Publications

  1. Goto, Y.,Nagahata, H., Taniguchi, M., Monti A.C., & Xu, X. (2023) ANOVA with Dependent Errors. Springer Singapore.
  2. Xu, X.*, Liu, Y., & Taniguchi, M. (2023+) Second-order robustness for time series. Statistical Inference for Stochastic Processes. Accepted.
  3. Xu, X.*, Zhang, Y. J, Liu, Y., Goto, Y., Taniguchi, M., & Chen, Y. (2023+) Long-memory log-linear zero-inflated generalized Poisson autoregression for Covid-19 pandemic modeling. Statistica Sinica. Accepted.
  4. 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.
  5. 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.
  6. 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.
  7. Xu, X.* , Li, Z., & Taniguchi, M. (2022) Comparison between the exact likelihood and Whittle likelihood for moving average processes. Statistica. 82(1), 3-13.
  8. Xu, X., Chen, Y.*, Zhang, G. & Koch, T. (2021). Modelling functional time series and mixed-type predictors with partially functional autoregression. Journal of Business and Economic Statistics. Accept.
  9. Xu, X., Kou, S.* and Chen, Y. (2021). Discussion on “Text Selection”. Journal of Business and Economic Statistics. 39(4), 883-887.
  10. 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).
  11. 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.
  12. Chen, Y., Koch, T., Lim, K. G., Xu, X., & Zakiyeva, N.* (2020). A review study of functional autoregressive models with application to energy forecasting. Wiley Interdisciplinary Reviews: Computational Statistics, e1525.

Working papers

  1. “Adaptive modeling for accounting fraud prediction of publicly traded U.S. firms” with Bin Ke, Ying Chen and Julia Yu, 2022.
  2. “Adaptive multi-stage modelling” with Ying Chen and Taniguchi Masanobu, 2023.
  3. “Estimating conditional covariance matrices dependent on exogenous variables through a latent factor model” with Jiang H. and Ji, Z, 2023.