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Xiaofeng Shao
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Cited by
Year
Testing for change points in time series
X Shao, X Zhang
Journal of the American Statistical Association 105 (491), 1228-1240, 2010
2522010
Limit theorems for iterated random functions
WB Wu, X Shao
Journal of Applied Probability 41 (2), 425-436, 2004
2092004
The dependent wild bootstrap
X Shao
Journal of the American Statistical Association 105 (489), 218-235, 2010
1812010
Asymptotic spectral theory for nonlinear time series
X Shao, WB Wu
1782007
A self‐normalized approach to confidence interval construction in time series
X Shao
Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 2010
145*2010
Martingale difference correlation and its use in high-dimensional variable screening
X Shao, J Zhang
Journal of the American Statistical Association 109 (507), 1302-1318, 2014
1392014
Self-normalization for time series: a review of recent developments
X Shao
Journal of the American Statistical Association 110 (512), 1797-1817, 2015
932015
A simple test of changes in mean in the possible presence of long‐range dependence
X Shao
Journal of Time Series Analysis 32 (6), 598-606, 2011
832011
Testing for white noise under unknown dependence and its applications to diagnostic checking for time series models
X Shao
Econometric Theory 27 (2), 312-343, 2011
642011
Testing mutual independence in high dimension via distance covariance
S Yao, X Zhang, X Shao
Journal of the Royal Statistical Society. Series B (Statistical Methodology …, 2018
632018
Testing the structural stability of temporally dependent functional observations and application to climate projections
X Zhang, X Shao, K Hayhoe, DJ Wuebbles
522011
Time series analysis of COVID-19 infection curve: A change-point perspective
F Jiang, Z Zhao, X Shao
Journal of econometrics 232 (1), 1-17, 2023
452023
A bootstrap-assisted spectral test of white noise under unknown dependence
X Shao
Journal of Econometrics 162 (2), 213-224, 2011
452011
Local Whittle estimation of fractional integration for nonlinear processes
X Shao, WB Wu
Econometric Theory 23 (5), 899-929, 2007
442007
Two sample inference for the second-order property of temporally dependent functional data
X Zhang, X Shao
412015
Inference for linear models with dependent errors
Z Zhou, X Shao
Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 2013
412013
A subsampled double bootstrap for massive data
S Sengupta, S Volgushev, X Shao
Journal of the American Statistical Association 111 (515), 1222-1232, 2016
372016
Nonstationarity-extended Whittle estimation
X Shao
Econometric Theory 26 (4), 1060-1087, 2010
362010
Partial martingale difference correlation
T Park, X Shao, S Yao
352015
Fixed-smoothing asymptotics for time series
X Zhang, X Shao
352013
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Articles 1–20