14 citations · 14 across the 6 of their papers we have counts for
4 papers · 1 filter
Diagnostic Checking for Wasserstein Autoregression
Chenxiao Dai, Feiyu Jiang, Dong Li +1
Wasserstein autoregression provides a robust framework for modeling serial dependence among probability distributions, with wide-ranging applications in economics, finance, and cli…
Model-free Change-point Detection using AUC of a Classifier
Rohit Kanrar, Feiyu Jiang, Zhanrui Cai
In contemporary data analysis, it is increasingly common to work with non-stationary complex data sets. These data sets typically extend beyond the classical low-dimensional Euclid…
Two-Sample and Change-Point Inference for Non-Euclidean Valued Time Series
Feiyu Jiang, Changbo Zhu, Xiaofeng Shao
Data objects taking value in a general metric space have become increasingly common in modern data analysis. In this paper, we study two important statistical inference problems, n…
Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model
Feiyu Jiang, Dong Li, Ke Zhu
This paper considers a semiparametric generalized autoregressive conditional heteroskedasticity (S-GARCH) model. For this model, we first estimate the time-varying long run compone…