日期 | 时间 | 会场 | Session | 角色 | 讲题 |
---|---|---|---|---|---|
2024-07-14 | 14:00-14:25 | A306 |
Invited Session IS084: Statistical Modeling and Inference of High-Dimensional Complex Data (高维复杂数据的统计建模与推断) |
讲者 | High-Dimensional Covariance Matrix Estimation under Dynamic Volatility Models: Asymptotics and Shrinkage Estimation |