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 5 6 50
Online Generalized Method of Moments for Time Series 0 0 2 6 1 7 15 19
Testing the martingale difference hypothesis in high dimension 0 0 0 11 0 7 8 19
Time Series Analysis of COVID-19 Infection Curve: A Change-Point Perspective 0 0 0 30 0 4 8 92
Total Working Papers 0 0 2 85 2 23 37 180

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 2 28 0 5 7 147
A LIMIT THEOREM FOR QUADRATIC FORMS AND ITS APPLICATIONS 0 0 0 24 0 6 6 106
A Subsampled Double Bootstrap for Massive Data 0 0 0 5 4 8 10 18
A bootstrap-assisted spectral test of white noise under unknown dependence 0 0 3 35 1 9 15 172
A self‐normalized approach to confidence interval construction in time series 0 0 1 22 1 4 9 89
A simple test of changes in mean in the possible presence of long‐range dependence 0 0 0 26 2 7 13 86
Adaptive Inference for Change Points in High-Dimensional Data 0 1 2 5 3 9 14 18
BOOTSTRAP-ASSISTED UNIT ROOT TESTING WITH PIECEWISE LOCALLY STATIONARY ERRORS 0 0 0 2 1 4 6 21
Bayesian model selection based on parameter estimates from subsamples 0 0 0 8 2 4 4 42
Confidence intervals for spectral mean and ratio statistics 0 0 0 14 0 5 7 69
Corrigendum: A self‐normalized approach to confidence interval construction in time series 0 0 0 12 1 5 5 53
Envelopes in multivariate regression models with nonlinearity and heteroscedasticity 0 0 0 5 1 1 2 14
Fixed b subsampling and the block bootstrap: improved confidence sets based on p-value calibration 0 0 0 5 3 5 6 50
Gaussian Approximation and Spatially Dependent Wild Bootstrap for High-Dimensional Spatial Data 0 0 1 1 2 4 7 8
Inference for Time Series Regression Models With Weakly Dependent and Heteroscedastic Errors 0 0 0 8 1 2 6 27
Inference for linear models with dependent errors 0 0 1 9 0 6 10 48
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 7 9 18
LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION FOR NONLINEAR PROCESSES 0 0 0 12 0 2 6 61
Local asymptotic powers of nonparametric and semiparametric tests for fractional integration 0 0 0 10 1 3 5 42
Martingale Difference Correlation and Its Use in High-Dimensional Variable Screening 0 0 4 30 3 8 17 112
Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Stationary Multivariate Time Series 0 0 2 12 1 6 16 50
Modelling the COVID‐19 infection trajectory: A piecewise linear quantile trend model 1 2 4 11 2 18 23 43
NONSTATIONARITY-EXTENDED WHITTLE ESTIMATION 0 0 0 11 1 5 8 52
Nonparametric functional central limit theorem for time series regression with application to self-normalized confidence interval 0 0 0 5 1 6 6 36
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 7 9 85
On the coverage bound problem of empirical likelihood methods for time series 0 0 0 2 0 5 5 25
Parametric Inference in Stationary Time Series Models with Dependent Errors 0 0 0 1 0 2 5 15
Recent developments in bootstrap methods for dependent data 0 0 0 2 0 3 3 23
Robust inference for change points in high dimension 0 0 0 3 1 4 7 15
Segmenting time series via self‐normalisation 0 0 0 1 2 7 14 19
Self-Normalization for Time Series: A Review of Recent Developments 0 0 1 12 2 7 9 36
Self-normalization for Spatial Data 0 0 0 2 4 9 11 24
TESTING FOR WHITE NOISE UNDER UNKNOWN DEPENDENCE AND ITS APPLICATIONS TO DIAGNOSTIC CHECKING FOR TIME SERIES MODELS 0 0 1 13 0 2 4 51
Testing conditional mean independence for functional data 0 1 3 11 1 10 14 60
Testing for Change Points in Time Series 0 0 1 66 1 7 9 180
Testing for the Martingale Difference Hypothesis in Multivariate Time Series Models 1 1 1 7 4 10 12 32
Testing mutual independence in high dimension via distance covariance 0 0 0 12 0 4 6 44
Testing serial independence of object-valued time series 0 0 0 1 4 5 9 13
Testing the martingale difference hypothesis in high dimension 0 0 0 2 1 4 9 15
The Dependent Wild Bootstrap 1 1 2 50 2 4 11 147
Time series analysis of COVID-19 infection curve: A change-point perspective 0 0 1 5 0 5 7 26
Volatility Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Multivariate Volatility 0 0 0 5 2 4 4 34
Total Journal Articles 3 7 30 521 56 238 365 2,245

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Statistics updated 2026-03-04