Publications

  1. Qing, H. & Xu, X.* (2025) Latent class analysis with arbitrary-distribution responses. Entropy. 27(8), 866.
  2. Xu, X.*, Zhang, Y. J, Liu, Y., Goto, Y., Taniguchi, M., & Chen, Y. (2025) Long-memory log-linear zero-inflated generalized Poisson autoregression for Covid-19 pandemic modeling. Statistica Sinica. 35, 505-532.
  3. Xu, X.*, Liu, Y., & Taniguchi, M. (2024) Second-order robustness for time series. Statistical Inference for Stochastic Processes. 27, 213–225.
  4. Goto, Y.,Nagahata, H., Taniguchi, M., Monti A.C., & Xu, X. (2023) ANOVA with Dependent Errors. Springer Singapore.
  5. Xu, X.*, Taniguchi, M., & Murata, N. (2023) UMVU Estimation for Time Series. In Research Papers in Statistical Inference for Time Series and Related Models: Essays in Honor of Masanobu Taniguchi. 555-564. Singapore: Springer.
  6. Xu, X.*, Liu, Y., & Taniguchi, M. (2023) Higher order asymptotic theory for minimax estimation of time series. Journal of Time Series Analysis. 44(2), 247-257.
  7. Goto, Y., Suzuki, K., Xu, X.*, & Taniguchi, M. (2023) Two-way random ANOVA model with interaction disturbed by dependent errors. The Annals of the Institute of Statistical Mathematics. 75, 511–532.
  8. Xu, X.* , Li, Z., & Taniguchi, M. (2022) Comparison between the exact likelihood and Whittle likelihood for moving average processes. Statistica. 82(1), 3-13.
  9. Xu, X., Chen, Y.*, Zhang, G. & Koch, T. (2024). Modelling functional time series and mixed-type predictors with partially functional autoregression. Journal of Business and Economic Statistics. 2(2), 349–366.
  10. Xu, X., Kou, S.* and Chen, Y. (2021). Discussion on “Text Selection”. Journal of Business and Economic Statistics. 39(4), 883-887.
  11. Xu, X.* , & Zakiyeva, N. (2021). Nonlinear network autoregressive model with application to natural gas network forecasting. Scientiae Mathematicae Japonicae, e 2020 33 2020-7 (in Editione Electronica).
  12. Xu, X., Chen, Y., Chen, C. W. S.*, & Lin, X. (2020). Adaptive log-linear zero-inflated generalized Poisson autoregressive model with applications to crime counts. The Annals of Applied Statistics. 14(3): 1493-1515.
  13. Chen, Y., Koch, T., Lim, K. G., Xu, X., & Zakiyeva, N.* (alphabetical)(2020). A review study of functional autoregressive models with application to energy forecasting. Wiley Interdisciplinary Reviews: Computational Statistics, e1525.

Working papers

  1. “Quantifying associations between polarized mobility and reinforced socioeconomic segregation in US Cities”. 2025
  2. “Estimating conditional covariance matrices dependent on exogenous variables through a latent factor model”. 2025
  3. “Heavy-tailed long-memory integer-valued time series modeling”. 2025
  4. “A nonparametric approach to the inference of the phase difference in time series”. 2025

Preprint

  1. Qing, H. & Xu, X.*(2025+) “Estimating mixed memberships in multi-layer networks”. Submitted.
  2. Liu, P., Tee, C.W. & Xu, X.*(2025+) “Multi-period factor investing: A one-shot stochastic optimization approach”. Submitted.
  3. Qing, H. & Xu, X.*(2025+) “Finding core balanced modules in statistically validated stock networks”. Submitted.
  4. Qing, H. & Xu, X.* (2025+) “A signed network perspective of the stock market”. Submitted.
  5. Yue, M.*, Wang, Z. & Xu, X. (2025+) “Sparse boosting approach for high-dimensional Granger causality learning in multivariate time series”. Submitted.
  6. Chen, M., Chen, L.*, Lu, D., Han, M., Xu, X. and others (2025+) “Post-pandemic human mobility reveals fractal social stratification ”. Submitted.