| 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 | 89 | 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 |
| 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 |
| 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 | 16 | 2022 |
| Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model F Jiang, D Li, K Zhu Journal of Econometrics 224 (2), 306-329, 2021 | 8 | 2021 |
| Robust inference for change points in high dimension F Jiang, R Wang, X Shao Journal of Multivariate Analysis 193, 105114, 2023 | 6 | 2023 |
| 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 |
| Two-Sample and Change-Point Inference for Non-Euclidean Valued Time Series F Jiang, C Zhu, X Shao Electronic Journal of Statistics, 2024 | 3 | 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 Specification Test F Jiang, ES Tsyawo arXiv preprint arXiv:2208.13370, 2022 | 2 | 2022 |
| Matrix GARCH model: Inference and application C Yu, D Li, F Jiang, K Zhu Journal of the American Statistical Association, 1-31, 2024 | 1 | 2024 |
| 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 LouisVerified email at wustl.edu