Zhu, Changbo; Zhang, Xianyang; Yao, Shun; Shao, Xiaofeng Distance-based and RKHS-based dependence metrics in high dimension. (English) Zbl 1462.62279 Ann. Stat. 48, No. 6, 3366-3394 (2020). Reviewer: Jonas Šiaulys (Vilnius) MSC: 62G10 62G20 60K35 46E22 62P12 86A15 PDFBibTeX XMLCite \textit{C. Zhu} et al., Ann. Stat. 48, No. 6, 3366--3394 (2020; Zbl 1462.62279) Full Text: DOI arXiv Euclid
Shao, Xiaofeng A simple test of changes in mean in the possible presence of long-range dependence. (English) Zbl 1273.62223 J. Time Ser. Anal. 32, No. 6, 598-606 (2011). MSC: 62M10 62P12 62M07 PDFBibTeX XMLCite \textit{X. Shao}, J. Time Ser. Anal. 32, No. 6, 598--606 (2011; Zbl 1273.62223) Full Text: DOI
Shao, Xiaofeng Nonstationarity-extended Whittle estimation. (English) Zbl 1401.62176 Econom. Theory 26, No. 4, 1060-1087 (2010). MSC: 62M10 60G18 60G22 62F10 62F12 PDFBibTeX XMLCite \textit{X. Shao}, Econom. Theory 26, No. 4, 1060--1087 (2010; Zbl 1401.62176) Full Text: DOI arXiv
Shao, Xiaofeng A generalized portmanteau test for independence between two stationary time series. (English) Zbl 1277.62198 Econom. Theory 25, No. 1, 195-210 (2009). MSC: 62M07 62G10 60G10 62M10 PDFBibTeX XMLCite \textit{X. Shao}, Econom. Theory 25, No. 1, 195--210 (2009; Zbl 1277.62198) Full Text: DOI arXiv
Wu, Wei Biao; Shao, Xiaofeng Limit theorems for iterated random functions. (English) Zbl 1046.60024 J. Appl. Probab. 41, No. 2, 425-436 (2004). MSC: 60F05 60F17 60G42 60J10 PDFBibTeX XMLCite \textit{W. B. Wu} and \textit{X. Shao}, J. Appl. Probab. 41, No. 2, 425--436 (2004; Zbl 1046.60024) Full Text: DOI