5 papers
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…
Time Series Gaussian Chain Graph Models
Qin Fang, Xinghao Qiao, Zihan Wang
Time series graphical models have recently received considerable attention for characterizing (conditional) dependence structures in multivariate time series. In many applications,…
On Robust Empirical Likelihood for Nonparametric Regression with Application to Regression Discontinuity Designs
Qin Fang, Shaojun Guo, Yang Hong +1
Empirical likelihood serves as a powerful tool for constructing confidence intervals in nonparametric regression and regression discontinuity designs (RDD). The original empirical…
Large-scale Multiple Testing of Cross-covariance Functions with Applications to Functional Network Models
Qin Fang, Qing Jiang, Xinghao Qiao
The estimation of functional networks through functional covariance and graphical models have recently attracted increasing attention in settings with high dimensional functional d…
On the modelling and prediction of high-dimensional functional time series
Jinyuan Chang, Qin Fang, Xinghao Qiao +1
We propose a two-step procedure to model and predict high-dimensional functional time series, where the number of function-valued time series is large in relation to the length…