1 citations · 1 across the 1 of their papers we have counts for
2 papers
math.ST2026
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…
stat.CO2024★ 1 cited
HDTSA: An R package for high-dimensional time series analysis
Jinyuan Chang, Jing He, Chen Lin +1
High-dimensional time series analysis has become increasingly important in fields such as finance, economics, and biology. The two primary tasks for high-dimensional time series an…