Danna Zhang

Students under my supervision are underlined.

Preprints

• Jianqing Fan, Zhipeng Lou and Danna Zhang. Test of independence using generalized distance correlation. The Annals of Statistics, Major revision submitted, 2024.

• Linbo Liu and Danna Zhang. Robust inference of high-dimensional non-Gaussian vector autoregressive models. Submitted, 2024.

• Yanyi Wang and Danna Zhang. Coherence-based clustering for high dimensional time series. Submitted, 2024.

• Dehao Dai and Danna Zhang. Factor-augmented regression for high dimensional time series. Submitted, 2024.

Publications

• Chi Zhang and Danna Zhang. Spectral inference for high dimensional time series. IEEE Transactions on Information Theory, Accepted, 2025.

• Danna Zhang and Mengyu Xu. A high dimensional Cramer-von Mises test. Mathematics, Accepted, 2024.

• Chi Zhang and Danna Zhang. Probability and moment inequalities for quadratic forms in independent random variables with fat tails. Probability and Statistics Letters, Accepted, 2024.

• Linbo Liu and Danna Zhang. A Bernstein-type inequality for high dimensional linear processes with applications to robust estimation of time series regressions. Statistica Sinica, Accepted, 2023.

• Danna Zhang and Wei Biao Wu. Second-order asymptotics for high dimensional locally stationary processes. The Annals of Statistics, 49(1): 233-254, 2021.

• Danna Zhang. Robust estimation of the mean and covariance matrix for high dimensional time series. Statistica Sinica, 31(2):797-820, 2021. R code.

• Tianxiao Pang, Danna Zhang and Terence Tai-Leung Chong. Non identification of structural change in non stationary AR (1) models. Communications in Statistics - Theory and Methods, 50(18):4145-4166, 2021.

• Mengyu Xu, Danna Zhang and Wei Biao Wu. Pearson's \(\chi^2\) statistics: approximation theory and beyond. Biometrika, 106(3):716-723, 2019. R code.

• Danna Zhang and Wei Biao Wu. Asymptotic theory for estimators of high-order statistics of stationary processes. IEEE Transactions on Information Theory, 64(7):4907-4922, 2018.

• Tianxiao Pang, Terence Tai-Leung Chong, Danna Zhang and Yanling Liang. Structural change in non-stationary AR (1) models. Econometrics Theory, 34(5):985-1017, 2018.

• Danna Zhang and Wei Biao Wu. Gaussian Approximation for High Dimensional Time Series. The Annals of Statistics, 45(5):1895-1919, 2017.

• Tianxiao Pang and Danna Zhang. Asymptotic inferences for an AR (1) model with a change point and possibly infinite variance. Communications in Statistics - Theory and Methods, 44(22):4848-4865, 2015.

• Tianxiao Pang, Danna Zhang and Terence Tai-Leung Chong. Asymptotic inferences for an AR(1) model with a change point: Stationary and nearly non-stationary cases. Journal of Time Series Analysis, 35(2):133-150, 2014.