Details about Xiaofeng Shao

Access statistics for papers by Xiaofeng Shao.

Last updated 2009-10-26. Update your information in the RePEc Author Service.

Short-id: psh274

Journal Articles

2009

1. A GENERALIZED PORTMANTEAU TEST FOR INDEPENDENCE BETWEEN TWO STATIONARY TIME SERIES
   Econometric Theory, 2009, 25, (01), 195-210
2. Confidence intervals for spectral mean and ratio statistics
   Biometrika, 2009, 96, (1), 107-117

2007

3. A LIMIT THEOREM FOR QUADRATIC FORMS AND ITS APPLICATIONS
   Econometric Theory, 2007, 23, (05), 930-951
4. LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION FOR NONLINEAR PROCESSES
   Econometric Theory, 2007, 23, (05), 899-929