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Han Xiao
Han Xiao
Department of Statistics, Rutgers University
Verified email at stat.rutgers.edu - Homepage
Title
Cited by
Cited by
Year
Covariance matrix estimation for stationary time series
H Xiao, WB Wu
Annals of Statistics 40 (1), 466-493, 2012
1302012
Autoregressive models for matrix-valued time series
R Chen, H Xiao, D Yang
Journal of Econometrics 222 (1), 539-560, 2021
842021
Probability and moment inequalities under dependence
W Liu, H Xiao, WB Wu
Statistica Sinica 23 (3), 1257-1273, 2013
752013
Generalized ARMA models with martingale difference errors
T Zheng, H Xiao, R Chen
Journal of Econometrics 189 (2), 492-506, 2015
402015
Convolutional autoregressive models for functional time series
X Liu, H Xiao, R Chen
Journal of Econometrics 194 (2), 263-282, 2016
342016
Portmanteau test and simultaneous inference for serial covariances
H Xiao, WB Wu
Statistica Sinica 24 (2), 577-600, 2014
342014
Wald tests of singular hypotheses
M Drton, H Xiao
Bernoulli 22 (1), 38-59, 2016
302016
Asymptotic theory for maximum deviations of sample covariance matrix estimates
H Xiao, WB Wu
Stochastic Processes and their Applications 123 (7), 2899-2920, 2013
302013
Covariance matrix estimation in time series
WB Wu, H Xiao
Handbook of Statistics 30, 187-209, 2012
232012
Smoothness of Gaussian Conditional Independence Models
M Drton, H Xiao
Contemporary Mathematics: Algebraic Methods in Statistics and Probability II …, 2010
182010
Almost sure limit of the smallest eigenvalue of some sample correlation matrices
H Xiao, W Zhou
Journal of Theoretical Probability 23 (1), 1-20, 2010
172010
Kopa: Automated kronecker product approximation
C Cai, R Chen, H Xiao
arXiv preprint arXiv:1912.02392, 2019
142019
Multi-linear Tensor Autoregressive Models
Z Li, H Xiao
arXiv preprint arXiv:2110.00928, 2021
132021
Asymptotic inference of autocovariances of stationary processes
H Xiao, WB Wu
arXiv preprint arXiv:1105.3423, 2011
132011
Composite Index Construction with Expert Opinion
R Chen, Y Ji, G Jiang, H Xiao, R Xie, P Zhu
Journal of Business & Economic Statistics, 1-13, 2021
72021
A single-pass algorithm for spectrum estimation with fast convergence
H Xiao, WB Wu
IEEE Transactions on Information Theory 57 (7), 4720-4732, 2011
72011
Finiteness of small factor analysis models
M Drton, H Xiao
Annals of the Institute of Statistical Mathematics 62 (4), 775-783, 2010
72010
Generalized autoregressive moving average models with GARCH errors
T Zheng, H Xiao, R Chen
Journal of Time Series Analysis 43 (1), 125-146, 2022
32022
Hybrid Kronecker Product Decomposition and Approximation
C Cai, R Chen, H Xiao
arXiv preprint arXiv:1912.02955, 2019
3*2019
Simultaneous inference of covariances
H Xiao, WB Wu
arXiv preprint arXiv:1109.0524, 2011
32011
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Articles 1–20