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Feiyu Jiang

Tsinghua University (from arXiv:2007.04553, 2020) · ORCID · OpenAlex

20 papers in scope · 18 published · 8 on the econ.EM arXiv · 159 citations · h-index 6 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Ke Zhu
  2. Dong Li
  3. Zhoufan Zhu
  4. Yumin Cheng
  5. Cheng Yu
  6. Wai Keung Li
  7. Jiayuan Zhou
  8. Alexandre Street
  9. Elynn Chen
  10. Abdul-Nasah Soale
  11. Emmanuel Selorm Tsyawo
  12. Eduardo Zilberman
  13. Yuhao Li
  14. Zifeng Zhao
  15. Rong Chen
  16. Xiaojung Song
  17. Aryan Manafi Neyazi
  18. Xiaojun Song
  19. Gabriel Vasconcelos
  20. Christophe Bruneel-Zupanc

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(8 of 20)

Generalized Spectral Testing with Sample Splitting
working paper2026 · arXiv
with Yuxin Tao, Xiaofeng Shao
Paper profile arXiv arXiv:2605.29315
High-Dimensional Dynamic Pricing Under Nonstationarity: Learning and Earning with Change-Point Detection
published2026 · Management Science · 2 citations · first circulated 2023
with Zifeng Zhao, Yi Yu, Xi Chen
Management Science
A CONSISTENT ICM-BASED $\chi^2$ SPECIFICATION TEST
published2026 · Econometric Theory
with Emmanuel Selorm Tsyawo
Econometric Theory
Contextual Dynamic Pricing: Algorithms, Optimality, and Local Differential Privacy Constraints
published2026 · Journal of the American Statistical Association · 1 citations · first circulated 2024
with Zifeng Zhao, Yi Yu
Journal of the American Statistical Association
SNSeg: An R Package for Time Series Segmentation via Self-Normalization
published2025 · The R Journal · first circulated 2024
with Shubo Sun, Zifeng Zhao, Xiaofeng Shao
The R Journal
Estimation for conditional moment models based on martingale difference divergence
published2024 · Journal of Time Series Analysis
with Kunyang Song, Ke Zhu
Paper profile Journal of Time Series Analysis arXiv:2404.11092
Matrix GARCH Model: Inference and Application
published2024 · Journal of the American Statistical Association · 6 citations · first circulated 2023
with Cheng Yu, Dong Li, Ke Zhu
Paper profile Journal of the American Statistical Association arXiv:2306.05169
Two-sample and change-point inference for non-Euclidean valued time series
published2024 · Electronic Journal of Statistics · 7 citations · first circulated 2023
with Changbo Zhu, Xiaofeng Shao
Electronic Journal of Statistics
Testing serial independence of object-valued time series
published2023 · Biometrika · 5 citations
with Hanjia Gao, Xiaofeng Shao
Biometrika
Segmenting Time Series via Self-Normalisation
published2022 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 13 citations · first circulated 2021
with Zifeng Zhao, Xiaofeng Shao
Journal of the Royal Statistical Society Series B (Statistical Methodology)
Jiang, Zhao and Shao's reply to the Discussion of ‘The First Discussion Meeting on Statistical Aspects of the Covid-19 Pandemic’
published2022 · Journal of the Royal Statistical Society Series A (Statistics in Society)
with Zifeng Zhao, Xiaofeng Shao
Journal of the Royal Statistical Society Series A (Statistics in Society)
Robust inference for change points in high dimension
published2022 · Journal of Multivariate Analysis · 10 citations
with Runmin Wang, Xiaofeng Shao
Journal of Multivariate Analysis
A Consistent ICM-based $χ^2$ Specification Test
working paper2022 · arXiv
with Emmanuel Selorm Tsyawo
Paper profile arXiv arXiv:2208.13370
Testing and Modelling for the Structural Change in Covariance Matrix Time Series With Multiplicative Form
published2021 · Statistica Sinica · 1 citations
with Dong Li, Wai Keung Li, K. Zhu
Statistica Sinica
Modelling the COVID-19 Infection Trajectory: A Piecewise Linear Quantile Trend Model
published2021 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 22 citations
with Zifeng Zhao, Xiaofeng Shao
Journal of the Royal Statistical Society Series B (Statistical Methodology)
Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model
published2020 · Journal of Econometrics · 3 citations · first circulated 2019
with Dong Li, Ke Zhu
Paper profile Journal of Econometrics arXiv:1907.04147
Time series models for realized covariance matrices based on the matrix-F distribution
published2020 · Statistica Sinica · 3 citations · first circulated 2019
with Jiayuan Zhou, Ke Zhu, Wai Keung Li
Paper profile Statistica Sinica arXiv:1903.12077
Time series analysis of COVID-19 infection curve: A change-point perspective
published2020 · Journal of Econometrics · 83 citations
with Zifeng Zhao, Xiaofeng Shao
Paper profile Journal of Econometrics arXiv:2007.04553
A note on Portmanteau tests for conditional heteroscedastistic models
published2020 · Economics Letters · 1 citations
with Youhong Ben
Economics Letters
Non-standard inference for augmented double autoregressive models with null volatility coefficients
published2019 · Journal of Econometrics · 2 citations
with Dong Li, Ke Zhu
Paper profile Journal of Econometrics arXiv:1905.01798

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.