Time series analysis of COVID-19 infection curve: A change-point perspective F Jiang, Z Zhao, X Shao
Journal of Econometrics 232 (1), 1-17, 2023
90 2023 Modeling the COVID-19 infection trajectory: a piecewise linear quantile trend model F Jiang, Z Zhao, X Shao
Journal of the Royal Statistical Society Series B (Statistical Methodology …, 2022
28 2022 Segmenting Time Series via Self-Normalization Z Zhao, F Jiang, X Shao
Journal of the Royal Statistical Society Series B (Statistical Methodology …, 2022
19 2022 Time series models for realized covariance matrices based on the matrix-F distribution J Zhou, F Jiang, K Zhu, WK Li
Statistica Sinica 32, 755-786, 2022
17 2022 Non-standard inference for augmented double autoregressive models with null volatility coefficients F Jiang, D Li, K Zhu
Journal of Econometrics 215 (1), 165-183, 2020
17 2020 Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model F Jiang, D Li, K Zhu
Journal of Econometrics 224 (2), 306-329, 2021
10 2021 Robust inference for change points in high dimension F Jiang, R Wang, X Shao
Journal of Multivariate Analysis 193, 105114, 2023
6 2023 Two-Sample and Change-Point Inference for Non-Euclidean Valued Time Series F Jiang, C Zhu, X Shao
Electronic Journal of Statistics, 2024
5 2024 High-dimensional dynamic pricing under non-stationarity: Learning and earning with change-point detection Z Zhao, F Jiang, Y Yu, X Chen
arXiv preprint arXiv:2303.07570, 2023
4 2023 Matrix GARCH model: Inference and application C Yu, D Li, F Jiang, K Zhu
Journal of the American Statistical Association, 1-31, 2024
2 2024 Testing serial independence of object-valued time series F Jiang, H Gao, X Shao
Biometrika 111 (3), 925–944, 2024
2 2024 Testing and modelling for the structural change in covariance matrix time series with multiplicative form F Jiang, D Li, WK Li, K Zhu
Statistica Sinica 33 (2), 787-818, 2023
2 2023 A Consistent ICM-based F Jiang, ES Tsyawo
arXiv preprint arXiv:2208.13370, 2022
2 2022 Contextual Dynamic Pricing: Algorithms, Optimality, and Local Differential Privacy Constraints Z Zhao, F Jiang, Y Yu
arXiv preprint arXiv:2406.02424, 2024
1 2024 A note on portmanteau tests for conditional heteroscedastic models Y Ben, F Jiang
Economics Letters 192, 2020
1 2020 Transfer Learning for Nonparametric Contextual Dynamic Pricing F Wang, F Jiang, Z Zhao, Y Yu
arXiv preprint arXiv:2501.18836, 2025
2025 Estimation for conditional moment models based on martingale difference divergence K Song, F Jiang, K Zhu
Journal of Time Series Analysis, 2024
2024 SNSeg: An R Package for Time Series Segmentation via Self-Normalization S Sun, Z Zhao, F Jiang, X Shao
arXiv preprint arXiv:2404.07451, 2024
2024 Model-free Change-point Detection Using Modern Classifiers R Kanrar, F Jiang, Z Cai
arXiv preprint arXiv:2404.06995, 2024
2024 Jiang, Zhao and Shao's reply to the Discussion of ‘The First Discussion Meeting on Statistical Aspects of the Covid-19 Pandemic’ F Jiang, Z Zhao, X Shao
Journal of the Royal Statistical Society Series A: Statistics in Society 185 …, 2022
2022 
Xiaofeng ShaoDepartment of Statistics and Data Science, and Dept of Economics, Washington University in St LouisZweryfikowany adres z wustl.edu