Details about Xiaofeng Shao

Access statistics for papers by Xiaofeng Shao.

Last updated 2015-02-13. Update your information in the RePEc Author Service.

Short-id: psh274

Journal Articles

2015

1. Nonparametric functional central limit theorem for time series regression with application to self-normalized confidence interval
   Journal of Multivariate Analysis, 2015, 133, (C), 277-290

2014

2. Martingale Difference Correlation and Its Use in High-Dimensional Variable Screening
   Journal of the American Statistical Association, 2014, 109, (507), 1302-1318 View citations (7)
3. Self-normalization for Spatial Data
   Scandinavian Journal of Statistics, 2014, 41, (2), 311-324 View citations (1)

2013

4. Bayesian model selection based on parameter estimates from subsamples
   Statistics & Probability Letters, 2013, 83, (4), 979-986
5. Fixed b subsampling and the block bootstrap: improved confidence sets based on p-value calibration
   Journal of the Royal Statistical Society Series B, 2013, 75, (1), 161-184 View citations (2)
6. Inference for linear models with dependent errors
   Journal of the Royal Statistical Society Series B, 2013, 75, (2), 323-343 View citations (8)
7. On a general class of long run variance estimators
   Economics Letters, 2013, 120, (3), 437-441

2012

8. Parametric Inference in Stationary Time Series Models with Dependent Errors
   Scandinavian Journal of Statistics, 2012, 39, (4), 772-783 View citations (1)

2011

9. A bootstrap-assisted spectral test of white noise under unknown dependence
   Journal of Econometrics, 2011, 162, (2), 213-224 View citations (18)
10. A simple test of changes in mean in the possible presence of long‐range dependence
    Journal of Time Series Analysis, 2011, 32, (6), 598-606 View citations (13)
11. TESTING FOR WHITE NOISE UNDER UNKNOWN DEPENDENCE AND ITS APPLICATIONS TO DIAGNOSTIC CHECKING FOR TIME SERIES MODELS
    Econometric Theory, 2011, 27, (02), 312-343 View citations (10)

2010

12. A self‐normalized approach to confidence interval construction in time series
    Journal of the Royal Statistical Society Series B, 2010, 72, (3), 343-366 View citations (26)
13. Corrigendum: A self‐normalized approach to confidence interval construction in time series
    Journal of the Royal Statistical Society Series B, 2010, 72, (5), 695-696 View citations (19)
14. NONSTATIONARITY-EXTENDED WHITTLE ESTIMATION
    Econometric Theory, 2010, 26, (04), 1060-1087 View citations (7)
15. Testing for Change Points in Time Series
    Journal of the American Statistical Association, 2010, 105, (491), 1228-1240 View citations (15)
16. The Dependent Wild Bootstrap
    Journal of the American Statistical Association, 2010, 105, (489), 218-235 View citations (25)

2009

17. A GENERALIZED PORTMANTEAU TEST FOR INDEPENDENCE BETWEEN TWO STATIONARY TIME SERIES
    Econometric Theory, 2009, 25, (01), 195-210 View citations (3)
18. Confidence intervals for spectral mean and ratio statistics
    Biometrika, 2009, 96, (1), 107-117 View citations (1)

2007

19. A LIMIT THEOREM FOR QUADRATIC FORMS AND ITS APPLICATIONS
    Econometric Theory, 2007, 23, (05), 930-951 View citations (8)
20. LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION FOR NONLINEAR PROCESSES
    Econometric Theory, 2007, 23, (05), 899-929 View citations (10)
21. Local asymptotic powers of nonparametric and semiparametric tests for fractional integration
    Stochastic Processes and their Applications, 2007, 117, (2), 251-261