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 0 1 6 6 1 6 10 10
Testing the martingale difference hypothesis in high dimension 0 0 0 11 0 0 2 11
Time Series Analysis of COVID-19 Infection Curve: A Change-Point Perspective 0 0 0 30 0 1 1 85
Total Working Papers 0 1 6 85 1 7 13 150

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 0 1 27 0 0 1 141
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 0 32 0 0 4 158
A self‐normalized approach to confidence interval construction in time series 1 1 2 22 2 2 4 82
A simple test of changes in mean in the possible presence of long‐range dependence 0 0 0 26 1 1 2 74
Adaptive Inference for Change Points in High-Dimensional Data 0 0 0 3 1 2 3 6
BOOTSTRAP-ASSISTED UNIT ROOT TESTING WITH PIECEWISE LOCALLY STATIONARY ERRORS 0 0 0 2 1 1 4 16
Bayesian model selection based on parameter estimates from subsamples 0 0 0 8 0 0 3 38
Confidence intervals for spectral mean and ratio statistics 0 0 0 14 0 0 1 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 1 1 1 1 1 1 2 2
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 1 1 9 0 2 2 40
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 0 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 0 2 38
Martingale Difference Correlation and Its Use in High-Dimensional Variable Screening 0 1 4 27 0 2 13 98
Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Stationary Multivariate Time Series 0 0 3 10 0 2 9 38
Modelling the COVID‐19 infection trajectory: A piecewise linear quantile trend model 0 0 1 7 0 0 6 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 1 30
ON SELF-NORMALIZATION FOR CENSORED DEPENDENT DATA 0 0 0 4 0 0 0 19
On a general class of long run variance estimators 0 0 0 19 0 0 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 1 1 11
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 2 9
Segmenting time series via self‐normalisation 0 0 0 1 0 0 1 5
Self-Normalization for Time Series: A Review of Recent Developments 1 1 1 12 1 1 3 28
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 0 1 1 13 0 1 3 48
Testing conditional mean independence for functional data 1 1 1 9 1 2 5 48
Testing for Change Points in Time Series 0 0 2 65 0 0 3 171
Testing for the Martingale Difference Hypothesis in Multivariate Time Series Models 0 0 2 6 0 0 5 20
Testing mutual independence in high dimension via distance covariance 0 0 0 12 1 1 1 39
Testing serial independence of object-valued time series 0 0 1 1 0 0 4 4
Testing the martingale difference hypothesis in high dimension 0 0 0 2 1 1 3 7
The Dependent Wild Bootstrap 1 1 1 49 1 1 2 137
Time series analysis of COVID-19 infection curve: A change-point perspective 1 1 1 5 1 1 2 20
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 6 9 25 501 12 23 103 1,910

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Statistics updated 2025-07-04