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Chang, Jinyuan, Hu, Qiao, Kolaczyk, Eric D., Yao, Qiwei 
ORCID: 0000-0003-2065-8486 and Yi, Fengting
(2024)
Edge differentially private estimation in the β-model via jittering and method of moments.
Annals of Statistics.
ISSN 0090-5364
(In Press)
Chang, Jinyuan, Zhang, Henry, Yang, Lin and Yao, Qiwei ORCID: 0000-0003-2065-8486
(2023)
Modelling matrix time series via a tensor CP-decomposition.
Journal of the Royal Statistical Society. Series B: Statistical Methodology, 85 (1).
127 – 148.
ISSN 1369-7412
Chang, Jinyuan, Chen, Cheng, Qiao, Xinghao ORCID: 0000-0002-6546-6595 and Yao, Qiwei ORCID: 0000-0003-2065-8486
(2023)
An autocovariance-based learning framework for high-dimensional functional time series.
Journal of Econometrics.
ISSN 0304-4076
Chang, Jinyuan, Cheng, Guanghui and Yao, Qiwei ORCID: 0000-0003-2065-8486
(2022)
Testing for unit roots based on sample autocovariances.
Biometrika, 109 (2).
543 - 550.
ISSN 0006-3444
Chang, Jinyuan, Kolaczyk, Eric D. and Yao, Qiwei ORCID: 0000-0003-2065-8486
(2022)
Estimation of subgraph densities in noisy networks.
Journal of the American Statistical Association, 117 (537).
361 - 374.
ISSN 0162-1459
Chang, Jinyuan, Guo, Bin and Yao, Qiwei ORCID: 0000-0003-2065-8486
(2018)
Principal component analysis for second-order stationary vector time series.
Annals of Statistics, 46 (5).
pp. 2094-2124.
ISSN 0090-5364
Chang, Jinyuan, Qiu, Yumou, Yao, Qiwei ORCID: 0000-0003-2065-8486 and Zou, Tao
(2018)
Confidence regions for entries of a large precision matrix.
Journal of Econometrics, 206 (1).
pp. 57-82.
ISSN 0304-4076
Chang, Jinyuan, Yao, Qiwei ORCID: 0000-0003-2065-8486 and Zhou, Wen
(2017)
Testing for high-dimensional white noise using maximum cross-correlations.
Biometrika, 104 (1).
111 - 127.
ISSN 0006-3444
Chang, Jinyuan, Guo, Bin and Yao, Qiwei ORCID: 0000-0003-2065-8486
(2015)
High dimensional stochastic regression with latent factors, endogeneity and nonlinearity.
Journal of Econometrics, 189 (2).
pp. 297-312.
ISSN 0304-4076
