The following pages link to Shao-Jun Guo (Q925978):
Displaying 19 items.
- Precise asymptotics of error variance estimator in partially linear models (Q925980) (← links)
- (Q2000865) (redirect page) (← links)
- Strict stationarity testing and GLAD estimation of double autoregressive models (Q2000866) (← links)
- Sparse spatio-temporal autoregressions by profiling and bagging (Q2106397) (← links)
- On consistency and sparsity for high-dimensional functional time series with application to autoregressions (Q2108488) (← links)
- Finite sample theory for high-dimensional functional/scalar time series with applications (Q2136615) (← links)
- On locally weighted estimation and hypothesis testing of varying-coefficient models with missing covariates (Q2390454) (← links)
- Factor double autoregressive models with application to simultaneous causality testing (Q2437865) (← links)
- An overview of semiparametric models in survival analysis (Q2454018) (← links)
- Large dynamic covariance matrix estimation with an application to portfolio allocation: a semiparametric reproducing kernel Hilbert space approach (Q2674937) (← links)
- (Q3180972) (← links)
- Variance Estimation Using Refitted Cross-Validation in Ultrahigh Dimensional Regression (Q4632664) (← links)
- Large dimensional portfolio allocation based on a mixed frequency dynamic factor model (Q5095203) (← links)
- Doubly functional graphical models in high dimensions (Q5113019) (← links)
- Functional Graphical Models (Q5229905) (← links)
- Global Partial Likelihood for Nonparametric Proportional Hazards Models (Q5255306) (← links)
- Least Absolute Relative Error Estimation (Q5255585) (← links)
- Marginal Regression Model with Time-Varying Coefficients for Panel Data (Q5321901) (← links)
- Double AR model without intercept: An alternative to modeling nonstationarity and heteroscedasticity (Q5860916) (← links)
