Feiyu Jiang

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Model-free change-point detection using AUC of a classifier Journal of Machine Learning Research (JMLR)	2025-12-09	Paper
Matrix GARCH Model: Inference and Application Journal of the American Statistical Association	2025-10-28	Paper
Estimation for conditional moment models based on martingale difference divergence Journal of Time Series Analysis	2025-07-09	Paper
Jiang, Zhao and Shao's reply to the discussion of ``The first discussion meeting on statistical aspects of the COVID-19 pandemic'' Journal of the Royal Statistical Society. Series A. Statistics in Society	2025-04-04	Paper
Testing serial independence of object-valued time series Biometrika	2024-11-13	Paper
Two-sample and change-point inference for non-Euclidean valued time series Electronic Journal of Statistics	2024-03-25	Paper
Two-sample and change-point inference for non-Euclidean valued time series Electronic Journal of Statistics	2024-03-25	Paper
Testing and Modelling for the Structural Change in Covariance Matrix Time Series With Multiplicative Form STATISTICA SINICA	2023-11-09	Paper
Modelling the COVID-19 Infection Trajectory: A Piecewise Linear Quantile Trend Model Journal of the Royal Statistical Society Series B: Statistical Methodology	2023-05-17	Paper
Segmenting Time Series via Self-Normalisation Journal of the Royal Statistical Society Series B: Statistical Methodology	2023-05-17	Paper
Time series analysis of COVID-19 infection curve: a change-point perspective Journal of Econometrics	2022-12-14	Paper
Robust inference for change points in high dimension Journal of Multivariate Analysis	2022-12-06	Paper
Time series models for realized covariance matrices based on the matrix-F distribution STATISTICA SINICA	2022-03-30	Paper
Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model Journal of Econometrics	2021-10-26	Paper
A note on portmanteau tests for conditional heteroscedastistic models Economics Letters	2020-07-07	Paper
Non-standard inference for augmented double autoregressive models with null volatility coefficients Journal of Econometrics	2020-02-17	Paper

Research outcomes over time

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