Jiajing Sun

Chinese Academy of Sciences (CAS) - School of Economics and Management

No.80, Zhongguancun East Road, Haidian District

Beijing

China

SCHOLARLY PAPERS

3

DOWNLOADS

192

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Model Averaging of Integer-Valued Autoregressive Model With Covariates

Number of pages: 33 Posted: 18 May 2021 Last Revised: 05 Jan 2022
Chinese Academy of Sciences (CAS) - School of Economics and Management, Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Science (AMSS), Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences and University of Liverpool - Management School (ULMS)
Downloads 99 (396,034)

Abstract:

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Asymptotic optimality; K-fold cross-validation; Integer-valued autoregressive models; Maximum likelihood; Model averaging.

2.

Kolmogorov-Smirnov type statistics for structural breaks - a new adjusted-range based self-normalization approach

Number of pages: 44 Posted: 27 May 2021 Last Revised: 27 Dec 2021
Cornell University - Department of Economics, University of Liverpool - Management School (ULMS), Chinese Academy of Sciences (CAS) - School of Economics and Management and Chinese Academy of Sciences (CAS) - Center for Forecasting Science; Academy of Mathematics and Systems Sciences
Downloads 78 (458,622)

Abstract:

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Change-point testing; CUSUM process; Portmanteau test; Studentization.

3.

Adjusted-Range Self-Normalized Confidence Interval Construction for Censored Dependent Data

Number of pages: 12 Posted: 16 May 2022 Last Revised: 01 Nov 2022
Chinese Academy of Sciences (CAS) - School of Economics and Management, affiliation not provided to SSRN, University of Cambridge and Dongbei University of Finance and Economics
Downloads 15 (809,900)

Abstract:

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Adjusted-range, censored dependent data, Empirical likelihood, self-normalization, survival analysis