2 citations · 5 across the 3 of their papers we have counts for
3 papers
math.ST2019★ 2 cited
Strict Stationarity Testing and GLAD Estimation of Double Autoregressive Models
Shaojun Guo, Dong Li, Muyi Li
In this article we develop a tractable procedure for testing strict stationarity in a double autoregressive model and formulate the problem as testing if the top Lyapunov exponent…
math.ST2018★ 1 cited
A General Theory for Large-Scale Curve Time Series via Functional Stability Measure
Shaojun Guo, Xinghao Qiao
Modelling a large bundle of curves arises in a broad spectrum of real applications. However, existing literature relies primarily on the critical assumption of independent curve ob…
stat.ME2010★ 2 cited
Variance Estimation Using Refitted Cross-validation in Ultrahigh Dimensional Regression
Jianqing Fan, Shaojun Guo, Ning Hao
Variance estimation is a fundamental problem in statistical modeling. In ultrahigh dimensional linear regressions where the dimensionality is much larger than sample size, traditio…