72 citations · 765 across the 35 of their papers we have counts for
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math.ST2020★ 19 cited
An autocovariance-based learning framework for high-dimensional functional time series
Jinyuan Chang, Cheng Chen, Xinghao Qiao +1
Many scientific and economic applications involve the statistical learning of high-dimensional functional time series, where the number of functional variables is comparable to, or…
stat.ME2020
Testing for unit roots based on sample autocovariances
Jinyuan Chang, Guanghui Cheng, Qiwei Yao
We propose a new unit-root test for a stationary null hypothesis against a unit-root alternative . Our approach is nonparametric as only assumes that the process c…