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 1 44
Testing the martingale difference hypothesis in high dimension 0 0 0 11 1 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 0 0 0 79 1 1 3 139

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 0 26 0 0 1 140
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 1 1 5 0 1 1 8
A bootstrap-assisted spectral test of white noise under unknown dependence 0 0 1 32 0 2 6 157
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 1 1 4
BOOTSTRAP-ASSISTED UNIT ROOT TESTING WITH PIECEWISE LOCALLY STATIONARY ERRORS 0 0 0 2 2 2 3 15
Bayesian model selection based on parameter estimates from subsamples 0 0 0 8 1 2 3 38
Confidence intervals for spectral mean and ratio statistics 0 0 1 14 0 0 1 62
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
Inference for Time Series Regression Models With Weakly Dependent and Heteroscedastic Errors 0 0 0 8 0 1 1 21
Inference for linear models with dependent errors 0 0 0 8 0 0 1 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 1 1 2 9
LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION FOR NONLINEAR PROCESSES 0 0 0 12 0 1 1 55
Local asymptotic powers of nonparametric and semiparametric tests for fractional integration 0 0 0 10 0 0 1 37
Martingale Difference Correlation and Its Use in High-Dimensional Variable Screening 1 1 5 26 3 5 13 95
Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Stationary Multivariate Time Series 0 0 3 10 0 0 7 34
Modelling the COVID‐19 infection trajectory: A piecewise linear quantile trend model 0 0 2 7 1 1 9 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 1 2 3 76
On the coverage bound problem of empirical likelihood methods for time series 0 0 0 2 0 1 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 1 1 2 0 1 1 20
Robust inference for change points in high dimension 0 0 1 3 1 1 2 8
Segmenting time series via self‐normalisation 0 0 0 1 1 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 0 0 1 12 2 2 3 47
Testing conditional mean independence for functional data 0 0 0 8 1 2 7 46
Testing for Change Points in Time Series 1 2 3 65 1 3 4 171
Testing for the Martingale Difference Hypothesis in Multivariate Time Series Models 1 1 2 6 1 2 7 20
Testing mutual independence in high dimension via distance covariance 0 0 0 12 0 0 0 38
Testing the martingale difference hypothesis in high dimension 0 0 0 2 0 1 3 6
The Dependent Wild Bootstrap 0 0 2 48 0 1 6 136
Time series analysis of COVID-19 infection curve: A change-point perspective 0 0 0 4 0 1 2 19
Volatility Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Multivariate Volatility 0 0 1 5 0 0 1 30
Total Journal Articles 3 6 26 490 16 35 102 1,875

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Statistics updated 2025-03-03