Items where Author is "Chang, Jinyuan"

Article

Chang, Jinyuan, Fang, Qin, Qiao, Xinghao ORCID: 0000-0002-6546-6595 and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2024) On the Modeling and Prediction of High-Dimensional Functional Time Series. Journal of the American Statistical Association. pp. 1-15. ISSN 0162-1459

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, 52 (2). 708 - 728. ISSN 0090-5364

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, 239 (2). ISSN 0304-4076

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, 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