14 citations · 18 across the 14 of their papers we have counts for
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econ.EM2024
Estimation for conditional moment models based on martingale difference divergence
Kunyang Song, Feiyu Jiang, Ke Zhu
We provide a new estimation method for conditional moment models via the martingale difference divergence (MDD).Our MDD-based estimation method is formed in the framework of a cont…
stat.CO2024
SNSeg: An R Package for Time Series Segmentation via Self-Normalization
Shubo Sun, Zifeng Zhao, Feiyu Jiang +1
Time series segmentation aims to identify potential change-points in a sequence of temporally dependent data, so that the original sequence can be partitioned into several homogene…
stat.ME2024
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…