Recently, the paper “Statistical inferences for complex dependence of multimodal imaging data” co-authored by Professor Jinyuan Chang and Associate Professor Jing He from the Joint Laboratory of Data Science and Business Intelligence at Southwestern University of Finance and Economics, PhD student Mingcong Wu, and Professor Jian Kang from the University of Michigan has been officially accepted by the top international academic journal in statistics, the Journal of the American Statistical Association.

Recently, the paper “Central limit theories for high dimensional dependent data” co-authored by Professor Jinyuan Chang from Southwestern University of Finance and Economics, Professor Xiaohui Chen from the University of Illinois at Urbana Champaign, and PhD student Mingcong Wu from Southwestern University of Finance and Economics has been officially accepted by Bernoulli, an internationally renowned academic journal in probability and statistics.

Recently, the paper “An autocovariance based learning framework for high-dimensional functional time series” jointly completed by Professor Jinyuan Chang and postdoctoral researcher Cheng Chen from the Joint Laboratory of Data Science and Business Intelligence at Southwestern University of Finance and Economics, Associate Professor Xinghao Qiao from the London School of Economics, and Professor Qiwei Yao has been officially accepted by the top international academic journal of econometrics.

Recently, the paper “Modeling matrix time series via a tensor CP-composition” co-authored by Professor Jinyuan Chang, Associate Professor Jing He, PhD student Lin Yang, and Professor Qiwei Yao from the London School of Economics and Political Science at the Joint Laboratory of Data Science and Business Intelligence at Southwestern University of Finance and Economics has been officially accepted by the top international academic journal in statistics, Journal of the Royal Statistical Society Series B.