Xiaofeng Shao : Citation Profile

Washington University in St. Louis

13

H index

14

i10 index

466

Citations

RESEARCH PRODUCTION:

43

Articles

4

Papers

RESEARCH ACTIVITY:

   18 years (2007 - 2025). See details.
   Cites by year: 25
   Journals where Xiaofeng Shao has often published
   Relations with other researchers
   Recent citing documents: 87.    Total self citations: 15 (3.12 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psh274
   Updated: 2026-01-17    RAS profile: 2025-03-14    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Xiaofeng Shao.

Is cited by:

Hong, Yongmiao (17)

LINTON, OLIVER (15)

Zhu, Ke (12)

Wang, Xuexin (11)

Sibbertsen, Philipp (11)

Wenger, Kai (9)

Leschinski, Christian (9)

GAO, Jiti (7)

Gil-Alana, Luis (7)

Sokol, Andrej (6)

Smeekes, Stephan (6)

Cites to:

Vogelsang, Timothy (26)

Kiefer, Nicholas (23)

Lobato, Ignacio (16)

Bunzel, Helle (12)

Phillips, Peter (12)

Andrews, Donald (10)

Chen, Xiaohong (8)

Sun, Yixiao (7)

Perron, Pierre (5)

Horvath, Lajos (5)

Bai, Jushan (4)

Main data

Where Xiaofeng Shao has published?

Journals with more than one article published# docs
Journal of the Royal Statistical Society Series B8
Econometric Theory6
Journal of the American Statistical Association6
Biometrika4
Journal of Time Series Analysis3
Journal of Business & Economic Statistics3
Journal of Econometrics3
Journal of Multivariate Analysis2
Journal of the American Statistical Association2
Scandinavian Journal of Statistics2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org4

Recent works citing Xiaofeng Shao (2025 and 2024)

YearTitle of citing document
2025Change-Point Testing for Risk Measures in Time Series. (2023). Pelger, Markus ; Glynn, Peter W ; Fan, Lin. In: Papers. RePEc:arx:papers:1809.02303.

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2025A Distance Covariance-based Estimator. (2024). Tsyawo, Emmanuel ; Soale, Abdul-Nasah. In: Papers. RePEc:arx:papers:2102.07008.

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2024Estimation and Inference for a Class of Generalized Hierarchical Models. (2024). GAO, Jiti ; Yan, Yayi ; Dong, Chaohua ; Peng, Bin. In: Papers. RePEc:arx:papers:2311.02789.

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2024Estimation for conditional moment models based on martingale difference divergence. (2024). Song, Kunyang ; Zhu, KE ; Jiang, Feiyu. In: Papers. RePEc:arx:papers:2404.11092.

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2025The modified conditional sum-of-squares estimator for fractionally integrated models. (2025). Kilincc, Mustafa R ; Massmann, Michael. In: Papers. RePEc:arx:papers:2404.12882.

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2024Orthogonal Bootstrap: Efficient Simulation of Input Uncertainty. (2024). Lu, Yiping ; Ying, Lexing ; Liu, Kaizhao ; Blanchet, Jose. In: Papers. RePEc:arx:papers:2404.19145.

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2024A sequential test procedure for the choice of the number of regimes in multivariate nonlinear models. (2024). Bucci, Andrea. In: Papers. RePEc:arx:papers:2406.02152.

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2024Wild inference for wild SVARs with application to heteroscedasticity-based IV. (2024). Polbin, Andrey ; Karamysheva, Madina ; Gafarov, Bulat ; Skrobotov, Anton. In: Papers. RePEc:arx:papers:2407.03265.

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2024Enhanced power enhancements for testing many moment equalities: Beyond the $2$- and $\infty$-norm. (2024). Kock, Anders ; Preinerstorfer, David. In: Papers. RePEc:arx:papers:2407.17888.

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2024Persistence-Robust Break Detection in Predictive Quantile and CoVaR Regressions. (2024). Hoga, Yannick. In: Papers. RePEc:arx:papers:2410.05861.

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2025Self-Normalized Inference in (Quantile, Expected Shortfall) Regressions for Time Series. (2025). Schulz, Christian ; Hoga, Yannick. In: Papers. RePEc:arx:papers:2502.10065.

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2025Local Projections Bootstrap Inference. (2025). Jorda, Oscar ; Gadea, Mar'Ia Dolores. In: Papers. RePEc:arx:papers:2509.17949.

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2025Optimal break tests for large linear time series models. (2025). Gupta, Abhimanyu ; Seo, Myung Hwan. In: Papers. RePEc:arx:papers:2510.12262.

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2025Machine-Learning-Assisted Comparison of Regression Functions. (2025). Yan, Jian ; Li, Zhuoxi ; Chen, Yong ; Ning, Yang. In: Papers. RePEc:arx:papers:2510.24714.

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2024Portmanteau tests for periodic ARMA models with dependent errors. (2024). Manassara, Boubacar Y ; Amir, Ilmi A. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:2:p:164-188.

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2024Multiple change point detection under serial dependence: Wild contrast maximisation and gappy Schwarz algorithm. (2024). Fryzlewicz, Piotr ; Cho, Haeran. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:3:p:479-494.

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2024Test of change point versus long‐range dependence in functional time series. (2024). Baek, Changryong ; Kokoszka, Piotr ; Meng, Xiangdong. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:4:p:497-512.

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2024Limit Theory and Inference in Non-cointegrated Functional Coefficient Regression. (2024). Phillips, Peter ; Tu, Yundong ; Wang, Ying. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2399.

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2024Detecting change structures of nonparametric regressions. (2024). Zhao, Wenbiao ; Zhu, Lixing. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:190:y:2024:i:c:s0167947323001676.

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2024Conditional mean dimension reduction for tensor time series. (2024). Zhang, Xin ; Lee, Chung Eun. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:199:y:2024:i:c:s0167947324000823.

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2025Test for the mean of high-dimensional functional time series. (2025). Jiang, Qing ; Feng, Zhenghui ; Yang, Lin. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:201:y:2025:i:c:s0167947324001245.

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2025Robust direction estimation in single-index models via cumulative divergence. (2025). He, Shuaida ; Zhang, Jiarui ; Chen, Xin. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:202:y:2025:i:c:s0167947324001361.

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2025A tree approach for variable selection and its random forest. (2025). Qin, XU ; Liu, YU ; Cai, Zhibo. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:202:y:2025:i:c:s016794732400152x.

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2025Unified specification tests in partially linear time series models. (2025). Sun, Shuang ; Song, Xiaojun. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:203:y:2025:i:c:s0167947324001580.

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2025On summed nonparametric dependence measures in high dimensions, fixed or large samples. (2025). Cheng, Qing ; Xu, Kai. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:205:y:2025:i:c:s0167947324001932.

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2025Quantile feature screening for infinite dimensional data under FDR control. (2025). Zhang, Zhongzhan ; Tian, Zhentao. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:206:y:2025:i:c:s0167947325000088.

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2025Statistical inference for partially shape-constrained function-on-scalar linear regression models. (2025). Kim, Soo-Young ; Park, Yeonjoo ; Han, Kyunghee. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:211:y:2025:i:c:s0167947325000763.

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2025Adjusted-range-based self-normalized autocorrelation tests. (2025). Sun, Jiajing ; Zhu, Meiting ; Linton, Oliver. In: Economics Letters. RePEc:eee:ecolet:v:251:y:2025:i:c:s0165176525001521.

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2025Structural stability of functional data — A new adjusted-range-based self-normalization approach. (2025). Hong, Yongmiao ; Xu, Weichao ; Sun, Jiajing ; Lin, Zhuo. In: Economics Letters. RePEc:eee:ecolet:v:253:y:2025:i:c:s0165176525001879.

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2024A residual bootstrap for conditional Value-at-Risk. (2024). Smeekes, Stephan ; Beutner, Eric ; Heinemann, Alexander. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623002701.

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2024Kolmogorov–Smirnov type testing for structural breaks: A new adjusted-range based self-normalization approach. (2024). LINTON, OLIVER ; Hong, Yongmiao ; Wang, Shouyang ; Sun, Jiajing ; McCabe, Brendan. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003196.

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2024A generalized knockoff procedure for FDR control in structural change detection. (2024). Ke, Yuan ; Liu, Jingyuan ; Sun, AO. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407622001567.

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2024Confidence intervals of treatment effects in panel data models with interactive fixed effects. (2024). Zhou, Qiankun ; Shen, Yan ; Li, Xingyu. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000307.

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2024Robust inference on correlation under general heterogeneity. (2024). Phillips, Peter ; Giraitis, Liudas. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s030440762400037x.

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2024Prewhitened long-run variance estimation robust to nonstationarity. (2024). Perron, Pierre ; Casini, Alessandro. In: Journal of Econometrics. RePEc:eee:econom:v:242:y:2024:i:1:s0304407624001404.

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2024Change-point analysis of time series with evolutionary spectra. (2024). Perron, Pierre ; Casini, Alessandro. In: Journal of Econometrics. RePEc:eee:econom:v:242:y:2024:i:2:s030440762400157x.

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2024Reprint of: Robust inference on correlation under general heterogeneity. (2024). Phillips, Peter ; Giraitis, Liudas. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:2:s0304407624000903.

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2024Estimating and testing for smooth structural changes in moment condition models. (2024). Li, Haiqi ; Zhou, Jin ; Hong, Yongmiao. In: Journal of Econometrics. RePEc:eee:econom:v:246:y:2024:i:1:s0304407624002471.

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2024Validating approximate slope homogeneity in large panels. (2024). Dette, Holger ; Kutta, Tim. In: Journal of Econometrics. RePEc:eee:econom:v:246:y:2024:i:1:s0304407624002495.

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2025Interval quantile correlations with applications to testing high-dimensional quantile effects. (2025). Zhang, Yaowu ; Zhou, Yeqing ; Zhu, Liping. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pa:s0304407624002732.

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2025Three-dimensional heterogeneous panel data models with multi-level interactive fixed effects. (2025). Su, Liangjun ; Jin, Sainan ; Lu, Xun. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000119.

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2025On time-varying panel data models with time-varying interactive fixed effects. (2025). Su, Liangjun ; Qian, Junhui ; Jin, Sainan ; Wang, Xia ; Li, Yingxing. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000144.

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2025Limit theory and inference in non-cointegrated functional coefficient regression. (2025). Phillips, Peter ; Tu, Yundong ; Wang, Ying. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000508.

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2025Dimension-agnostic change point detection. (2025). Gao, Hanjia ; Shao, Xiaofeng ; Wang, Runmin. In: Journal of Econometrics. RePEc:eee:econom:v:250:y:2025:i:c:s0304407625000661.

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2025Fast on-line changepoint detection using heavily-weighted CUSUM and veto-based decision rules. (2025). Ghezzi, Fabrizio ; Rossi, Eduardo ; Trapani, Lorenzo. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s0304407625001253.

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2024Bootstrapping long memory time series: Application in low frequency estimators. (2024). Arteche, Josu. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:1-15.

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2025Joint Hypothesis Testing from Heterogeneous Samples under Cross-dependence. (2025). Hassler, Uwe ; Hosseinkouchack, Mehdi. In: Econometrics and Statistics. RePEc:eee:ecosta:v:35:y:2025:i:c:p:41-54.

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2024Local predictability of stock returns and cash flows. (2024). Chen, LI ; Yu, Deshui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:77:y:2024:i:c:s0927539824000203.

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2025Testing for equal predictive accuracy with strong dependence. (2025). Iacone, Fabrizio ; Coroneo, Laura. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:1073-1092.

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2024Capital flows-at-risk: Push, pull and the role of policy. (2024). Sokol, Andrej ; Eguren Martin, Fernando ; von Dem, Lukas ; Eguren-Martin, Fernando ; O'Neill, Cian. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:147:y:2024:i:c:s0261560624001335.

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2024Test of conditional independence in factor models via Hilbert–Schmidt independence criterion. (2024). Cheng, Qing ; Xu, Kai. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:199:y:2024:i:c:s0047259x23000878.

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2024Flexible nonlinear inference and change-point testing of high-dimensional spectral density matrices. (2024). Steland, Ansgar. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:199:y:2024:i:c:s0047259x2300091x.

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2024Grouped feature screening for ultrahigh-dimensional classification via Gini distance correlation. (2024). Dang, Xin ; Sang, Yongli. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:204:y:2024:i:c:s0047259x24000678.

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2025Scaled envelope models for multivariate time series. (2025). Samadi, Yaser S ; Wiranthe, H M. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:205:y:2025:i:c:s0047259x24000770.

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2025A general approach for testing independence in Hilbert spaces. (2025). Liang, Hua ; Gaigall, Daniel ; Wu, Shunyao. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:206:y:2025:i:c:s0047259x24000915.

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2025An exponential inequality for Hilbert-valued U-statistics of i.i.d. data. (2025). Giraudo, Davide. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:207:y:2025:i:c:s0047259x25000016.

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2025High-dimensional data analysis: Change point detection via bootstrap MOSUM. (2025). Wang, Xuejun ; Zhu, Hanbing ; Zhou, Houlin. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:209:y:2025:i:c:s0047259x25000442.

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2024Detection of a structural break in intraday volatility pattern. (2024). Kutta, Tim ; Wang, Shixuan ; Kokoszka, Piotr ; Mohammadi, Neda. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:176:y:2024:i:c:s0304414924001327.

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2025Mixingale and physical dependence equality with applications. (2025). Hill, Jonathan B. In: Statistics & Probability Letters. RePEc:eee:stapro:v:221:y:2025:i:c:s0167715225000252.

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2024Social and spatial disparities in individuals’ mobility response time to COVID-19: A big data analysis incorporating changepoint detection and accelerated failure time models. (2024). Wu, Yulin ; Zhang, Wenjia ; Deng, Guobang. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:184:y:2024:i:c:s096585642400137x.

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2024Multiple change point detection under serial dependence: wild contrast maximisation and gappy Schwarz algorithm. (2024). Fryzlewicz, Piotr ; Cho, Haeran. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:120085.

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2025Local Projections Bootstrap Inference. (2025). Jorda, Oscar ; Gadea, Maria. In: Working Paper Series. RePEc:fip:fedfwp:101873.

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2025Dual Kriging with a Nonlinear Hybrid Gaussian RBF–Polynomial Trend: The Theory and Application to PM 2.5 Estimation in Northern Thailand. (2025). Moonchai, Sompop ; Chanthorn, Pharunyou ; Utudee, Somlak. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:17:p:2811-:d:1739694.

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2025A Self-Normalized Online Monitoring Method Based on the Characteristic Function. (2025). Wang, Yang ; Yang, Baoying. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:5:p:710-:d:1597291.

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2025Model-Free Feature Screening Based on Data Aggregation for Ultra-High-Dimensional Longitudinal Data. (2025). Dai, Jing ; Chen, Junfeng ; Li, Yunming ; Yang, Xiaoguang. In: Stats. RePEc:gam:jstats:v:8:y:2025:i:4:p:99-:d:1772872.

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2025Ensemble with Divisive Bagging for Feature Selection in Big Data. (2025). Kwon, Tae Yeon ; Park, Yousung. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:2:d:10.1007_s10614-024-10741-y.

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2024Scalable subsampling: computation, aggregation and inference. (2024). Politis, Dimitris N. In: Biometrika. RePEc:oup:biomet:v:111:y:2024:i:1:p:347-354..

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2025Inference on breaks in weak location time series models with quasi-Fisher scores. (2025). Francq, Christian ; Zakoian, Jean-Michel ; Trapani, Lorenzo. In: MPRA Paper. RePEc:pra:mprapa:123741.

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2025Testing for Multiple Structural Breaks in Multivariate Long Memory Regression Models. (2025). Sibbertsen, Philipp ; Less, Vivien. In: Working Papers. RePEc:ptu:wpaper:w202503.

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2024A tuning-free efficient test for marginal linear effects in high-dimensional quantile regression. (2024). An, Nan ; Xu, Kai. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:76:y:2024:i:1:d:10.1007_s10463-023-00877-3.

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2025A distance covariance test of independence in high dimension, low sample size contexts. (2025). Xu, Kai ; Yang, Minghui. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:77:y:2025:i:5:d:10.1007_s10463-025-00928-x.

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2024Using interpolated implied volatility for analysing exogenous market changes. (2024). Vitali, Sebastiano ; MacIak, Matu. In: Computational Management Science. RePEc:spr:comgts:v:21:y:2024:i:1:d:10.1007_s10287-024-00505-2.

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2024Testing heterogeneity in quantile regression: a multigroup approach. (2024). Vistocco, Domenico ; Davino, Cristina ; Lamberti, Giuseppe. In: Computational Statistics. RePEc:spr:compst:v:39:y:2024:i:1:d:10.1007_s00180-023-01371-3.

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2024Variable selection for multivariate functional data via conditional correlation learning. (2024). Wang, Lihong. In: Computational Statistics. RePEc:spr:compst:v:39:y:2024:i:4:d:10.1007_s00180-024-01489-y.

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2025Conditional sufficient variable selection with prior information. (2025). Wang, Pei ; Mitra, Shouryya ; Lu, Jing ; Weng, Jiaying. In: Computational Statistics. RePEc:spr:compst:v:40:y:2025:i:5:d:10.1007_s00180-024-01563-5.

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2025Empirical evaluation of initial transient deletion rules for the steady-state mean estimation problem. (2025). Muoz, David F. In: Computational Statistics. RePEc:spr:compst:v:40:y:2025:i:6:d:10.1007_s00180-022-01243-2.

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2024Have the extraordinary circumstances of the COVID-19 outbreak and the Russian–Ukrainian conflict impacted the efficiency of cryptocurrencies?. (2024). Maghyereh, Aktham ; Al-Shboul, Mohammad. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00550-x.

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2025Quantile regression-enriched event modeling framework for dropout analysis in high-temperature superconductor manufacturing. (2025). Paidpilli, Mahesh ; Lin, Ying ; Feng, Qianmei ; Selvamanickam, Venkat ; Galstyan, Eduard ; Goel, Chirag ; Fu, Wenjiang ; Chen, Siwei ; Peng, Shenglin. In: Journal of Intelligent Manufacturing. RePEc:spr:joinma:v:36:y:2025:i:5:d:10.1007_s10845-024-02358-7.

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2024On the test of covariance between two high-dimensional random vectors. (2024). Chen, Yongshuai ; Guo, Wenwen ; Cui, Hengjian. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:5:d:10.1007_s00362-023-01500-6.

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2024Robust change-point detection for functional time series based on U-statistics and dependent wild bootstrap. (2024). Wendler, Martin ; Wegner, Lea. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:7:d:10.1007_s00362-024-01577-7.

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2024Estimation and testing of expectile regression with efficient subsampling for massive data. (2024). Zhou, Yong ; Song, Shanshan ; Chen, Baolin. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:9:d:10.1007_s00362-024-01571-z.

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2025Consistent complete independence test in high dimensions based on Chatterjee correlation coefficient. (2025). Dai, Jun ; Du, Jiang ; Xia, Liqi ; Cao, Ruiyuan. In: Statistical Papers. RePEc:spr:stpapr:v:66:y:2025:i:1:d:10.1007_s00362-024-01618-1.

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2025A Test for Trend Gradual Changes in Heavy Tailed AR (p) Sequences. (2025). Wang, Chong ; Wei, Yuesong ; Xu, Tianming ; Jiang, Dong. In: Statistical Papers. RePEc:spr:stpapr:v:66:y:2025:i:1:d:10.1007_s00362-024-01626-1.

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2024Multiple change point detection for high-dimensional data. (2024). Tan, Falong ; Zhao, Wenbiao ; Zhu, Lixing. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:33:y:2024:i:3:d:10.1007_s11749-024-00926-w.

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2024A new sufficient dimension reduction method via rank divergence. (2024). Yuan, Xiaohui ; Sun, Jianguo ; Ren, Fengjiao ; Li, Danning ; Liu, Tianqing. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:33:y:2024:i:3:d:10.1007_s11749-024-00929-7.

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2025HAR Inference for Quantile Regression in Time Series. (2025). Hwang, Jungbin ; Valds, Gonzalo. In: Working papers. RePEc:uct:uconnp:2025-03.

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2025Quantile ARDL Estimation of the Relationship between the Confirmed COVID-19 Cases and Deaths in the U.S.. (2025). Cho, Jin Seo ; Jing, Xin. In: Working papers. RePEc:yon:wpaper:2025rwp-247.

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Works by Xiaofeng Shao:

YearTitleTypeCited
2018Bootstrap-Assisted Unit Root Testing With Piecewise Locally Stationary Errors In: Papers.
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2019BOOTSTRAP-ASSISTED UNIT ROOT TESTING WITH PIECEWISE LOCALLY STATIONARY ERRORS.(2019) In: Econometric Theory.
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2020Time Series Analysis of COVID-19 Infection Curve: A Change-Point Perspective In: Papers.
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2023Time series analysis of COVID-19 infection curve: A change-point perspective.(2023) In: Journal of Econometrics.
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2022Testing the martingale difference hypothesis in high dimension In: Papers.
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2023Testing the martingale difference hypothesis in high dimension.(2023) In: Journal of Econometrics.
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2025Online Generalized Method of Moments for Time Series In: Papers.
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2010The Dependent Wild Bootstrap In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article63
2010Testing for Change Points in Time Series In: Journal of the American Statistical Association.
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2022Jiang, Zhao and Shaos reply to the Discussion of ‘The First Discussion Meeting on Statistical Aspects of the Covid‐19 Pandemic’ In: Journal of the Royal Statistical Society Series A.
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2010A self‐normalized approach to confidence interval construction in time series In: Journal of the Royal Statistical Society Series B.
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2010Corrigendum: A self‐normalized approach to confidence interval construction in time series.(2010) In: Journal of the Royal Statistical Society Series B.
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2013Fixed b subsampling and the block bootstrap: improved confidence sets based on p-value calibration In: Journal of the Royal Statistical Society Series B.
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2013Inference for linear models with dependent errors In: Journal of the Royal Statistical Society Series B.
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2016On the coverage bound problem of empirical likelihood methods for time series In: Journal of the Royal Statistical Society Series B.
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2018Testing mutual independence in high dimension via distance covariance In: Journal of the Royal Statistical Society Series B.
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2022Modelling the COVID‐19 infection trajectory: A piecewise linear quantile trend model In: Journal of the Royal Statistical Society Series B.
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2022Segmenting time series via self‐normalisation In: Journal of the Royal Statistical Society Series B.
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2011A simple test of changes in mean in the possible presence of long‐range dependence In: Journal of Time Series Analysis.
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2015ON SELF-NORMALIZATION FOR CENSORED DEPENDENT DATA In: Journal of Time Series Analysis.
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2015Recent developments in bootstrap methods for dependent data In: Journal of Time Series Analysis.
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2012Parametric Inference in Stationary Time Series Models with Dependent Errors In: Scandinavian Journal of Statistics.
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2014Self-normalization for Spatial Data In: Scandinavian Journal of Statistics.
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2007LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION FOR NONLINEAR PROCESSES In: Econometric Theory.
[Full Text][Citation analysis]		article16
2007A LIMIT THEOREM FOR QUADRATIC FORMS AND ITS APPLICATIONS In: Econometric Theory.
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2009A GENERALIZED PORTMANTEAU TEST FOR INDEPENDENCE BETWEEN TWO STATIONARY TIME SERIES In: Econometric Theory.
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2010NONSTATIONARITY-EXTENDED WHITTLE ESTIMATION In: Econometric Theory.
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2011TESTING FOR WHITE NOISE UNDER UNKNOWN DEPENDENCE AND ITS APPLICATIONS TO DIAGNOSTIC CHECKING FOR TIME SERIES MODELS In: Econometric Theory.
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2013On a general class of long run variance estimators In: Economics Letters.
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2011A bootstrap-assisted spectral test of white noise under unknown dependence In: Journal of Econometrics.
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2015Nonparametric functional central limit theorem for time series regression with application to self-normalized confidence interval In: Journal of Multivariate Analysis.
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2023Robust inference for change points in high dimension In: Journal of Multivariate Analysis.
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2007Local asymptotic powers of nonparametric and semiparametric tests for fractional integration In: Stochastic Processes and their Applications.
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2013Bayesian model selection based on parameter estimates from subsamples In: Statistics & Probability Letters.
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2020Testing conditional mean independence for functional data In: Biometrika.
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2024Testing serial independence of object-valued time series In: Biometrika.
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2009Confidence intervals for spectral mean and ratio statistics In: Biometrika.
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2014Martingale Difference Correlation and Its Use in High-Dimensional Variable Screening In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article45
2015Self-Normalization for Time Series: A Review of Recent Developments In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article28
2016A Subsampled Double Bootstrap for Massive Data In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article9
2018Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Stationary Multivariate Time Series In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article9
2022Adaptive Inference for Change Points in High-Dimensional Data In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article7
2024Gaussian Approximation and Spatially Dependent Wild Bootstrap for High-Dimensional Spatial Data In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article0
2015Inference for Time Series Regression Models With Weakly Dependent and Heteroscedastic Errors In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article1
2020Volatility Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Multivariate Volatility In: Journal of Business & Economic Statistics.
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2022Testing for the Martingale Difference Hypothesis in Multivariate Time Series Models In: Journal of Business & Economic Statistics.
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