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
Awards and Honors
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
Additional Campus Affiliations
Adjunct Professor, Statistics
External Links
Recent Publications
Chang, J., Jiang, Q., McElroy, T., & Shao, X. (2025). Statistical Inference for High-Dimensional Spectral Density Matrix. Journal of the American Statistical Association, 120(551), 1960-1974. Advance online publication. https://doi.org/10.1080/01621459.2025.2468013
Gao, H., Zhang, Y., & Shao, X. (2025). A New Approach to Statistical Inference for Functional Time Series. Journal of Time Series Analysis. Advance online publication. https://doi.org/10.1111/jtsa.70007
Gao, H., Wang, R., & Shao, X. (2025). Dimension-agnostic change point detection. Journal of Econometrics, 250, Article 106012. https://doi.org/10.1016/j.jeconom.2025.106012
Zhang, Y., Wang, R., & Shao, X. (2025). Adaptive Testing for High-Dimensional Data. Journal of the American Statistical Association, 120(551), 1893-1905. https://doi.org/10.1080/01621459.2024.2439617
Zhang, Y., Zhu, C., & Shao, X. (2025). Change-Point Detection for Object-Valued Time Series. Journal of Business and Economic Statistics. Advance online publication. https://doi.org/10.1080/07350015.2025.2520862