based on Pauli measurements

Kim, Donggyuresearcher; Wang, Yazhen, PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, v.469, pp.31 - 51, 2017-03

8

Sparse PCA-based on high-dimensional Ito processes with measurement errors

Kim, Donggyuresearcher; Wang, Yazhen, JOURNAL OF MULTIVARIATE ANALYSIS, v.152, pp.172 - 189, 2016-12

9

Asymptotic theory for large volatility matrix estimation based on high-frequency financial data

Kim, Donggyuresearcher; Wang, Yazhen; Zou, Jian, STOCHASTIC PROCESSES AND THEIR APPLICATIONS, v.126, no.11, pp.3527 - 3577, 2016-11

10

Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data

Kim, Donggyuresearcher; Wang, Yazhen, JOURNAL OF ECONOMETRICS, v.194, no.2, pp.220 - 230, 2016-10

11

Statistical Inference for Unified Garch-Ito Models with High-Frequency Financial Data

Kim, Donggyuresearcher, JOURNAL OF TIME SERIES ANALYSIS, v.37, no.4, pp.513 - 532, 2016-07

12

OPTIMAL LARGE-SCALE QUANTUM STATE TOMOGRAPHY WITH PAULI MEASUREMENTS

Cai, Tony; Kim, Donggyuresearcher; Wang, Yazhen; et al, ANNALS OF STATISTICS, v.44, no.2, pp.682 - 712, 2016-04

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