52 citations · 95 across the 2 of their papers we have counts for
2 papers
stat.ME2016★ 52 cited
Testing for high-dimensional white noise using maximum cross-correlations
Jinyuan Chang, Qiwei Yao, Wen Zhou
We propose a new omnibus test for vector white noise using the maximum absolute auto-correlations and cross-correlations of the component series. Based on the newly established app…
math.ST2012★ 43 cited
On the approximate maximum likelihood estimation for diffusion processes
Jinyuan Chang, Song Xi Chen
The transition density of a diffusion process does not admit an explicit expression in general, which prevents the full maximum likelihood estimation (MLE) based on discretely obse…