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…
math.ST2025
Statistical inference for high-dimensional spectral density matrix
Jinyuan Chang, Qing Jiang, Tucker S. McElroy +1
The spectral density matrix is a fundamental object of interest in time series analysis, and it encodes both contemporary and dynamic linear relationships between component process…