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个人信息Personal Information
教授（特聘） 博士生导师
性别：男
学历：博士研究生毕业
学位：哲学博士学位
办公地点：六号科研楼A748
曾获荣誉：四川省“天府峨眉计划”人才项目
扫描关注
- [1] Fang, P., Gao, Z. (通讯), and Tsay, R.S. (2025+) , Determination Of The Effective Cointegration Rank In High-dimensional Time-series Predictive Regressions, Journal of Business and Economic Statistics, pp. Forthcoming, Dec 2025.
- [2] Jiang, H., Shen, B., Li, Yu. and Gao, Z. (通讯) (2025+) , Regularized Estimation of High-Dimensional Matrix-Variate Autoregressive Models, Statistica Sinica, pp. Forthcoming,
- [3] Gao, Z., and Tsay, R.S. (2025) , Denoising and Multilinear Projected-Estimation of High-Dimensional Matrix-Variate Factor Time Series, IEEE Transactions on Information Theory, vol. 71, no. 10,
- [4] Gao, Z., and Tsay, R.S. (2025) , Supervised Dynamic PCA: Linear Dynamic Forecasting with Many Predictors, Journal of the American Statistical Association, vol. 120, no. 550, pp. 869-883,
- [5] Fang, P., Gao, Z. (通讯), and Tsay, R.S. (2023) , Supervised Kernel Principal Component Analysis for Forecasting, Finance Research Letters, vol. 58, pp. 104292,
- [6] Gao, Z., and Tsay, R.S. (2023) , Divide-and-Conquer: A Distributed Hierarchical Factor Approach to Modeling Large-Scale Time Series Data, Journal of the American Statistical Association, vol. 118, no. 544, pp. 2698-2711,
- [7] Gao, Z., Mi, Z., and Ling, S. (2023) , Testing threshold effect in single-index models, Statistics and Its Interface, vol. 16, no. 1, pp. 43-56,
- [8] Gao, Z., Ma, Y., Wang, H. and Yao, Q. (2019) , Banded spatio-temporal autoregressions, Journal of Econometrics, vol. 208, no. 1, pp. 211–230,
- [9] Gao, Z. and Tsay, R. S. (2021) , Modeling high-dimensional unit-root time series, International Journal of Forecasting, vol. 37, no. 4, pp. 211-230,
- [10] Gao, Z. and Tsay, R. S. (2022) , Modeling high-dimensional time series: a factor model with dynamically dependent factors and diverging eigenvalues, Journal of the American Statistical Association, vol. 117, no. 539, pp. 1398-1414,
- [11] Gao, Z. and Tsay, R. S. (2023) , A two-way transformed factor model for matrix-variate time series, Econometrics and Statistics, vol. 27, pp. 83-101,
- [12] Gao, Z. and Tsay, R. S. (2019) , A structural-factor approach for modeling high-dimensional time series and space-time data, Journal of Time Series Analysis, vol. 40, pp. 343–362,
- [13] Gao, Z., and Ling, S. (2019) , Statistical inference for structurally changed threshold autoregressive models, Statistica Sinica, vol. 29, no. 4, pp. 1803–1829,
- [14] Gao, Z., Ling, S., and Tong, H. (2018) , Tests for TAR models vs. STAR models–a separate family of hypotheses approach, Statistica Sinica, vol. 28, no. 4, pp. 2857–2883,
- [15] Wu, Z., Chen, X., and Gao, Z. (2023) , Bayesian Non-parametric Method for Decision Support: Forecasting Online Product Sales, Decision Support Systems, vol. 174, pp. 114019,
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