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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
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- Determination Of The Effective Cointegration Rank In High-dimensional Time-series Predictive Regressions.Journal of Business and Economic Statistics.2025:Forthcoming
- Regularized Estimation of High-Dimensional Matrix-Variate Autoregressive Models.Statistica Sinica:Forthcoming
- Denoising and Multilinear Projected-Estimation of High-Dimensional Matrix-Variate Factor Time Series.IEEE Transactions on Information Theory,71(10)
- Supervised Dynamic PCA: Linear Dynamic Forecasting with Many Predictors.Journal of the American Statistical Association,120(550):869-883
- Supervised Kernel Principal Component Analysis for Forecasting.Finance Research Letters,58:104292
- Divide-and-Conquer: A Distributed Hierarchical Factor Approach to Modeling Large-Scale Time Series Data.Journal of the American Statistical Association,118(544):2698-2711
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