Feiyu Jiang

Available identifiers

Publication	Date of Publication	Type
Testing serial independence of object-valued time series	2024-11-13	Paper
Two-sample and change-point inference for non-Euclidean valued time series	2024-03-25	Paper
Testing and Modelling for the Structural Change in Covariance Matrix Time Series With Multiplicative Form	2023-11-09	Paper
Segmenting Time Series via Self-Normalisation	2023-05-17	Paper
Modelling the COVID-19 Infection Trajectory: A Piecewise Linear Quantile Trend Model	2023-05-17	Paper
Time series analysis of COVID-19 infection curve: a change-point perspective	2022-12-14	Paper
Robust inference for change points in high dimension	2022-12-06	Paper
Time series models for realized covariance matrices based on the matrix-F distribution	2022-03-30	Paper
Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model	2021-10-26	Paper
A note on portmanteau tests for conditional heteroscedastistic models	2020-07-07	Paper
Non-standard inference for augmented double autoregressive models with null volatility coefficients	2020-02-17	Paper

This page was built for person: Feiyu Jiang