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Volatility martingale differen...
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Nonstationarity-extended whittle estimation
Shao, Xiaofeng
- In:
Econometric theory
26
(
2010
)
4
,
pp. 1060-1087
Persistent link: https://www.econbiz.de/10003993824
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2
The dependent wild bootstrap
Shao, Xiaofeng
- In:
Journal of the American Statistical Association : JASA
105
(
2010
)
489
,
pp. 218-235
Persistent link: https://www.econbiz.de/10008732118
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3
Testing for white noise under unknown dependence and its applications to diagnostic checking for time series models
Shao, Xiaofeng
- In:
Econometric theory
27
(
2011
)
2
,
pp. 312-343
Persistent link: https://www.econbiz.de/10009310782
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4
A bootstrap-assisted spectral test of white noise under unknownment dependence
Shao, Xiaofeng
- In:
Journal of econometrics
162
(
2011
)
2
,
pp. 213-224
Persistent link: https://www.econbiz.de/10009270650
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5
A generalized portmanteau test for independence between two stationary time series
Shao, Xiaofeng
- In:
Econometric theory
25
(
2009
)
1
,
pp. 195-210
Persistent link: https://www.econbiz.de/10003816223
Saved in:
6
Capacity sharing : the impacts of agreement and contracting timing
Shao, Xiaofeng
- In:
Journal of the Operational Research Society
72
(
2021
)
10
,
pp. 2256-2273
Persistent link: https://www.econbiz.de/10012653156
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7
Omnichannel retail move in a dual-channel supply chain
Shao, Xiaofeng
- In:
European journal of operational research : EJOR
294
(
2021
)
3
,
pp. 936-950
Persistent link: https://www.econbiz.de/10012591556
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8
Testing for change points in time series
Shao, Xiaofeng
;
Zhang, Xianyang
- In:
Journal of the American Statistical Association : JASA
105
(
2010
)
491
,
pp. 1228-1240
Persistent link: https://www.econbiz.de/10008738385
Saved in:
9
Local whittle estimation of fractional integration for nonlinear processes
Shao, Xiaofeng
;
Wu, Wei Biao
- In:
Econometric theory
23
(
2007
)
5
,
pp. 899-929
Persistent link: https://www.econbiz.de/10003549669
Saved in:
10
A limit theorem for quadratic forms and its applications
Wu, Wei Biao
;
Shao, Xiaofeng
- In:
Econometric theory
23
(
2007
)
5
,
pp. 930-951
Persistent link: https://www.econbiz.de/10003549673
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