| Covariance matrix estimation for stationary time series H Xiao, WB Wu Annals of Statistics 40 (1), 466-493, 2012 | 134 | 2012 |
| Autoregressive models for matrix-valued time series R Chen, H Xiao, D Yang Journal of Econometrics 222 (1), 539-560, 2021 | 96 | 2021 |
| Probability and moment inequalities under dependence W Liu, H Xiao, WB Wu Statistica Sinica 23 (3), 1257-1273, 2013 | 79 | 2013 |
| Generalized ARMA models with martingale difference errors T Zheng, H Xiao, R Chen Journal of Econometrics 189 (2), 492-506, 2015 | 42 | 2015 |
| Convolutional autoregressive models for functional time series X Liu, H Xiao, R Chen Journal of Econometrics 194 (2), 263-282, 2016 | 38 | 2016 |
| Portmanteau test and simultaneous inference for serial covariances H Xiao, WB Wu Statistica Sinica 24 (2), 577-600, 2014 | 35 | 2014 |
| Wald tests of singular hypotheses M Drton, H Xiao Bernoulli 22 (1), 38-59, 2016 | 33 | 2016 |
| Asymptotic theory for maximum deviations of sample covariance matrix estimates H Xiao, WB Wu Stochastic Processes and their Applications 123 (7), 2899-2920, 2013 | 31 | 2013 |
| Covariance matrix estimation in time series WB Wu, H Xiao Handbook of Statistics 30, 187-209, 2012 | 24 | 2012 |
| Smoothness of Gaussian Conditional Independence Models M Drton, H Xiao Contemporary Mathematics: Algebraic Methods in Statistics and Probability II …, 2010 | 19 | 2010 |
| Multi-linear Tensor Autoregressive Models Z Li, H Xiao arXiv preprint arXiv:2110.00928, 2021 | 17 | 2021 |
| Kopa: Automated kronecker product approximation C Cai, R Chen, H Xiao arXiv preprint arXiv:1912.02392, 2019 | 17 | 2019 |
| 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 | 17 | 2010 |
| Asymptotic inference of autocovariances of stationary processes H Xiao, WB Wu arXiv preprint arXiv:1105.3423, 2011 | 13 | 2011 |
| 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 | 9 | 2021 |
| A single-pass algorithm for spectrum estimation with fast convergence H Xiao, WB Wu IEEE Transactions on Information Theory 57 (7), 4720-4732, 2011 | 8 | 2011 |
| Finiteness of small factor analysis models M Drton, H Xiao Annals of the Institute of Statistical Mathematics 62 (4), 775-783, 2010 | 7 | 2010 |
| Analysis of Tensor Time Series: tensorTS R Chen, Y Han, Z Li, H Xiao, D Yang, R Yu | 4* | |
| Generalized autoregressive moving average models with GARCH errors T Zheng, H Xiao, R Chen Journal of Time Series Analysis 43 (1), 125-146, 2022 | 3 | 2022 |
| Hybrid Kronecker Product Decomposition and Approximation C Cai, R Chen, H Xiao arXiv preprint arXiv:1912.02955, 2019 | 3* | 2019 |
Rong ChenRong Chen, Professor of Statistics, Rutgers University在 stat.rutgers.edu 的电子邮件经过验证
