18 citations · 25 across the 6 of their papers we have counts for
6 papers
Sum-of-Max Partition under a Knapsack Constraint
Kai Jin, Danna Zhang, Canhui Zhang
Sequence partition problems arise in many fields, such as sequential data analysis, information transmission, and parallel computing. In this paper, we study the following partitio…
High-dimensional Simultaneous Inference on Non-Gaussian VAR Model via De-biased Estimator
Linbo Liu, Danna Zhang
Simultaneous inference for high-dimensional non-Gaussian time series is always considered to be a challenging problem. Such tasks require not only robust estimation of the coeffici…
A Bernstein-type Inequality for High Dimensional Linear Processes with Applications to Robust Estimation of Time Series Regressions
Linbo Liu, Danna Zhang
Time series regression models are commonly used in time series analysis. However, in modern real-world applications, serially correlated data with an ultra-high dimension and fat t…
Gaussian Approximation for High Dimensional Time Series
Danna Zhang, Wei Biao Wu
We consider the problem of approximating sums of high-dimensional stationary time series by Gaussian vectors, using the framework of functional dependence measure. The validity of…
Asymptotics for High-Dimensional Data
Mengyu Xu, Danna Zhang, Wei Biao Wu
We develop an asymptotic theory for norms of sample mean vectors of high-dimensional data. An invariance principle for the norms is derived under conditions that involv…
Asymptotic inferences for an AR(1) model with a change point: stationary and nearly non-stationary cases
Pang Tianxiao, Zhang Danna, Chong Terence Tai-Leung
This paper examines the asymptotic inference for AR(1) models with a possible structural break in the AR parameter near the unity at an unknown time . Consider the model…