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 1 8 52
Online Generalized Method of Moments for Time Series 0 0 0 6 0 5 15 25
Testing the martingale difference hypothesis in high dimension 0 0 0 11 1 3 14 25
Time Series Analysis of COVID-19 Infection Curve: A Change-Point Perspective 0 0 0 30 0 1 9 94
Total Working Papers 0 0 0 85 1 10 46 196

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 28 0 0 8 149
A LIMIT THEOREM FOR QUADRATIC FORMS AND ITS APPLICATIONS 0 0 0 24 1 2 12 112
A Subsampled Double Bootstrap for Massive Data 0 0 0 5 1 2 15 23
A bootstrap-assisted spectral test of white noise under unknown dependence 0 0 2 35 1 1 20 180
A self‐normalized approach to confidence interval construction in time series 0 0 0 22 0 3 12 94
A simple test of changes in mean in the possible presence of long‐range dependence 0 0 0 26 0 2 14 88
Adaptive Inference for Change Points in High-Dimensional Data 0 0 2 5 3 3 18 24
BOOTSTRAP-ASSISTED UNIT ROOT TESTING WITH PIECEWISE LOCALLY STATIONARY ERRORS 0 0 0 2 0 2 8 24
Bayesian model selection based on parameter estimates from subsamples 0 0 0 8 0 0 7 45
Confidence intervals for spectral mean and ratio statistics 0 0 0 14 0 0 9 72
Corrigendum: A self‐normalized approach to confidence interval construction in time series 0 0 0 12 1 2 8 56
Envelopes in multivariate regression models with nonlinearity and heteroscedasticity 0 0 0 5 0 0 4 16
Fixed b subsampling and the block bootstrap: improved confidence sets based on p-value calibration 0 0 0 5 0 1 8 52
Gaussian Approximation and Spatially Dependent Wild Bootstrap for High-Dimensional Spatial Data 0 0 0 1 1 1 7 9
Inference for Time Series Regression Models With Weakly Dependent and Heteroscedastic Errors 0 0 0 8 1 1 7 28
Inference for linear models with dependent errors 0 0 0 9 0 2 11 51
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 10 19
LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION FOR NONLINEAR PROCESSES 0 0 0 12 1 1 6 62
Local asymptotic powers of nonparametric and semiparametric tests for fractional integration 0 0 0 10 0 0 5 43
Martingale Difference Correlation and Its Use in High-Dimensional Variable Screening 0 1 4 31 0 3 24 122
Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Stationary Multivariate Time Series 0 1 3 13 1 3 15 54
Modelling the COVID‐19 infection trajectory: A piecewise linear quantile trend model 0 1 5 13 4 5 32 54
NONSTATIONARITY-EXTENDED WHITTLE ESTIMATION 0 0 0 11 0 0 10 54
Nonparametric functional central limit theorem for time series regression with application to self-normalized confidence interval 0 0 1 6 1 1 14 44
ON SELF-NORMALIZATION FOR CENSORED DEPENDENT DATA 0 0 0 4 0 2 5 24
On a general class of long run variance estimators 0 0 0 19 1 1 13 90
On the coverage bound problem of empirical likelihood methods for time series 0 0 0 2 0 1 8 28
Parametric Inference in Stationary Time Series Models with Dependent Errors 0 0 0 1 0 0 5 16
Recent developments in bootstrap methods for dependent data 0 0 0 2 0 0 5 25
Robust inference for change points in high dimension 0 0 0 3 0 1 8 17
Segmenting time series via self‐normalisation 0 0 0 1 0 1 20 25
Self-Normalization for Time Series: A Review of Recent Developments 0 0 0 12 0 1 11 39
Self-normalization for Spatial Data 0 0 0 2 0 0 13 26
TESTING FOR WHITE NOISE UNDER UNKNOWN DEPENDENCE AND ITS APPLICATIONS TO DIAGNOSTIC CHECKING FOR TIME SERIES MODELS 0 1 1 14 1 2 5 54
Testing conditional mean independence for functional data 0 0 3 12 1 1 15 63
Testing for Change Points in Time Series 0 0 1 66 0 0 12 183
Testing for the Martingale Difference Hypothesis in Multivariate Time Series Models 0 0 2 8 0 0 21 41
Testing mutual independence in high dimension via distance covariance 0 0 0 12 2 4 11 50
Testing serial independence of object-valued time series 0 0 0 1 0 0 12 16
Testing the martingale difference hypothesis in high dimension 0 0 0 2 1 2 14 22
The Dependent Wild Bootstrap 0 2 3 52 2 6 18 155
Time series analysis of COVID-19 infection curve: A change-point perspective 0 0 0 5 0 1 8 28
Volatility Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Multivariate Volatility 0 0 0 5 1 1 5 35
Total Journal Articles 0 6 28 531 25 59 493 2,412

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Statistics updated 2026-08-07