Access Statistics for Xiaofeng Shao

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bootstrap-Assisted Unit Root Testing With Piecewise Locally Stationary Errors 0 0 0 38 0 0 0 44
Online Generalized Method of Moments for Time Series 1 6 6 6 4 8 8 8
Testing the martingale difference hypothesis in high dimension 0 0 0 11 0 1 2 11
Time Series Analysis of COVID-19 Infection Curve: A Change-Point Perspective 0 0 0 30 0 0 0 84
Total Working Papers 1 6 6 85 4 9 10 147

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A GENERALIZED PORTMANTEAU TEST FOR INDEPENDENCE BETWEEN TWO STATIONARY TIME SERIES 0 1 1 27 0 1 2 141
A LIMIT THEOREM FOR QUADRATIC FORMS AND ITS APPLICATIONS 0 0 0 24 0 0 0 100
A Subsampled Double Bootstrap for Massive Data 0 0 1 5 0 0 1 8
A bootstrap-assisted spectral test of white noise under unknown dependence 0 0 1 32 0 1 5 158
A self‐normalized approach to confidence interval construction in time series 0 0 1 21 0 0 2 80
A simple test of changes in mean in the possible presence of long‐range dependence 0 0 0 26 0 0 1 73
Adaptive Inference for Change Points in High-Dimensional Data 0 0 0 3 0 0 1 4
BOOTSTRAP-ASSISTED UNIT ROOT TESTING WITH PIECEWISE LOCALLY STATIONARY ERRORS 0 0 0 2 0 2 3 15
Bayesian model selection based on parameter estimates from subsamples 0 0 0 8 0 1 3 38
Confidence intervals for spectral mean and ratio statistics 0 0 1 14 0 1 2 63
Corrigendum: A self‐normalized approach to confidence interval construction in time series 0 0 0 12 0 0 0 48
Envelopes in multivariate regression models with nonlinearity and heteroscedasticity 0 0 0 5 0 0 0 12
Fixed b subsampling and the block bootstrap: improved confidence sets based on p-value calibration 0 0 0 5 0 0 0 44
Gaussian Approximation and Spatially Dependent Wild Bootstrap for High-Dimensional Spatial Data 0 0 0 0 0 1 1 1
Inference for Time Series Regression Models With Weakly Dependent and Heteroscedastic Errors 0 0 0 8 0 0 1 21
Inference for linear models with dependent errors 0 0 0 8 0 0 0 38
Jiang, Zhao and Shao's reply to the Discussion of ‘The First Discussion Meeting on Statistical Aspects of the Covid‐19 Pandemic’ 0 0 0 3 0 1 2 9
LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION FOR NONLINEAR PROCESSES 0 0 0 12 0 0 1 55
Local asymptotic powers of nonparametric and semiparametric tests for fractional integration 0 0 0 10 0 1 2 38
Martingale Difference Correlation and Its Use in High-Dimensional Variable Screening 0 1 3 26 0 4 11 96
Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Stationary Multivariate Time Series 0 0 3 10 0 2 9 36
Modelling the COVID‐19 infection trajectory: A piecewise linear quantile trend model 0 0 1 7 0 1 7 20
NONSTATIONARITY-EXTENDED WHITTLE ESTIMATION 0 0 0 11 0 0 1 44
Nonparametric functional central limit theorem for time series regression with application to self-normalized confidence interval 0 0 0 5 0 0 2 30
ON SELF-NORMALIZATION FOR CENSORED DEPENDENT DATA 0 0 1 4 0 0 2 19
On a general class of long run variance estimators 0 0 0 19 0 1 3 76
On the coverage bound problem of empirical likelihood methods for time series 0 0 0 2 0 0 1 20
Parametric Inference in Stationary Time Series Models with Dependent Errors 0 0 0 1 0 0 0 10
Recent developments in bootstrap methods for dependent data 0 0 1 2 0 0 1 20
Robust inference for change points in high dimension 0 0 0 3 0 1 1 8
Segmenting time series via self‐normalisation 0 0 0 1 0 1 1 5
Self-Normalization for Time Series: A Review of Recent Developments 0 0 0 11 0 0 2 27
Self-normalization for Spatial Data 0 0 0 2 0 0 0 13
TESTING FOR WHITE NOISE UNDER UNKNOWN DEPENDENCE AND ITS APPLICATIONS TO DIAGNOSTIC CHECKING FOR TIME SERIES MODELS 1 1 2 13 1 3 4 48
Testing conditional mean independence for functional data 0 0 0 8 1 2 4 47
Testing for Change Points in Time Series 0 1 2 65 0 1 3 171
Testing for the Martingale Difference Hypothesis in Multivariate Time Series Models 0 1 2 6 0 1 7 20
Testing mutual independence in high dimension via distance covariance 0 0 0 12 0 0 0 38
Testing serial independence of object-valued time series 0 0 1 1 0 1 4 4
Testing the martingale difference hypothesis in high dimension 0 0 0 2 0 0 2 6
The Dependent Wild Bootstrap 0 0 1 48 0 0 3 136
Time series analysis of COVID-19 infection curve: A change-point perspective 0 0 0 4 0 0 1 19
Volatility Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Multivariate Volatility 0 0 0 5 0 0 0 30
Total Journal Articles 1 5 22 493 2 27 96 1,889

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Statistics updated 2025-05-12