Feiyu Jiang

1. Non-standard inference for augmented double autoregressive models with\n null volatility coefficients
   2019/05/05 by Feiyu Jiang, Jiang, Feiyu, Dong Li +3 · 1 citation
   Economics, Econometrics and Finance · Mathematics · #Econometrics (econ.EM) #FOS: Computer and information sciences #FOS: Economics and business #Financial Risk and Volatility Modeling #Methodology (stat.ME) #Monetary Policy and Economic Impact #Statistical Methods and Inference
2. Matrix GARCH Model: Inference and Application
   2023/06/08 by Cheng Yu, Yu, Cheng, Dong Li +5 · 1 citation
   Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #Econometrics (econ.EM) #FOS: Computer and information sciences #FOS: Economics and business #Financial Risk and Volatility Modeling #Methodology (stat.ME) #Monetary Policy and Economic Impact
3. Segmenting Time Series via Self-Normalization
   2021/12/10 by Zifeng Zhao, Feiyu Jiang, Zhao, Zifeng +3 · 1 citation
   Biochemistry, Genetics and Molecular Biology · Mathematics · #FOS: Computer and information sciences #FOS: Mathematics #Genetic and phenotypic traits in livestock #Metabolomics and Mass Spectrometry Studies #Methodology (stat.ME) #Statistical Methods and Inference #Statistics Theory (math.ST)
4. Model-free Change-point Detection using AUC of a Classifier
   2024/04/10 by Rohit Kanrar, Kanrar, Rohit, Feiyu Jiang +3 · 1 citation
   Engineering · #Advanced Control Systems Optimization #FOS: Computer and information sciences #Methodology (stat.ME)
5. On Non-Stationary Dynamic Pricing: Adaptivity and Optimality
   2026/07/27 by Feiyu Jiang, Zifeng Zhao
   #stat.ML #cs.LG