72 citations · 765 across the 35 of their papers we have counts for
4 papers · 1 filter
Optimal covariance matrix estimation for high-dimensional noise in high-frequency data
Jinyuan Chang, Qiao Hu, Cheng Liu +1
We consider high-dimensional measurement errors with high-frequency data. Our objective is on recovering the high-dimensional cross-sectional covariance matrix of the random errors…
High-dimensional empirical likelihood inference
Jinyuan Chang, Song Xi Chen, Cheng Yong Tang +1
High-dimensional statistical inference with general estimating equations are challenging and remain less explored. In this paper, we study two problems in the area: confidence set…
Estimation of subgraph density in noisy networks
Jinyuan Chang, Eric D. Kolaczyk, Qiwei Yao
While it is common practice in applied network analysis to report various standard network summary statistics, these numbers are rarely accompanied by uncertainty quantification. Y…
A frequency domain analysis of the error distribution from noisy high-frequency data
Jinyuan Chang, Aurore Delaigle, Peter Hall +1
Data observed at high sampling frequency are typically assumed to be an additive composite of a relatively slow-varying continuous-time component, a latent stochastic process or a…