3 papers
stat.ME2026
An efficient method of posterior sampling for Poisson INGARCH models
Yixuan Fan, Zhengwei Liu, Fukang Zhu
We develop an efficient posterior sampling scheme for the Poisson INGARCH models. The proposed method is based on the approximation of the posterior density that exploits the Poiss…
math.ST2024
Testing mean and variance by e-processes
Yixuan Fan, Zhanyi Jiao, Ruodu Wang
We address the problem of testing conditional mean and conditional variance for non-stationary data. We build e-values and p-values for four types of non-parametric composite hypot…
math.ST2024
Bivariate first-order random coefficient integer-valued autoregressive processes based on modified negative binomial operator
Yixuan Fan, Dehui Wang
In this paper, a new bivariate random coefficient integer-valued autoregressive process based on modified negative binomial operator with dependent innovations is proposed. Basic p…