14 citations · 18 across the 14 of their papers we have counts for
4 papers · 1 filter
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…
Matrix GARCH Model: Inference and Application
Cheng Yu, Dong Li, Feiyu Jiang +1
Matrix-variate time series data are largely available in applications. However, no attempt has been made to study their conditional heteroskedasticity that is often observed in eco…
High-Dimensional Dynamic Pricing under Non-Stationarity: Learning and Earning with Change-Point Detection
Zifeng Zhao, Feiyu Jiang, Yi Yu +1
We consider a high-dimensional dynamic pricing problem under non-stationarity, where a firm sells products to sequentially arriving consumers that behave according to an unknow…
Testing Serial Independence of Object-Valued Time Series
Feiyu Jiang, Hanjia Gao, Xiaofeng Shao
We propose a novel method for testing serial independence of object-valued time series in metric spaces, which is more general than Euclidean or Hilbert spaces. The proposed method…