papers
Publications (6)
stat.ME2016
High Dimensional and Banded Vector Autoregressions
Shaojun Guo, Yazhen Wang, Qiwei Yao
stat.ME2015
A Dynamic Structure for High Dimensional Covariance Matrices and its Application in Portfolio Allocation
Shaojun Guo, John Box, Wenyang Zhang
math.ST2015
A Double AR Model Without Intercept: an Alternative to Modeling Nonstationarity and Heteroscedasticity
Dong Li, Shaojun Guo, Ke Zhu
stat.ME2010
Variance Estimation Using Refitted Cross-validation in Ultrahigh Dimensional Regression
Jianqing Fan, Shaojun Guo, Ning Hao
math.ST2019
Strict Stationarity Testing and GLAD Estimation of Double Autoregressive Models
Shaojun Guo, Dong Li, Muyi Li
math.ST2018
A General Theory for Large-Scale Curve Time Series via Functional Stability Measure
Shaojun Guo, Xinghao Qiao