The following pages link to Xiao-Feng Shao (Q1011244):
Displaying 30 items.
- A simple test of changes in mean in the possible presence of long-range dependence (Q135933) (← links)
- Partial martingale difference correlation (Q151601) (← links)
- (Q366975) (redirect page) (← links)
- Fixed-smoothing asymptotics for time series (Q366976) (← links)
- Improving the bandwidth-free inference methods by prewhitening (Q394095) (← links)
- Nonparametric functional central limit theorem for time series regression with application to self-normalized confidence interval (Q476245) (← links)
- A stochastic dynamic programming approach-based yield management with substitution and uncertainty in semiconductor manufacturing (Q552292) (← links)
- Modeling and analysis of material flows in re-entrant supply chain networks using modified partial differential equations (Q624771) (← links)
- A tuning parameter free test for properties of space-time covariance functions (Q730823) (← links)
- A bootstrap-assisted spectral test of white noise under unknown dependence (Q737899) (← links)
- Local asymptotic powers of nonparametric and semiparametric tests for fractional integration (Q867849) (← links)
- A Self-Normalized Approach to Confidence Interval Construction in Time Series (Q4632634) (← links)
- Corrigendum: A Self-Normalized Approach to Confidence Interval Construction in Time Series (Q4632649) (← links)
- Limit theorems for iterated random functions (Q4819468) (← links)
- Testing Mutual Independence in High Dimension via Distance Covariance (Q4962074) (← links)
- Fixed<i>b</i>Subsampling and the Block Bootstrap: Improved Confidence Sets based on<i>p</i>-Value Calibration (Q5088213) (← links)
- Inference for Linear Models with Dependent Errors (Q5088220) (← links)
- Adaptive Change Point Monitoring for High-Dimensional Data (Q5089460) (← links)
- Fixed-b asymptotics for blockwise empirical likelihood (Q5248909) (← links)
- The Dependent Random Weighting (Q5251502) (← links)
- The Dependent Wild Bootstrap (Q5254950) (← links)
- Testing for Change Points in Time Series (Q5255598) (← links)
- On the Coverage Bound Problem of Empirical Likelihood Methods for Time Series (Q5378359) (← links)
- Self‐normalization for Spatial Data (Q5418627) (← links)
- Modelling the COVID-19 Infection Trajectory: A Piecewise Linear Quantile Trend Model (Q6044082) (← links)
- Segmenting Time Series via Self-Normalisation (Q6044088) (← links)
- Testing the martingale difference hypothesis in high dimension (Q6108287) (← links)
- Change-point inference for high-dimensional heteroscedastic data (Q6184933) (← links)
- Two-sample and change-point inference for non-Euclidean valued time series (Q6200897) (← links)
- Fixed-b Subsampling and Block Bootstrap: Improved Confidence Sets Based on P-value Calibration (Q6232095) (← links)
