Shao-Jun Guo

Available identifiers

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

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Known relations from the MaRDI Knowledge Graph

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