Jinyuan Chang (常晋源)
Southwestern University of Finance and Economics
H-index: 16
Asia-China
Top articles of Jinyuan Chang (常晋源)
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Optimal covariance matrix estimation for high-dimensional noise in high-frequency data | Journal of Econometrics | Jinyuan Chang Qiao Hu Cheng Liu Cheng Yong Tang | 2022/9/16 |
Autoregressive networks with dependent edges | arXiv preprint arXiv:2404.15654 | Jinyuan Chang Qin Fang Eric D Kolaczyk Peter W MacDonald Qiwei Yao | 2024/4/24 |
Deep conditional generative learning: Model and error analysis | arXiv preprint arXiv:2402.01460 | Jinyuan Chang Zhao Ding Yuling Jiao Ruoxuan Li Jerry Zhijian Yang | 2024/2/2 |
Central limit theorems for high dimensional dependent data | Bernoulli | Jinyuan Chang Xiaohui Chen Mingcong Wu | 2024/2 |
Edge differentially private estimation in the -model via jittering and method of moments | arXiv preprint arXiv:2112.10151 | Jinyuan Chang Qiao Hu Eric D Kolaczyk Qiwei Yao Fengting Yi | 2021/12/19 |
An autocovariance-based learning framework for high-dimensional functional time series | Journal of Econometrics | Jinyuan Chang Cheng Chen Xinghao Qiao Qiwei Yao | 2024 |
Modelling matrix time series via a tensor CP-decomposition | Journal of the Royal Statistical Society Series B: Statistical Methodology | Jinyuan Chang Jing He Lin Yang Qiwei Yao | 2023 |
Testing the martingale difference hypothesis in high dimension | Journal of Econometrics | Jinyuan Chang Qing Jiang Xiaofeng Shao | 2023/8 |
Culling the herd of moments with penalized empirical likelihood | Journal of Business & Economic Statistics | Jinyuan Chang Zhentao Shi Jia Zhang | 2023/6 |
Statistical inferences for complex dependence of multimodal imaging data | Journal of the American Statistical Association | Jinyuan Chang Jing He Jian Kang Mingcong Wu | 2023/5/25 |
Efficiently handling constraints with metropolis-adjusted langevin algorithm | arXiv preprint arXiv:2302.11971 | Jinyuan Chang Cheng Yong Tang Yuanzheng Zhu | 2023/2/23 |
Statistical inference for high-dimensional spectral density matrix | arXiv preprint arXiv:2212.13686 | Jinyuan Chang Qing Jiang Tucker S McElroy Xiaofeng Shao | 2022/12/28 |
Testing for unit roots based on sample autocovariances | Biometrika | Jinyuan Chang Guanghui Cheng Qiwei Yao | 2022/5/25 |
Estimation of subgraph densities in noisy networks | Journal of the American Statistical Association | Jinyuan Chang Eric D Kolaczyk Qiwei Yao | 2022/1/2 |
High-dimensional empirical likelihood inference | Biometrika | Jinyuan Chang Song Xi Chen Cheng Yong Tang Tong Tong Wu | 2021/3/1 |
Package ‘HDTSA’ | Chen Lin Jinyuan Chang Qiwei Yao Maintainer Chen Lin | 2021/11/8 | |
Discussion of ‘Network cross-validation by edge sampling’ | Biometrika | Jinyuan Chang Eric D Kolaczyk Qiwei Yao | 2020/6/1 |
Co-Authors
