Person:925978

Available identifiers

zbMath Open guo.shaojunMaRDI QIDQ925978

List of research outcomes

Publication	Date of Publication	Type
From sparse to dense functional data in high dimensions: Revisiting phase transitions from a non-asymptotic perspective	2023-06-01	Paper
On consistency and sparsity for high-dimensional functional time series with application to autoregressions	2022-12-19	Paper
Sparse spatio-temporal autoregressions by profiling and bagging	2022-12-14	Paper
Large dynamic covariance matrix estimation with an application to portfolio allocation: a semiparametric reproducing kernel Hilbert space approach	2022-09-14	Paper
Large dimensional portfolio allocation based on a mixed frequency dynamic factor model	2022-08-05	Paper
Finite sample theory for high-dimensional functional/scalar time series with applications	2022-05-11	Paper
Double AR model without intercept: An alternative to modeling nonstationarity and heteroscedasticity	2022-03-04	Paper
Doubly functional graphical models in high dimensions	2020-06-09	Paper
On Consistency and Sparsity for High-Dimensional Functional Time Series with Application to Autoregressions	2020-03-23	Paper
Functional Graphical Models	2019-08-19	Paper
Strict stationarity testing and GLAD estimation of double autoregressive models	2019-07-01	Paper
Variance Estimation Using Refitted Cross-Validation in Ultrahigh Dimensional Regression	2019-04-30	Paper
A General Theory for Large-Scale Curve Time Series via Functional Stability Measure	2018-12-18	Paper
https://portal.mardi4nfdi.de/entity/Q3180972	2017-01-06	Paper
Least Absolute Relative Error Estimation	2015-06-16	Paper
Global Partial Likelihood for Nonparametric Proportional Hazards Models	2015-06-15	Paper
An overview of semiparametric models in survival analysis	2014-06-12	Paper
Factor double autoregressive models with application to simultaneous causality testing	2014-03-13	Paper
On locally weighted estimation and hypothesis testing of varying-coefficient models with missing covariates	2009-07-22	Paper
Marginal Regression Model with Time-Varying Coefficients for Panel Data	2009-07-16	Paper
Precise asymptotics of error variance estimator in partially linear models	2008-05-26	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Shao-Jun Guo