72 citations · 765 across the 35 of their papers we have counts for
4 papers · 1 filter
An adaptive -type test for high-dimensional white noise
Jinyuan Chang, Jing He, Weiming Li +1
We propose a new -type test for white noise which allows the dimension of the time series to either (i) be a fixed constant, or (ii) diverge with the sample size . The…
Testing for functional white noise in high dimensions
Jinyuan Chang, Qing Jiang, Xinghao Qiao +1
White noise testing is a fundamental problem in time series analysis. Yet it remains largely unsolved for high-dimensional functional time series, despite the growing attention thi…
CP-factorization for high dimensional tensor time series and double projection iterations
Jinyuan Chang, Guanglin Huang, Qiwei Yao +1
We adopt the canonical polyadic (CP) decomposition to model high-dimensional tensor time series. Our primary goal is to identify and estimate the factor loadings in the CP decompos…
Adapting to noise tails in private linear regression
Jinyuan Chang, Lin Yang, Mengyue Zha +1
While the traditional goal of statistics is to infer population parameters, modern practice increasingly demands protection of individual privacy. One way to address this need is t…