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Zhaoxing Gao

University of Electronic Science and Technology of China (from arXiv:2606.01553, 2026) · ORCID · OpenAlex

20 papers in scope · 15 published · 10 on the econ.EM arXiv · 175 citations · h-index 8 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Ruey S. Tsay
  2. Puyi Fang
  3. Sihan Tu
  4. Jialuo Chen
  5. Xiaoyu Zhang
  6. Nathanaël Perraudin
  7. Andreas Loukas
  8. Elvin Isufi
  9. Geert Leus
  10. David S. Matteson
  11. Marie-Christine Düker
  12. Bernd Funovits
  13. Jushan Bai
  14. Serena Ng
  15. Christis Katsouris
  16. Tomohiro Ando
  17. Yuefeng Han
  18. Rong Chen
  19. Xiao Han
  20. Ruofan Yu

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(10 of 20)

Structural Change Detection in High-Dimensional Transformed Factor Models via Canonical Correlation Analysis
working paper2026 · arXiv
with Lei Jia, Shouri Hu
Paper profile arXiv arXiv:2606.01553
High-Dimensional Spatial Arbitrage Pricing Theory with Heterogeneous Interactions
working paper2025 · arXiv
with Sihan Tu, Ruey S. Tsay
Paper profile arXiv arXiv:2511.01271
Determination of the Effective Cointegration Rank in High-Dimensional Time-Series Predictive Regressions
published2025 · Journal of Business and Economic Statistics · first circulated 2023
with Puyi Fang, Ruey S. Tsay
Paper profile Journal of Business and Economic Statistics arXiv:2304.12134
Denoising and Multilinear Projected-Estimation of High-Dimensional Matrix-Variate Factor Time Series
published2025 · IEEE Transactions on Information Theory · first circulated 2023
with Ruey S. Tsay
IEEE Transactions on Information Theory
Regularized Estimation of High-Dimensional Matrix-Variate Autoregressive Models
published2025 · Statistica Sinica · first circulated 2024
with Hangjin Jiang, Bo Shen, Yuzhou Li
Statistica Sinica
Forward Regression via Gram-Schmidt Orthogonalization for Ultra-High Dimensional Linear Models
working paper2025 · arXiv
with Jialuo Chen, Yifan Jiang, Ruey S. Tsay
Paper profile arXiv arXiv:2507.04668
Sparse Asymptotic PCA: Identifying Sparse Latent Factors Across Time Horizon in High-Dimensional Time Series
working paper2024 · arXiv
Paper profile arXiv arXiv:2407.09738
Supervised Dynamic PCA: Linear Dynamic Forecasting with Many Predictors
published2024 · Journal of the American Statistical Association · 6 citations · first circulated 2023
with Ruey S. Tsay
Paper profile Journal of the American Statistical Association arXiv:2307.07689
Optimal Bias-Correction and Valid Inference in High-Dimensional Ridge Regression: A Closed-Form Solution
working paper2024 · arXiv
with Ruey S. Tsay
Paper profile arXiv arXiv:2405.00424
Supervised kernel principal component analysis for forecasting
published2023 · Finance research letters · 13 citations
with Puyi Fang, Ruey S. Tsay
Finance research letters
Bayesian non-parametric method for decision support: Forecasting online product sales
published2023 · Decision Support Systems · 19 citations
with Ziyue Wu, Xi Chen
Decision Support Systems
Testing threshold effect in single-index models
published2022 · Statistics and Its Interface
with Zichuan Mi, Shiqing Ling
Statistics and Its Interface
Divide-and-Conquer: A Distributed Hierarchical Factor Approach to Modeling Large-Scale Time Series Data
published2022 · Journal of the American Statistical Association · 13 citations · first circulated 2021
with Ruey S. Tsay
Paper profile Journal of the American Statistical Association arXiv:2103.14626
A Two-Way Transformed Factor Model for Matrix-Variate Time Series
published2021 · Econometrics and Statistics · 6 citations · first circulated 2020
with Ruey S. Tsay
Paper profile Econometrics and Statistics arXiv:2011.09029
Modeling High-Dimensional Time Series: A Factor Model With Dynamically Dependent Factors and Diverging Eigenvalues
published2020 · Journal of the American Statistical Association · 31 citations
with Ruey S. Tsay
Journal of the American Statistical Association
Modeling high-dimensional unit-root time series
published2020 · International Journal of Forecasting · 8 citations
with Ruey S. Tsay
Paper profile International Journal of Forecasting arXiv:2005.03496
A Structural‐Factor Approach to Modeling High‐Dimensional Time Series and Space‐Time Data
published2019 · Journal of Time Series Analysis · 23 citations · first circulated 2018
with Ruey S. Tsay
Journal of Time Series Analysis
Banded spatio-temporal autoregressions
published2018 · Journal of Econometrics · 43 citations
with Yingying Ma, Hansheng Wang, Qiwei Yao
Journal of Econometrics
Statistical Inference for Structurally Changed Threshold Autoregressive Models
published2018 · Statistica Sinica · 10 citations
with Shiqing Ling
Statistica Sinica
TESTS FOR TAR MODELS VS. STAR MODELS--A SEPARATE FAMILY OF HYPOTHESES APPROACH
published2017 · Statistica Sinica · 3 citations
with Shiqing Ling, Howell Tong
Statistica Sinica

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.