Contact Information
725 S. Wright St.
M/C 374
Champaign, IL 61820
Biography
2016 – Present: Full Professor, Department of Statistics, University of Illinois at Urbana-Champaign
2016 – Present: Ph.D. Program Director, Department of Statistics
2006 – 2016: Assistant/Associate Professor, Department of Statistics, University of Illinois at Urbana-Champaign
Research Interests
Long memory and nonlinear time series
Spatial statistics
Spectral analysis
Environmental Statistics
Econometrics
Functional data analysis
High dimensional data analysis
Resampling methods
Time series analysis
Applications in atmospheric science, economics, finance and neuroscience
Education
PhD, Statistics, University of Chicago, 2006
Grants
NSF-CMG0724752 (co-PI)
NSF-DMS0804937 (PI)
NSF-DMS1104545 (PI)
NSF-DMS1407037 (PI)
NSF-DMS1607489 (PI)
Research Board at UIUC
ABinBev
Jump
External Links
Honors & Awards
The Tjalling C. Koopmans Econometric Theory Prize, 2009 (with Wei Biao Wu)
Arnold O. Beckman Research Award, UIUC 2010 Econometric Theory Multa Scripist Award, 2011.
Centennial Scholar, College of Liberal Arts and Sciences, 2013-2016
Recent Publications
Chang, J., Jiang, Q., & Shao, X. (2023). Testing the martingale difference hypothesis in high dimension. Journal of Econometrics, 235(2), 972-1000. https://doi.org/10.1016/j.jeconom.2022.09.001
Jiang, F., Wang, R., & Shao, X. (2023). Robust inference for change points in high dimension. Journal of Multivariate Analysis, 193, Article 105114. https://doi.org/10.1016/j.jmva.2022.105114
Jiang, F., Gao, H., & Shao, X. (2023). Testing Serial Independence of Object-Valued Time Series. Biometrika. Advance online publication. https://doi.org/10.1093/biomet/asad069
Jiang, F., Zhao, Z., & Shao, X. (2023). Time series analysis of COVID-19 infection curve: A change-point perspective. Journal of Econometrics, 232(1), 1-17. https://doi.org/10.1016/j.jeconom.2020.07.039
Kurisu, D., Kato, K., & Shao, X. (Accepted/In press). Gaussian Approximation and Spatially Dependent Wild Bootstrap for High-Dimensional Spatial Data. Journal of the American Statistical Association. https://doi.org/10.1080/01621459.2023.2218578