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 1 2 2 46
Online Generalized Method of Moments for Time Series 0 0 6 6 3 5 15 15
Testing the martingale difference hypothesis in high dimension 0 0 0 11 3 4 5 15
Time Series Analysis of COVID-19 Infection Curve: A Change-Point Perspective 0 0 0 30 2 5 6 90
Total Working Papers 0 0 6 85 9 16 28 166

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 1 1 2 28 2 3 4 144
A LIMIT THEOREM FOR QUADRATIC FORMS AND ITS APPLICATIONS 0 0 0 24 2 2 2 102
A Subsampled Double Bootstrap for Massive Data 0 0 0 5 1 3 3 11
A bootstrap-assisted spectral test of white noise under unknown dependence 0 2 3 35 2 5 8 165
A self‐normalized approach to confidence interval construction in time series 0 0 1 22 2 4 7 87
A simple test of changes in mean in the possible presence of long‐range dependence 0 0 0 26 1 6 7 80
Adaptive Inference for Change Points in High-Dimensional Data 0 1 1 4 2 5 8 11
BOOTSTRAP-ASSISTED UNIT ROOT TESTING WITH PIECEWISE LOCALLY STATIONARY ERRORS 0 0 0 2 1 2 5 18
Bayesian model selection based on parameter estimates from subsamples 0 0 0 8 1 1 3 39
Confidence intervals for spectral mean and ratio statistics 0 0 0 14 1 2 3 65
Corrigendum: A self‐normalized approach to confidence interval construction in time series 0 0 0 12 1 1 1 49
Envelopes in multivariate regression models with nonlinearity and heteroscedasticity 0 0 0 5 0 1 1 13
Fixed b subsampling and the block bootstrap: improved confidence sets based on p-value calibration 0 0 0 5 0 1 1 45
Gaussian Approximation and Spatially Dependent Wild Bootstrap for High-Dimensional Spatial Data 0 0 1 1 1 3 5 5
Inference for Time Series Regression Models With Weakly Dependent and Heteroscedastic Errors 0 0 0 8 0 4 5 25
Inference for linear models with dependent errors 0 0 1 9 2 4 6 44
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 4 6 7 15
LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION FOR NONLINEAR PROCESSES 0 0 0 12 2 5 7 61
Local asymptotic powers of nonparametric and semiparametric tests for fractional integration 0 0 0 10 1 2 3 40
Martingale Difference Correlation and Its Use in High-Dimensional Variable Screening 0 2 5 30 1 5 15 105
Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Stationary Multivariate Time Series 0 2 2 12 1 6 11 45
Modelling the COVID‐19 infection trajectory: A piecewise linear quantile trend model 0 1 2 9 3 6 9 28
NONSTATIONARITY-EXTENDED WHITTLE ESTIMATION 0 0 0 11 1 4 4 48
Nonparametric functional central limit theorem for time series regression with application to self-normalized confidence interval 0 0 0 5 3 3 3 33
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 2 3 6 80
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 2 3 13
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 1 2 5 12
Segmenting time series via self‐normalisation 0 0 0 1 1 5 9 13
Self-Normalization for Time Series: A Review of Recent Developments 0 0 1 12 1 2 3 30
Self-normalization for Spatial Data 0 0 0 2 0 2 2 15
TESTING FOR WHITE NOISE UNDER UNKNOWN DEPENDENCE AND ITS APPLICATIONS TO DIAGNOSTIC CHECKING FOR TIME SERIES MODELS 0 0 1 13 1 1 5 50
Testing conditional mean independence for functional data 0 1 2 10 4 6 10 54
Testing for Change Points in Time Series 0 0 2 66 4 5 8 177
Testing for the Martingale Difference Hypothesis in Multivariate Time Series Models 0 0 1 6 1 3 4 23
Testing mutual independence in high dimension via distance covariance 0 0 0 12 1 1 3 41
Testing serial independence of object-valued time series 0 0 0 1 1 5 6 9
Testing the martingale difference hypothesis in high dimension 0 0 0 2 1 4 7 12
The Dependent Wild Bootstrap 0 0 1 49 0 5 8 143
Time series analysis of COVID-19 infection curve: A change-point perspective 0 0 1 5 2 2 4 23
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 10 28 515 55 132 213 2,062

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Statistics updated 2026-01-09