Research Interests:

CV

Publications:

  1. Drton, M. and Xiao, H. (2016).
    Wald tests of singular hypotheses.
    Bernoulli, 22(1):38--59. arXiv:math.ST/1304.6746
  2. Zheng, T., Xiao, H. and Chen, R. (2015).
    Generalized ARMA models with martingale difference errors.
    J. Econometrics, 189(2):492--506.
  3. Xiao, H. and Wu, W. B. (2014).
    Portmanteau test and simultaneous inference for serial covariances. Supplement
    Statistica Sinica, 24(2):577--600.
  4. Xiao, H. and Wu, W. B. (2013).
    Asymptotic theory for maximum deviations of sample covariance matrix estimates. Supplement
    Stochastic Processes and their Applications, 123(7):2899--2920.
  5. Liu, W., Xiao, H. and Wu, W. B. (2013).
    Probability and moment inequalities under dependence.
    Statistica Sinica, 23(3):1257--1272.
  6. Xiao, H. and Wu, W. B. (2012).
    Covariance matrix estimation for stationary time series. Supplement
    Annals of Statistics, 40(1):466--493.
  7. Xiao, H. and Wu, W. B. (2012).
    Covariance matrix estimation in time series.
    Handbood of Statistics, 30:187--209.
  8. Xiao, H. and Wu, W. B. (2011).
    A single-pass algorithm for spectrum estimation with fast convergence.
    IEEE Transactions on Information Theory, 57(7):4720--4732.
  9. Drton, M. and Xiao, H. (2010).
    Finiteness of small factor analysis models.
    Annals of the Institute of Statistical Mathematics
    ., 62(4):775-783. arXiv:math.ST/0908.1736
  10. Drton, M. and Xiao, H. (2010).
    Smoothness of Gaussian conditional independence models.
    Algebraic Methods in Statistics and Probability II, Contemporary Mathematics, 516:155--177.
    American Mathematical Society, Providence, RI, 2010. arXiv:math.ST/0910.5447
  11. Xiao, H. and Zhou, W. (2010).
    Almost sure limit of the smallest eigenvalue of some sample correlation matrices.
    Journal of Theoretical Probability
    , 23(1):1-20, 2010.

Preprints:

  1. Liu, X., Xiao, H. and Chen, R. (2016+).
    Convolutional autoregressive models for functional time series.
    To appear in J. Econometrics.

Han Xiao, June 2016