TESTING FOR WHITE NOISE UNDER UNKNOWN DEPENDENCE AND ITS APPLICATIONS TO DIAGNOSTIC CHECKING FOR TIME SERIES MODELS

By Xiaofeng Shao. Econometric Theory, 2010

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White Noise Testing and Model Diagnostic Checking for Functional Time Series (2016, methodology): “Our method is closely related with the blockwise wild bootstrap (Shao, 2011a; Zhu and Li, 2015) while it does not require generating auxiliary variables from a common distribution.”
A bootstrap-assisted spectral test of white noise under unknown dependence (2011, background): “Shao / Journal of Econometrics 162 (2011) 213–224”
Quantile Spectral Processes: Asymptotic Analysis and Inference (2014, unknown): “Proofs and additional examples can be found in Shao and Wu [50] and Shao [49].”
An Updated Literature Review of Distance Correlation and Its Applications to Time Series (2017, unknown): “Xiao and Wu (2014) proved that the asymptotic null distribution of H 96 in its standardized form, remains intact under the presence of serial correlation, whereas Shao (2011) proved its robustness to conditional heteroscedasticity.”