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Xinghao Qiao

University of Hong Kong (from arXiv:2503.08655, 2025) · ORCID · OpenAlex

16 papers in scope · 15 published · 2 on the econ.EM arXiv · 483 citations · h-index 10 (over the papers listed here)

Papers

(2 of 16)

Factor-guided estimation of large covariance matrix function with conditional functional sparsity
published2025 · Journal of Econometrics · 2 citations · first circulated 2023
with Dong Li, Z. Wang, Zihan Wang
Journal of Econometrics
High-dimensional functional time series: A selective review
published2025 · Scientia Sinica Mathematica
with D Li
Scientia Sinica Mathematica
On a new robust method of inference for general time series models
working paper2025 · arXiv
with Zihan Wang, Dong Li, Howell Tong
Paper profile arXiv arXiv:2503.08655
On the Modeling and Prediction of High-Dimensional Functional Time Series
published2024 · Journal of the American Statistical Association · 10 citations · first circulated 2021
with Jinyuan Chang, Fang Qin, Qiwei Yao, Shaojun Guo, Qingsong Wang, Z. Wang, Zihan Wang
Paper profile Journal of the American Statistical Association arXiv:2406.00700
Adaptive Functional Thresholding for Sparse Covariance Function Estimation in High Dimensions
published2023 · Journal of the American Statistical Association · 10 citations · first circulated 2022
with Fang Qin, Shaojun Guo
Journal of the American Statistical Association
An autocovariance-based learning framework for high-dimensional functional time series
published2023 · Journal of Econometrics · 19 citations · first circulated 2020
with Jinyuan Chang, Cheng Chen, Qiwei Yao
Journal of Econometrics
On consistency and sparsity for high-dimensional functional time series with application to autoregressions
published2022 · Bernoulli · 18 citations · first circulated 2020
with Shaojun Guo
Bernoulli
Finite sample theory for high-dimensional functional/scalar time series with applications
published2022 · Electronic Journal of Statistics · 5 citations · first circulated 2020
with Fang Qin, Shaojun Guo
Electronic Journal of Statistics
Functional Linear Regression: Dependence and Error Contamination
published2020 · Journal of Business and Economic Statistics · 26 citations · first circulated 2018
with Cheng Chen, Shaojun Guo
Journal of Business and Economic Statistics
Doubly functional graphical models in high dimensions
published2019 · Biometrika · 39 citations
with Cheng Qian, Gareth James, Shaojun Guo
Biometrika
Homogeneity Pursuit in Single Index Models based Panel Data Analysis
published2019 · Journal of Business and Economic Statistics · 24 citations · first circulated 2017
with Heng Lian, Wenyang Zhang
Journal of Business and Economic Statistics
Functional Graphical Models
published2017 · Journal of the American Statistical Association · 103 citations
with Shaojun Guo, Gareth James
Journal of the American Statistical Association
Index Models for Sparsely Sampled Functional Data
published2014 · Journal of the American Statistical Association · 17 citations
with Peter Radchenko, Gareth James
Journal of the American Statistical Association
Comment: "Clustering Random Curves..." Gareth M. James; Wenguang Sun; Xinghao Qiao
published2012 · Technometrics
with Gareth James, Wenguang Sun
no link
Comment
published2012 · Technometrics · 1 citations
with Gareth James, Wenguang Sun
Technometrics
Weight-calibrated estimation for factor models of high-dimensional time series*
published2011 · Biometrika · 209 citations · first circulated 2010
with Clifford Lam, Qiwei Yao, Neil Bathia, Zihan Wang, Bo Zhang
Biometrika

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.