Danna Zhang
Preprints
Danna Zhang. Robust Estimation of the Mean and Covariance Matrix for High Dimensional Time Series. Under revision, 2019. R code.
Danna Zhang and Wei BiaoWu. Second-order asymptotics for high dimensional locally stationary processes. Under revision, 2018.
Danna Zhang, Zhipeng Lou and Weibiao Wu. Estimating many posterior means in MCMC experiments. Preprint, 2017.
Danna Zhang and Peter McCullagh. Exchangeable random hypergraphs. Working paper, 2015.
Publications
Mengyu Xu, Danna Zhang and Wei Biao Wu. Pearson's statistics: approximation theory and beyond. Biometrika, to appear, 2018. 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, 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.
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