41 citations · 41 across the 2 of their papers we have counts for
2 papers
stat.ME2026
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…
stat.ME2021★ 41 cited
Modelling matrix time series via a tensor CP-decomposition
Jinyuan Chang, Jing He, Lin Yang +1
We consider to model matrix time series based on a tensor CP-decomposition. Instead of using an iterative algorithm which is the standard practice for estimating CP-decompositions,…