Items where Author is "Chang, Jinyuan"

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Article

Confidence regions for entries of a large precision matrix. Chang, Jinyuan and Qiu, Yumou and Yao, Qiwei and Zou, Tao

Edge differentially private estimation in the β-model via jittering and method of moments. Chang, Jinyuan and Hu, Qiao and Kolaczyk, Eric D. and Yao, Qiwei and Yi, Fengting picture_as_pdf

Estimation of subgraph densities in noisy networks. Chang, Jinyuan and Kolaczyk, Eric D. and Yao, Qiwei picture_as_pdf

High dimensional stochastic regression with latent factors, endogeneity and nonlinearity. Chang, Jinyuan and Guo, Bin and Yao, Qiwei

Modelling matrix time series via a tensor CP-decomposition. Chang, Jinyuan and Zhang, Henry and Yang, Lin and Yao, Qiwei picture_as_pdf

On the Modeling and Prediction of High-Dimensional Functional Time Series. Chang, Jinyuan and Fang, Qin and Qiao, Xinghao and Yao, Qiwei picture_as_pdf

Principal component analysis for second-order stationary vector time series. Chang, Jinyuan and Guo, Bin and Yao, Qiwei

Testing for high-dimensional white noise using maximum cross-correlations. Chang, Jinyuan and Yao, Qiwei and Zhou, Wen

Testing for unit roots based on sample autocovariances. Chang, Jinyuan and Cheng, Guanghui and Yao, Qiwei picture_as_pdf

An autocovariance-based learning framework for high-dimensional functional time series. Chang, Jinyuan and Chen, Cheng and Qiao, Xinghao and Yao, Qiwei picture_as_pdf