Edit Profile (opens in new tab) Wei, Ching-Zong (b. 1949 d. 2004) Co-Author Distance Author ID: wei.ching-zong Published as: Wei, C. Z.; Wei, Ching-Zong; Wei, Ching Zong; Wei, C.-Z. more...less External Links: MGP Documents Indexed: 41 Publications since 1978 Biographic References: 3 Publications Co-Authors: 19 Co-Authors with 34 Joint Publications 473 Co-Co-Authors all top 5 Co-Authors 6 single-authored 15 Lai, Tze Leung 4 Findley, David F. 3 Ing, Ching-Kang 2 Chan, Ngai Hang 2 Chen, Guijing 2 Hu, Inchi 2 Potscher, Benedikt M. 2 Robbins, Herbert Ellis 2 Winnicki, John 1 Basak, Gopal Krishna 1 Becker, Arthur H. jun. 1 Chen, Mayru 1 Chow, Yuan Shih 1 Guo, Meihui 1 Kumar, Panganamala R. 1 Lee, Sangyeol 1 Lin, Jin-Lung 1 Teicher, Henry 1 Yu, Kai Fun all top 5 Serials 12 The Annals of Statistics 6 Journal of Multivariate Analysis 3 Stochastic Processes and their Applications 3 Statistica Sinica 2 IEEE Transactions on Automatic Control 2 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 1 Stochastics 1 The Annals of Probability 1 Journal of Applied Probability 1 Journal of Econometrics 1 SIAM Journal on Control and Optimization 1 Statistics & Probability Letters 1 Probability Theory and Related Fields 1 Bulletin of the Institute of Mathematics. Academia Sinica 1 Proceedings of the National Academy of Sciences of the United States of America 1 Kexue Tongbao 1 Journal of Nonparametric Statistics Fields 32 Statistics (62-XX) 25 Probability theory and stochastic processes (60-XX) 7 Systems theory; control (93-XX) 2 Numerical analysis (65-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 40 Publications have been cited 1,165 times in 848 Documents Cited by ▼ Year ▼ Limiting distributions of least squares estimates of unstable autoregressive processes. Zbl 0666.62019Chan, N. H.; Wei, C. Z. 182 1988 Asymptotic inference for nearly nonstationary AR(1) processes. Zbl 0638.62082Chan, N. H.; Wei, C. Z. 154 1987 Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems. Zbl 0649.62060Lai, Tze Leung; Wei, Ching Zong 83 1982 Strong consistency of least squares estimates in multiple regression II. Zbl 0416.62051Lai, T. L.; Robbins, Herbert; Wei, C. Z. 74 1979 Asymptotic properties of general autoregressive models and strong consistency of least-squares estimates of their parameters. Zbl 0509.62081Lai, T. L.; Wei, C. Z. 60 1983 Adaptive prediction by least squares predictors in stochastic regression models with applications to time series. Zbl 0643.62058Wei, C. Z. 48 1987 On predictive least squares principles. Zbl 0801.62083Wei, C. Z. 45 1992 Order selection for same-realization predictions in autoregressive processes. Zbl 1086.62105Ing, Ching-Kang; Wei, Ching-Zong 44 2005 Estimation of the means in the branching process with immigration. Zbl 0736.62071Wei, C. Z.; Winnicki, J. 43 1990 Some asymptotic results for the branching process with immigration. Zbl 0673.60092Wei, C. Z.; Winnicki, J. 39 1989 On residual empirical processes of stochastic regression models with applications to time series. Zbl 0943.62092Lee, Sangyeol; Wei, Ching-Zong 39 1999 On same-realization prediction in an infinite-order autoregressive process. Zbl 1038.62086Ing, Ching-Kang; Wei, Ching-Zong 33 2003 Extended least squares and their applications to adaptive control and prediction in linear systems. Zbl 0603.93060Lai, Tze Leung; Wei, Ching-Zong 31 1986 A law of the iterated logarithm for double arrays of independent random variables with applications to regression and time series models. Zbl 0485.60031Lai, Tze Leung; Wei, Ching Zong 29 1982 Convergence systems and strong consistency of least squares estimates in regression models. Zbl 0471.62065Chen, Gui-Jing; Lai, T. L.; Wei, C. Z. 23 1981 Asymptotic properties of least-squares estimates in stochastic regression models. Zbl 0582.62062Wei, C. Z. 22 1985 AIC, overfitting principles, and the boundedness of moments of inverse matrices for vector autotregressions and related models. Zbl 1180.62120Findley, David F.; Wei, Ching-Zong 21 2002 Asymptotic properties of projections with applications to stochastic regression problems. Zbl 0501.62083Lai, T. L.; Wei, C. Z. 20 1982 Strong consistency of least squares estimates in multiple regression. Zbl 0386.62051Lai, T. L.; Robbins, Herbert; Wei, C. Z. 20 1978 Moment bounds for deriving time series CLT’s and model selection procedures. Zbl 0822.62074Findley, David F.; Wei, Ching-Zong 18 1993 A new urn model. Zbl 1093.60007Chen, Mayru; Wei, Ching-Zong 16 2005 Adaptive control with the stochastic approximation algorithm: Geometry and convergence. Zbl 0591.93063Becker, Arthur H. jun.; Kumar, P. R.; Wei, Ching-Zong 15 1985 Multivariate adaptive stochastic approximation. Zbl 0676.62064Wei, C. Z. 14 1987 On the concept of excitation in least squares identification and adaptive control. Zbl 0595.60048Lai, Tze Leung; Wei, Ching Zong 12 1986 Weak convergence of recursions. Zbl 0923.60026Basak, G. K.; Hu, I.; Wei, C.-Z. 12 1997 Asymptotically efficient self-tuning regulators. Zbl 0626.93034Lai, T. L.; Wei, C. Z. 11 1987 Iterated logarithm laws with random subsequences. Zbl 0445.60024Chow, Y. S.; Teicher, H.; Wei, C. Z.; Yu, K. F. 10 1981 Lacunary systems and generalized linear processes. Zbl 0495.60041Lai, Tze Leung; Wei, Ching Zong 7 1983 A note on martingale difference sequences satisfying the local Marcinkiewicz-Zygmund condition. Zbl 0517.60054Lai, Tze Leung; Wei, Ching Zong 6 1983 Irreversible adaptive allocation rules. Zbl 0689.62061Hu, Inchi; Wei, C. Z. 5 1989 A maximal moment inequality for long range dependent time series with applications to estimation and model selection. Zbl 1107.62093Ing, Ching-Kang; Wei, Ching-Zong 5 2006 Orthonormal Banach systems with applications to linear processes. Zbl 0573.60040Lai, T. L.; Wei, C. Z. 5 1985 Uniform convergence of sample second moments of families of time series arrays. Zbl 1041.62073Findley, David F.; Pötscher, Benedikt M.; Wei, Ching-Zong 5 2001 Modeling of time series arrays by multistep prediction or likelihood methods. Zbl 1033.62092Findley, David F.; Pötscher, Benedikt M.; Wei, Ching-Zong 5 2004 Asymptotic properties of multivariate weighted sums with applications to stochastic regression in linear dynamic systems. Zbl 0607.62120Lai, T. L.; Wei, C. Z. 2 1985 A regression point of view toward density estimation. Zbl 1380.62160Wei, C. Z.; Chu, C. K. 2 1994 Convergence rates for the critical branching process with immigration. Zbl 0822.60077Wei, C. Z. 2 1991 Forecasting unstable processes. Zbl 1268.62128Lin, Jin-Lung; Wei, Ching-Zong 1 2006 Convergence systems and strong consistency of least squares estimates in regression models. Zbl 0538.62059Chen, Guijing; Lai, T. L.; Wei, C. Z. 1 1983 Martingale transforms with non-atomic limits and stochastic approximation. Zbl 0792.60034Wei, C. Z. 1 1993 A maximal moment inequality for long range dependent time series with applications to estimation and model selection. Zbl 1107.62093Ing, Ching-Kang; Wei, Ching-Zong 5 2006 Forecasting unstable processes. Zbl 1268.62128Lin, Jin-Lung; Wei, Ching-Zong 1 2006 Order selection for same-realization predictions in autoregressive processes. Zbl 1086.62105Ing, Ching-Kang; Wei, Ching-Zong 44 2005 A new urn model. Zbl 1093.60007Chen, Mayru; Wei, Ching-Zong 16 2005 Modeling of time series arrays by multistep prediction or likelihood methods. Zbl 1033.62092Findley, David F.; Pötscher, Benedikt M.; Wei, Ching-Zong 5 2004 On same-realization prediction in an infinite-order autoregressive process. Zbl 1038.62086Ing, Ching-Kang; Wei, Ching-Zong 33 2003 AIC, overfitting principles, and the boundedness of moments of inverse matrices for vector autotregressions and related models. Zbl 1180.62120Findley, David F.; Wei, Ching-Zong 21 2002 Uniform convergence of sample second moments of families of time series arrays. Zbl 1041.62073Findley, David F.; Pötscher, Benedikt M.; Wei, Ching-Zong 5 2001 On residual empirical processes of stochastic regression models with applications to time series. Zbl 0943.62092Lee, Sangyeol; Wei, Ching-Zong 39 1999 Weak convergence of recursions. Zbl 0923.60026Basak, G. K.; Hu, I.; Wei, C.-Z. 12 1997 A regression point of view toward density estimation. Zbl 1380.62160Wei, C. Z.; Chu, C. K. 2 1994 Moment bounds for deriving time series CLT’s and model selection procedures. Zbl 0822.62074Findley, David F.; Wei, Ching-Zong 18 1993 Martingale transforms with non-atomic limits and stochastic approximation. Zbl 0792.60034Wei, C. Z. 1 1993 On predictive least squares principles. Zbl 0801.62083Wei, C. Z. 45 1992 Convergence rates for the critical branching process with immigration. Zbl 0822.60077Wei, C. Z. 2 1991 Estimation of the means in the branching process with immigration. Zbl 0736.62071Wei, C. Z.; Winnicki, J. 43 1990 Some asymptotic results for the branching process with immigration. Zbl 0673.60092Wei, C. Z.; Winnicki, J. 39 1989 Irreversible adaptive allocation rules. Zbl 0689.62061Hu, Inchi; Wei, C. Z. 5 1989 Limiting distributions of least squares estimates of unstable autoregressive processes. Zbl 0666.62019Chan, N. H.; Wei, C. Z. 182 1988 Asymptotic inference for nearly nonstationary AR(1) processes. Zbl 0638.62082Chan, N. H.; Wei, C. Z. 154 1987 Adaptive prediction by least squares predictors in stochastic regression models with applications to time series. Zbl 0643.62058Wei, C. Z. 48 1987 Multivariate adaptive stochastic approximation. Zbl 0676.62064Wei, C. Z. 14 1987 Asymptotically efficient self-tuning regulators. Zbl 0626.93034Lai, T. L.; Wei, C. Z. 11 1987 Extended least squares and their applications to adaptive control and prediction in linear systems. Zbl 0603.93060Lai, Tze Leung; Wei, Ching-Zong 31 1986 On the concept of excitation in least squares identification and adaptive control. Zbl 0595.60048Lai, Tze Leung; Wei, Ching Zong 12 1986 Asymptotic properties of least-squares estimates in stochastic regression models. Zbl 0582.62062Wei, C. Z. 22 1985 Adaptive control with the stochastic approximation algorithm: Geometry and convergence. Zbl 0591.93063Becker, Arthur H. jun.; Kumar, P. R.; Wei, Ching-Zong 15 1985 Orthonormal Banach systems with applications to linear processes. Zbl 0573.60040Lai, T. L.; Wei, C. Z. 5 1985 Asymptotic properties of multivariate weighted sums with applications to stochastic regression in linear dynamic systems. Zbl 0607.62120Lai, T. L.; Wei, C. Z. 2 1985 Asymptotic properties of general autoregressive models and strong consistency of least-squares estimates of their parameters. Zbl 0509.62081Lai, T. L.; Wei, C. Z. 60 1983 Lacunary systems and generalized linear processes. Zbl 0495.60041Lai, Tze Leung; Wei, Ching Zong 7 1983 A note on martingale difference sequences satisfying the local Marcinkiewicz-Zygmund condition. Zbl 0517.60054Lai, Tze Leung; Wei, Ching Zong 6 1983 Convergence systems and strong consistency of least squares estimates in regression models. Zbl 0538.62059Chen, Guijing; Lai, T. L.; Wei, C. Z. 1 1983 Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems. Zbl 0649.62060Lai, Tze Leung; Wei, Ching Zong 83 1982 A law of the iterated logarithm for double arrays of independent random variables with applications to regression and time series models. Zbl 0485.60031Lai, Tze Leung; Wei, Ching Zong 29 1982 Asymptotic properties of projections with applications to stochastic regression problems. Zbl 0501.62083Lai, T. L.; Wei, C. Z. 20 1982 Convergence systems and strong consistency of least squares estimates in regression models. Zbl 0471.62065Chen, Gui-Jing; Lai, T. L.; Wei, C. Z. 23 1981 Iterated logarithm laws with random subsequences. Zbl 0445.60024Chow, Y. S.; Teicher, H.; Wei, C. Z.; Yu, K. F. 10 1981 Strong consistency of least squares estimates in multiple regression II. Zbl 0416.62051Lai, T. L.; Robbins, Herbert; Wei, C. Z. 74 1979 Strong consistency of least squares estimates in multiple regression. Zbl 0386.62051Lai, T. L.; Robbins, Herbert; Wei, C. Z. 20 1978 all cited Publications top 5 cited Publications all top 5 Cited by 1,019 Authors 27 Lee, Sangyeol 23 Phillips, Peter Charles Bonest 19 Ing, Ching-Kang 19 Pap, Gyula 17 Chan, Ngai Hang 16 Lai, Tze Leung 15 Wei, Ching-Zong 11 Ding, Feng 11 Ling, Shiqing 11 Pang, Tianxiao 10 Konev, Victor 10 Shin, Dongwan 9 Yu, Shuhui 8 Bercu, Bernard 8 Guo, Lei 8 Rahimov, Ibrahim 8 Taylor, A. M. Robert 7 Rodrigues, Paulo M. M. 7 Sriram, T. N. 6 Baran, Sándor 6 Chen, Hanfu 6 Findley, David F. 6 Galtchouk, Leonid I. 6 Ispány, Márton 6 Le Breton, Alain 6 Lieberman, Offer 6 Lita da Silva, João 6 Nielsen, Bent 6 Peng, Liang 6 van Zuijlen, Martien C. A. 5 Barczy, Mátyás 5 Boutahar, Mohamed 5 Chen, Mayru 5 Hansen, Bruce E. 5 Hylleberg, Svend 5 Li, Wai Keung 5 Na, Seongryong 5 Pronzato, Luc 5 Rosalsky, Andrew 5 Wang, Qiying 4 Ahn, Sung Ki 4 An, Hongzhi 4 Basak, Gopal Krishna 4 Cheng, Xu 4 Chong, Terence Tai-Leung 4 Datta, Somnath 4 Gel, Yulia R. 4 Greenaway-McGrevy, Ryan 4 Hu, Inchi 4 Kormos, János 4 Kuba, Markus F. 4 Mahmoud, Hosam M. 4 Masuda, Hiroki 4 Müller, Ulrich K. 4 Na, Okyoung 4 Park, Siyun 4 Paruolo, Paolo 4 Perron, Pierre 4 Proïa, Frédéric 4 Radenkovic, Miloje S. 4 Sin, Chor-Yiu 4 Yang, Guangyu 4 Zhang, Sanguo 4 Zhang, Xinyu 3 Bauer, Dietmar 3 Blandin, Vassili 3 Chan, Hock Peng 3 Chandra, K. Suresh 3 Chen, Tongwen 3 Chen, Zhaoguo 3 Dasgupta, Amites 3 del Puerto, Inés Maria 3 den Boer, Arnoud V. 3 Deniau, Claude 3 Du, Lingjie 3 Giraitis, Liudas 3 Gonzalez-Velasco, Miguel 3 Guo, Meihui 3 Haldrup, Niels 3 Hall, Alastair R. 3 Hemerly, Elder Moreira 3 Hjalmarsson, Håkan 3 Jirak, Moritz 3 Karagrigoriou, Alexandros 3 Körmendi, Kristóf 3 Lee, Hahn Shik 3 Lee, Ji Hyung 3 Lee, Jiyeon 3 Li, Deyuan 3 Li, Gaorong 3 Li, Zenghu 3 Ma, Chunhua 3 Maaouia, Faïza 3 Magdalinos, Tassos 3 Müller, Hans-Georg 3 Musiela, Marek 3 Mykland, Per Aslak 3 Oh, Man-Suk 3 Pagès, Gilles 3 Qi, Yongcheng ...and 919 more Authors all top 5 Cited in 145 Serials 88 Journal of Econometrics 50 Econometric Theory 46 Statistics & Probability Letters 42 Journal of Statistical Planning and Inference 38 The Annals of Statistics 38 Journal of Multivariate Analysis 34 Communications in Statistics. Theory and Methods 32 Stochastic Processes and their Applications 31 Journal of Time Series Analysis 23 Automatica 16 Statistics 15 Annals of the Institute of Statistical Mathematics 14 Metrika 14 Systems & Control Letters 14 Econometric Reviews 12 Journal of Statistical Computation and Simulation 11 Sequential Analysis 10 Acta Mathematicae Applicatae Sinica. English Series 10 Computational Statistics and Data Analysis 10 Bernoulli 10 Journal of the Korean Statistical Society 10 Electronic Journal of Statistics 9 Computers & Mathematics with Applications 9 Journal of Applied Probability 9 Economics Letters 7 The Canadian Journal of Statistics 6 International Journal of Control 6 Statistical Papers 6 Methodology and Computing in Applied Probability 5 Lithuanian Mathematical Journal 5 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 5 Stochastic Analysis and Applications 5 Probability Theory and Related Fields 5 Statistical Science 5 Journal of Economic Dynamics & Control 5 Science in China. Series A 5 Test 5 Statistical Inference for Stochastic Processes 5 Statistical Methods and Applications 4 Scandinavian Journal of Statistics 4 Journal of Theoretical Probability 4 The Annals of Applied Probability 4 Applied Mathematics. Series B (English Edition) 4 Statistica Sinica 4 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 4 Probability in the Engineering and Informational Sciences 3 Advances in Applied Probability 3 Journal of the American Statistical Association 3 Circuits, Systems, and Signal Processing 3 International Journal of Adaptive Control and Signal Processing 3 Communications in Statistics. Simulation and Computation 3 Mathematical Methods of Statistics 3 Australian & New Zealand Journal of Statistics 3 Journal of Systems Science and Complexity 3 Comptes Rendus. Mathématique. Académie des Sciences, Paris 3 Statistical Methodology 2 Journal of the Franklin Institute 2 Journal of Mathematical Analysis and Applications 2 Mathematical Biosciences 2 Stochastics 2 Applied Mathematics and Computation 2 Biometrics 2 Information Sciences 2 Journal of Mathematical Psychology 2 Operations Research 2 Advances in Applied Mathematics 2 Acta Applicandae Mathematicae 2 MCSS. Mathematics of Control, Signals, and Systems 2 Applied Mathematical Modelling 2 Automation and Remote Control 2 European Journal of Operational Research 2 Linear Algebra and its Applications 2 Statistische Hefte 2 Journal of Nonparametric Statistics 2 The Econometrics Journal 2 Journal of Applied Statistics 2 Stochastic Models 2 Sādhanā 2 AStA. Advances in Statistical Analysis 2 Journal of the Italian Statistical Society 2 Statistics and Computing 1 Discrete Applied Mathematics 1 International Journal of Systems Science 1 Psychometrika 1 Ukrainian Mathematical Journal 1 Theory of Probability and its Applications 1 The Annals of Probability 1 Journal of Computational and Applied Mathematics 1 Journal of Mathematical Economics 1 Journal of Optimization Theory and Applications 1 Journal of Soviet Mathematics 1 Kybernetika 1 Mathematics and Computers in Simulation 1 Mathematics of Operations Research 1 Mathematical Systems Theory 1 SIAM Journal on Control and Optimization 1 Insurance Mathematics & Economics 1 Chinese Annals of Mathematics. Series B 1 Applied Numerical Mathematics 1 International Journal of Approximate Reasoning ...and 45 more Serials all top 5 Cited in 27 Fields 684 Statistics (62-XX) 268 Probability theory and stochastic processes (60-XX) 84 Systems theory; control (93-XX) 61 Numerical analysis (65-XX) 46 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 13 Operations research, mathematical programming (90-XX) 6 History and biography (01-XX) 6 Computer science (68-XX) 6 Information and communication theory, circuits (94-XX) 5 Biology and other natural sciences (92-XX) 4 Combinatorics (05-XX) 3 Calculus of variations and optimal control; optimization (49-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 1 Field theory and polynomials (12-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Approximations and expansions (41-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Abstract harmonic analysis (43-XX) 1 Integral transforms, operational calculus (44-XX) 1 Integral equations (45-XX) 1 Functional analysis (46-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Mechanics of particles and systems (70-XX) 1 Mechanics of deformable solids (74-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Astronomy and astrophysics (85-XX) 1 Geophysics (86-XX) Citations by Year