Guodong Li

12 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0003-3137-8471

Department of Statistics and Actuarial Science, University of Hong Kong

Publications

• Quantile autoregressive conditional heteroscedasticity — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2023
• High-Dimensional Vector Autoregressive Time Series Modeling via Tensor Decomposition — Journal of the American Statistical Association 2022
• Lack-of-fit tests for quantile regression models — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2019
• A robust goodness-of-fit test for generalized autoregressive conditional heteroscedastic models — Biometrika 2018
• Hybrid quantile regression estimation for time series models with conditional heteroscedasticity — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2018
• Network vector autoregression — The Annals of Statistics 2017
• Hysteretic autoregressive time series models — Biometrika 2015
• Quantile Correlations and Quantile Autoregressive Modeling — Journal of the American Statistical Association 2015
• Testing a linear time series model against its threshold extension — Biometrika 2011
• Least absolute deviation estimation for fractionally integrated autoregressive moving average time series models with conditional heteroscedasticity — Biometrika 2008
• Regression coefficient and autoregressive order shrinkage and selection via the lasso — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2007
• Diagnostic checking for time series models with conditional heteroscedasticity estimated by the least absolute deviation approach — Biometrika 2005