Edit Profile (opens in new tab) Wu, Wei Biao Co-Author Distance Author ID: wu.wei-biao Published as: Wu, Wei Biao; Wu, Wei-Biao; Wu, W. B. more...less Homepage: https://www.stat.uchicago.edu/faculty/wu.shtml External Links: MGP · Wikidata · GND Documents Indexed: 118 Publications since 1999, including 8 Additional arXiv Preprints 2 Contributions as Editor Co-Authors: 59 Co-Authors with 82 Joint Publications 1,706 Co-Co-Authors all top 5 Co-Authors 20 single-authored 7 Zhou, Zhou 6 Shao, Xiaofeng 6 Zhang, Ting 5 Chen, Likai 5 Liu, Weidong 5 Xiao, Han 5 Xu, Mengyu 5 Zhang, Danna 5 Zhao, Zhibiao 4 Pourahmadi, Mohsen 4 Wu, Yanhong 3 Chen, Xiaohong 3 Chen, Xiaohui 3 Csörgő, Sándor 3 Huang, Yinxiao 3 Karmakar, Sayar 3 Lou, Zhipeng 3 Mielniczuk, Jan 3 Peligrad, Magda 3 Woodroofe, Michael Barrett 2 Cao, Hongyuan 2 Dahlhaus, Rainer 2 Han, Yuefeng 2 Kim, Kunho 2 Smetanina, Ekaterina 2 Wendler, Martin 2 Xu, Lihu 2 Xu, Zhiwei 2 Zaffaroni, Paolo 2 Zhu, Wanrong 1 Berkes, István 1 Beutner, Eric 1 Chudý, Marek 1 Deb, Soudeep 1 Degras, David A. 1 Drton, Mathias 1 El Machkouri, Mohamed 1 Erdoǧan, Hakan 1 Fessler, Jeffrey A. 1 Ho, Hwai-Chung 1 Hsing, Tailen 1 Huang, Yibi 1 Jirak, Moritz 1 Li, Degui 1 Lim, Lek-Heng 1 Linton, Oliver Bruce 1 Lu, Jianya 1 Mentz, Graciela B. 1 Michailidis, George C. 1 Min, Wanli 1 Motta, Giovanni 1 Ravishankar, Chinya V. 1 Sang, Hailin 1 Shao, Qi-Man 1 Tsay, Ruey S. 1 Utev, Sergey 1 Valkó, Benedek 1 Volný, Dalibor 1 Wang, Qiying 1 Wang, Weining 1 Wu, Yingnian 1 Xiao, Zhijie 1 Yao, Qiwei 1 Yi, Yanping 1 Zähle, Henryk 1 Zhang, Danlu 1 Zhang, Xianyang 1 Zhao, Ou 1 Zheng, Wei 1 Zhong, Yunda all top 5 Serials 17 The Annals of Statistics 13 Statistica Sinica 9 Stochastic Processes and their Applications 7 Biometrika 6 Econometric Theory 5 IEEE Transactions on Information Theory 5 The Annals of Probability 4 Bernoulli 4 Electronic Journal of Statistics 3 Journal of the American Statistical Association 3 Journal of Applied Probability 3 Journal of Time Series Analysis 2 Journal of Econometrics 2 Proceedings of the American Mathematical Society 2 IEEE Transactions on Signal Processing 2 Journal of the Royal Statistical Society. Series B. Statistical Methodology 2 Journal of Machine Learning Research (JMLR) 1 Advances in Applied Probability 1 Ukraïns’kyĭ Matematychnyĭ Zhurnal 1 Acta Scientiarum Mathematicarum 1 Journal of Multivariate Analysis 1 Journal of Statistical Planning and Inference 1 Naval Research Logistics 1 Transactions of the American Mathematical Society 1 Statistics & Probability Letters 1 Sequential Analysis 1 The Annals of Applied Probability 1 Journal of Statistical Computation and Simulation 1 Linear Algebra and its Applications 1 Proceedings of the National Academy of Sciences of the United States of America 1 Combinatorics, Probability and Computing 1 Journal of the ACM 1 The Econometrics Journal 1 IEEE Transactions on Image Processing 1 Oberwolfach Reports 1 Statistics and Its Interface all top 5 Fields 97 Statistics (62-XX) 56 Probability theory and stochastic processes (60-XX) 8 Numerical analysis (65-XX) 7 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 4 Computer science (68-XX) 4 Information and communication theory, circuits (94-XX) 2 General and overarching topics; collections (00-XX) 1 Combinatorics (05-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Measure and integration (28-XX) 1 Functional analysis (46-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 95 Publications have been cited 2,136 times in 1,175 Documents Cited by ▼ Year ▼ Nonlinear system theory: another look at dependence. Zbl 1135.62075 Wu, Wei Biao 219 2005 Strong invariance principles for dependent random variables. Zbl 1166.60307 Wu, Wei Biao 103 2007 Nonparametric estimation of large covariance matrices of longitudinal data. Zbl 1436.62347 Wu, Wei Biao; Pourahmadi, Mohsen 91 2003 Limit theorems for iterated random functions. Zbl 1046.60024 Wu, Wei Biao; Shao, Xiaofeng 90 2004 Asymptotic spectral theory for nonlinear time series. Zbl 1147.62076 Shao, Xiaofeng; Wu, Wei Biao 73 2007 Banding sample autocovariance matrices of stationary processes. Zbl 1176.62083 Wu, Wei Biao; Pourahmadi, Mohsen 57 2009 On linear processes with dependent innovations. Zbl 1081.62071 Wu, Wei Biao; Min, Wanli 54 2005 Kernel density estimation for linear processes. Zbl 1015.62034 Wu, Wei Biao; Mielniczuk, Jan 53 2002 Local linear quantile estimation for nonstationary time series. Zbl 1173.62066 Zhou, Zhou; Wu, Wei Biao 51 2009 Martingale approximations for sums of stationary processes. Zbl 1057.60022 Wu, Wei Biao; Woodroofe, Michael 50 2004 \(M\)-estimation of linear models with dependent errors. Zbl 1117.62070 Wu, Wei Biao 49 2007 On the Bahadur representation of sample quantiles for dependent sequences. Zbl 1080.62024 Wu, Wei Biao 49 2005 Covariance and precision matrix estimation for high-dimensional time series. Zbl 1294.62123 Chen, Xiaohui; Xu, Mengyu; Wu, Wei Biao 43 2013 Covariance matrix estimation for stationary time series. Zbl 1246.62191 Xiao, Han; Wu, Wei Biao 41 2012 Gaussian approximation for high dimensional time series. Zbl 1381.62254 Zhang, Danna; Wu, Wei Biao 39 2017 A central limit theorem for stationary random fields. Zbl 1308.60025 El Machkouri, Mohamed; Volný, Dalibor; Wu, Wei Biao 39 2013 Asymptotics of spectral density estimates. Zbl 1294.62077 Liu, Weidong; Wu, Wei Biao 39 2010 Asymptotic theory for stationary processes. Zbl 1513.62185 Wu, Wei Biao 37 2011 On weighted \(U\)-statistics for stationary processes. Zbl 1049.62099 Hsing, Tailen; Wu, Wei Biao 37 2004 Inference of trends in time series. Zbl 07555358 Wu, Wei Biao; Zhao, Zhibiao 36 2007 Komlós-Major-Tusnády approximation under dependence. Zbl 1308.60037 Berkes, István; Liu, Weidong; Wu, Wei Biao 34 2014 Performance bounds for parameter estimates of high-dimensional linear models with correlated errors. Zbl 1333.62172 Wu, Wei-Biao; Wu, Ying Nian 33 2016 A maximal \(\mathbb{L}_{p}\)-inequality for stationary sequences and its applications. Zbl 1107.60011 Peligrad, Magda; Utev, Sergey; Wu, Wei Biao 32 2007 Inference of time-varying regression models. Zbl 1257.62049 Zhang, Ting; Wu, Wei Biao 32 2012 Simultaneous inference of linear models with time varying coefficients. Zbl 1411.62267 Zhou, Zhou; Wu, Wei Biao 31 2010 On false discovery control under dependence. Zbl 1139.62040 Wu, Wei Biao 30 2008 Empirical processes of long-memory sequences. Zbl 1188.62288 Wu, Wei Biao 30 2003 Probability and moment inequalities under dependence. Zbl 06202706 Liu, Weidong; Xiao, Han; Wu, Wei Biao 30 2013 Confidence bands in nonparametric time series regression. Zbl 1142.62346 Zhao, Zhibiao; Wu, Wei Biao 29 2008 Towards a general theory for nonlinear locally stationary processes. Zbl 1427.60057 Dahlhaus, Rainer; Richter, Stefan; Wu, Wei Biao 29 2019 Isotonic regression: Another look at the changepoint problem. Zbl 0985.62076 Wu, Wei Biao; Woodroofe, Michael; Mentz, Graciela 27 2001 Gaussian approximations for non-stationary multiple time series. Zbl 1251.60029 Wu, Wei Biao; Zhou, Zhou 26 2011 Efficient estimation of copula-based semiparametric Markov models. Zbl 1191.62140 Chen, Xiaohong; Wu, Wei Biao; Yi, Yanping 26 2009 Unit root testing for functionals of linear processes. Zbl 1083.62098 Wu, Wei Biao 26 2006 On the strong convergence of a weighted sum. Zbl 0951.60027 Wu, Wei Biao 25 1999 A central limit theorem for iterated random functions. Zbl 0969.60032 Wu, Wei Biao; Woodroofe, Michael 25 2000 Moderate deviations for stationary processes. Zbl 1152.62063 Wu, Wei Biao; Zhao, Zhibiao 22 2008 Empirical processes of stationary sequences. Zbl 1137.62027 Wu, Wei Biao 19 2008 Testing parametric assumptions of trends of a nonstationary time series. Zbl 1231.62166 Zhang, Ting; Wu, Wei Biao 19 2011 Central limit theorem for Fourier transforms of stationary processes. Zbl 1206.60026 Peligrad, Magda; Wu, Wei Biao 19 2010 Local Whittle estimation of fractional integration for nonlinear processes. Zbl 1274.62566 Shao, Xiaofeng; Wu, Wei Biao 18 2007 Kernel estimation for time series: an asymptotic theory. Zbl 1201.62054 Wu, Wei Biao; Huang, Yinxiao; Huang, Yibi 17 2010 On random-design model with dependent errors. Zbl 1060.62046 Mielniczuk, Jan; Wu, Wei Biao 16 2004 Time-varying nonlinear regression models: nonparametric estimation and model selection. Zbl 1312.62046 Zhang, Ting; Wu, Wei Biao 16 2015 Simultaneous nonparametric inference of time series. Zbl 1202.62048 Liu, Weidong; Wu, Wei Biao 16 2010 Central limit theorems for functionals of linear processes and their applications. Zbl 1018.60022 Wu, Wei Biao 15 2002 A limit theorem for quadratic forms and its applications. Zbl 1237.60020 Wu, Wei Biao; Shao, Xiaofeng 13 2007 Self-normalized Cramér-type moderate deviations under dependence. Zbl 1359.62060 Chen, Xiaohong; Shao, Qi-Man; Wu, Wei Biao; Xu, Lihu 13 2016 Asymptotic theory for maximum deviations of sample covariance matrix estimates. Zbl 1284.62122 Xiao, Han; Wu, Wei Biao 13 2013 Recursive estimation of time-average variance constants. Zbl 1171.62048 Wu, Wei Biao 12 2009 Nonparametric inference of discretely sampled stable Lévy processes. Zbl 1431.62345 Zhao, Zhibiao; Wu, Wei Biao 12 2009 Changepoint estimation: another look at multiple testing problems. Zbl 1390.62138 Cao, Hongyuan; Wu, Wei Biao 12 2015 Portmanteau test and simultaneous inference for serial covariances. Zbl 06290111 Xiao, Han; Wu, Wei Biao 12 2014 Additive functionals of infinite-variance moving averages. Zbl 1045.62092 Wu, Wei Biao 11 2003 Recursive nonparametric estimation for time series. Zbl 1364.94236 Huang, Yinxiao; Chen, Xiaohong; Wu, Wei Biao 11 2014 Testing for parallelism among trends in multiple time series. Zbl 1391.62164 Degras, David; Xu, Zhiwei; Zhang, Ting; Wu, Wei Biao 11 2012 Simulating sample paths of linear fractional stable motion. Zbl 1303.94015 Wu, Wei Biao; Michailidis, George; Zhang, Danlu 10 2004 Asymptotic theory for spectral density estimates of general multivariate time series. Zbl 1441.62244 Wu, Wei Biao; Zaffaroni, Paolo 10 2018 Covariances estimation for long-memory processes. Zbl 1190.62166 Wu, Wei Biao; Huang, Yinxiao; Zheng, Wei 9 2010 Fourier transforms of stationary processes. Zbl 1055.60016 Wu, Wei Biao 9 2005 Block sampling under strong dependence. Zbl 1417.62261 Zhang, Ting; Ho, Hwai-Chung; Wendler, Martin; Wu, Wei Biao 9 2013 Exact moderate and large deviations for linear processes. Zbl 1285.62110 Peligrad, Magda; Sang, Hailin; Zhong, Yunda; Wu, Wei Biao 9 2014 Asymptotics for statistical functionals of long-memory sequences. Zbl 1250.62023 Beutner, Eric; Wu, Wei Biao; Zähle, Henryk 8 2012 An asymptotic theory for sample covariances of Bernoulli shifts. Zbl 1157.60016 Wu, Wei Biao 8 2009 Testing for trends in high-dimensional time series. Zbl 1420.62375 Chen, Likai; Wu, Wei Biao 8 2019 On linear models with long memory and heavy-tailed errors. Zbl 1327.62416 Zhou, Zhou; Wu, Wei Biao 6 2011 Invariance principles for fractionally integrated nonlinear processes. Zbl 1268.60045 Wu, Wei Biao; Shao, Xiaofeng 5 2006 Sharp connections between Berry-Esseen characteristics and Edgeworth expansions for stationary processes. Zbl 1480.60084 Jirak, Moritz; Wu, Wei Biao; Zhao, Ou 5 2021 Exact distribution of edge-preserving MAP estimators for linear signal models with Gaussian measurement noise. Zbl 0992.94002 Fessler, Jeffrey A.; Erdoǧan, Hakan; Wu, Wei Biao 4 2000 Optimal Gaussian approximation for multiple time series. Zbl 1457.62395 Karmakar, Sayar; Wu, Wei Biao 4 2020 Simultaneous inference for time-varying models. Zbl 07491166 Karmakar, Sayar; Richter, Stefan; Wu, Wei Biao 4 2022 Concentration inequalities for empirical processes of linear time series. Zbl 1476.60039 Chen, Likai; Wu, Wei Biao 4 2018 Oscillations of empirical distribution functions under dependence. Zbl 1126.60020 Wu, Wei Biao 3 2006 Asymptotic theory for estimators of high-order statistics of stationary processes. Zbl 1401.60056 Zhang, Danna; Wu, Wei Biao 3 2018 Random graphs and the strong convergence of bootstrap means. Zbl 0966.05072 Csörgö, Sándor; Wu, Wei Biao 3 2000 Parametric specification test for nonlinear autoregressive models. Zbl 1441.62774 Kim, Kun Ho; Zhang, Ting; Wu, Wei Biao 3 2015 Stability and asymptotics for autoregressive processes. Zbl 1353.62093 Chen, Likai; Wu, Wei Biao 3 2016 Regularized estimation of linear functionals of precision matrices for high-dimensional time series. Zbl 1414.94126 Chen, Xiaohui; Xu, Mengyu; Wu, Wei Biao 3 2016 On sums of overlapping products of independent Bernoulli random variables. Zbl 0972.60036 Csörgő, S.; Wu, W. B. 2 2000 An asymptotic theory for spectral analysis of random fields. Zbl 1383.62209 Deb, Soudeep; Pourahmadi, Mohsen; Wu, Wei Biao 2 2017 Long-term prediction intervals of time series. Zbl 1366.62181 Zhou, Zhou; Xu, Zhiwei; Wu, Wei Biao 2 2010 Online covariance matrix estimation in stochastic gradient descent. Zbl 07705999 Zhu, Wanrong; Chen, Xi; Wu, Wei Biao 2 2023 High dimensional generalized linear models for temporal dependent data. Zbl 07634386 Han, Yuefeng; Tsay, Ruey S.; Wu, Wei Biao 2 2023 Test for high dimensional covariance matrices. Zbl 1464.62230 Han, Yuefeng; Wu, Wei Biao 2 2020 Convergence of covariance and spectral density estimates for high-dimensional locally stationary processes. Zbl 1461.62165 Zhang, Danna; Wu, Wei Biao 2 2021 Local asymptotic powers of nonparametric and semiparametric tests for fractional integration. Zbl 1115.62052 Shao, Xiaofeng; Wu, Wei Biao 1 2007 Asymptotic theory for curve-crossing analysis. Zbl 1131.60017 Zhao, Zhibiao; Wu, Wei Biao 1 2007 A test for detecting changes in mean. Zbl 1061.62141 Wu, Wei Biao 1 2004 A single-pass algorithm for spectrum estimation with fast convergence. Zbl 1365.62132 Xiao, Han; Wu, Wei Biao 1 2011 Simultaneous confidence bands in nonlinear regression models with nonstationarity. Zbl 1372.62013 Li, Degui; Liu, Weidong; Wang, Qiying; Wu, Wei Biao 1 2017 Asymptotic theory for QMLE for the real-time GARCH\((1,1)\) model. Zbl 1476.62193 Smetanina, Ekaterina; Wu, Wei Biao 1 2021 Central limit theorems for nearly long range dependent subordinated linear processes. Zbl 1446.60023 Wendler, Martin; Wu, Wei Biao 1 2020 Non-stationary structural model with time-varying demand elasticities. Zbl 1233.62158 Kim, Kun Ho; Zhou, Zhou; Wu, Wei Biao 1 2010 Sequential common change detection, isolation, and estimation in multiple Poisson processes. Zbl 1493.62487 Wu, Yanhong; Wu, Wei Biao 1 2022 Testing and estimation for clustered signals. Zbl 07467731 Cao, Hongyuan; Wu, Wei Biao 1 2022 Online covariance matrix estimation in stochastic gradient descent. Zbl 07705999 Zhu, Wanrong; Chen, Xi; Wu, Wei Biao 2 2023 High dimensional generalized linear models for temporal dependent data. Zbl 07634386 Han, Yuefeng; Tsay, Ruey S.; Wu, Wei Biao 2 2023 Simultaneous inference for time-varying models. Zbl 07491166 Karmakar, Sayar; Richter, Stefan; Wu, Wei Biao 4 2022 Sequential common change detection, isolation, and estimation in multiple Poisson processes. Zbl 1493.62487 Wu, Yanhong; Wu, Wei Biao 1 2022 Testing and estimation for clustered signals. Zbl 07467731 Cao, Hongyuan; Wu, Wei Biao 1 2022 Sharp connections between Berry-Esseen characteristics and Edgeworth expansions for stationary processes. Zbl 1480.60084 Jirak, Moritz; Wu, Wei Biao; Zhao, Ou 5 2021 Convergence of covariance and spectral density estimates for high-dimensional locally stationary processes. Zbl 1461.62165 Zhang, Danna; Wu, Wei Biao 2 2021 Asymptotic theory for QMLE for the real-time GARCH\((1,1)\) model. Zbl 1476.62193 Smetanina, Ekaterina; Wu, Wei Biao 1 2021 Optimal Gaussian approximation for multiple time series. Zbl 1457.62395 Karmakar, Sayar; Wu, Wei Biao 4 2020 Test for high dimensional covariance matrices. Zbl 1464.62230 Han, Yuefeng; Wu, Wei Biao 2 2020 Central limit theorems for nearly long range dependent subordinated linear processes. Zbl 1446.60023 Wendler, Martin; Wu, Wei Biao 1 2020 Towards a general theory for nonlinear locally stationary processes. Zbl 1427.60057 Dahlhaus, Rainer; Richter, Stefan; Wu, Wei Biao 29 2019 Testing for trends in high-dimensional time series. Zbl 1420.62375 Chen, Likai; Wu, Wei Biao 8 2019 Asymptotic theory for spectral density estimates of general multivariate time series. Zbl 1441.62244 Wu, Wei Biao; Zaffaroni, Paolo 10 2018 Concentration inequalities for empirical processes of linear time series. Zbl 1476.60039 Chen, Likai; Wu, Wei Biao 4 2018 Asymptotic theory for estimators of high-order statistics of stationary processes. Zbl 1401.60056 Zhang, Danna; Wu, Wei Biao 3 2018 Gaussian approximation for high dimensional time series. Zbl 1381.62254 Zhang, Danna; Wu, Wei Biao 39 2017 An asymptotic theory for spectral analysis of random fields. Zbl 1383.62209 Deb, Soudeep; Pourahmadi, Mohsen; Wu, Wei Biao 2 2017 Simultaneous confidence bands in nonlinear regression models with nonstationarity. Zbl 1372.62013 Li, Degui; Liu, Weidong; Wang, Qiying; Wu, Wei Biao 1 2017 Performance bounds for parameter estimates of high-dimensional linear models with correlated errors. Zbl 1333.62172 Wu, Wei-Biao; Wu, Ying Nian 33 2016 Self-normalized Cramér-type moderate deviations under dependence. Zbl 1359.62060 Chen, Xiaohong; Shao, Qi-Man; Wu, Wei Biao; Xu, Lihu 13 2016 Stability and asymptotics for autoregressive processes. Zbl 1353.62093 Chen, Likai; Wu, Wei Biao 3 2016 Regularized estimation of linear functionals of precision matrices for high-dimensional time series. Zbl 1414.94126 Chen, Xiaohui; Xu, Mengyu; Wu, Wei Biao 3 2016 Time-varying nonlinear regression models: nonparametric estimation and model selection. Zbl 1312.62046 Zhang, Ting; Wu, Wei Biao 16 2015 Changepoint estimation: another look at multiple testing problems. Zbl 1390.62138 Cao, Hongyuan; Wu, Wei Biao 12 2015 Parametric specification test for nonlinear autoregressive models. Zbl 1441.62774 Kim, Kun Ho; Zhang, Ting; Wu, Wei Biao 3 2015 Komlós-Major-Tusnády approximation under dependence. Zbl 1308.60037 Berkes, István; Liu, Weidong; Wu, Wei Biao 34 2014 Portmanteau test and simultaneous inference for serial covariances. Zbl 06290111 Xiao, Han; Wu, Wei Biao 12 2014 Recursive nonparametric estimation for time series. Zbl 1364.94236 Huang, Yinxiao; Chen, Xiaohong; Wu, Wei Biao 11 2014 Exact moderate and large deviations for linear processes. Zbl 1285.62110 Peligrad, Magda; Sang, Hailin; Zhong, Yunda; Wu, Wei Biao 9 2014 Covariance and precision matrix estimation for high-dimensional time series. Zbl 1294.62123 Chen, Xiaohui; Xu, Mengyu; Wu, Wei Biao 43 2013 A central limit theorem for stationary random fields. Zbl 1308.60025 El Machkouri, Mohamed; Volný, Dalibor; Wu, Wei Biao 39 2013 Probability and moment inequalities under dependence. Zbl 06202706 Liu, Weidong; Xiao, Han; Wu, Wei Biao 30 2013 Asymptotic theory for maximum deviations of sample covariance matrix estimates. Zbl 1284.62122 Xiao, Han; Wu, Wei Biao 13 2013 Block sampling under strong dependence. Zbl 1417.62261 Zhang, Ting; Ho, Hwai-Chung; Wendler, Martin; Wu, Wei Biao 9 2013 Covariance matrix estimation for stationary time series. Zbl 1246.62191 Xiao, Han; Wu, Wei Biao 41 2012 Inference of time-varying regression models. Zbl 1257.62049 Zhang, Ting; Wu, Wei Biao 32 2012 Testing for parallelism among trends in multiple time series. Zbl 1391.62164 Degras, David; Xu, Zhiwei; Zhang, Ting; Wu, Wei Biao 11 2012 Asymptotics for statistical functionals of long-memory sequences. Zbl 1250.62023 Beutner, Eric; Wu, Wei Biao; Zähle, Henryk 8 2012 Asymptotic theory for stationary processes. Zbl 1513.62185 Wu, Wei Biao 37 2011 Gaussian approximations for non-stationary multiple time series. Zbl 1251.60029 Wu, Wei Biao; Zhou, Zhou 26 2011 Testing parametric assumptions of trends of a nonstationary time series. Zbl 1231.62166 Zhang, Ting; Wu, Wei Biao 19 2011 On linear models with long memory and heavy-tailed errors. Zbl 1327.62416 Zhou, Zhou; Wu, Wei Biao 6 2011 A single-pass algorithm for spectrum estimation with fast convergence. Zbl 1365.62132 Xiao, Han; Wu, Wei Biao 1 2011 Asymptotics of spectral density estimates. Zbl 1294.62077 Liu, Weidong; Wu, Wei Biao 39 2010 Simultaneous inference of linear models with time varying coefficients. Zbl 1411.62267 Zhou, Zhou; Wu, Wei Biao 31 2010 Central limit theorem for Fourier transforms of stationary processes. Zbl 1206.60026 Peligrad, Magda; Wu, Wei Biao 19 2010 Kernel estimation for time series: an asymptotic theory. Zbl 1201.62054 Wu, Wei Biao; Huang, Yinxiao; Huang, Yibi 17 2010 Simultaneous nonparametric inference of time series. Zbl 1202.62048 Liu, Weidong; Wu, Wei Biao 16 2010 Covariances estimation for long-memory processes. Zbl 1190.62166 Wu, Wei Biao; Huang, Yinxiao; Zheng, Wei 9 2010 Long-term prediction intervals of time series. Zbl 1366.62181 Zhou, Zhou; Xu, Zhiwei; Wu, Wei Biao 2 2010 Non-stationary structural model with time-varying demand elasticities. Zbl 1233.62158 Kim, Kun Ho; Zhou, Zhou; Wu, Wei Biao 1 2010 Banding sample autocovariance matrices of stationary processes. Zbl 1176.62083 Wu, Wei Biao; Pourahmadi, Mohsen 57 2009 Local linear quantile estimation for nonstationary time series. Zbl 1173.62066 Zhou, Zhou; Wu, Wei Biao 51 2009 Efficient estimation of copula-based semiparametric Markov models. Zbl 1191.62140 Chen, Xiaohong; Wu, Wei Biao; Yi, Yanping 26 2009 Recursive estimation of time-average variance constants. Zbl 1171.62048 Wu, Wei Biao 12 2009 Nonparametric inference of discretely sampled stable Lévy processes. Zbl 1431.62345 Zhao, Zhibiao; Wu, Wei Biao 12 2009 An asymptotic theory for sample covariances of Bernoulli shifts. Zbl 1157.60016 Wu, Wei Biao 8 2009 On false discovery control under dependence. Zbl 1139.62040 Wu, Wei Biao 30 2008 Confidence bands in nonparametric time series regression. Zbl 1142.62346 Zhao, Zhibiao; Wu, Wei Biao 29 2008 Moderate deviations for stationary processes. Zbl 1152.62063 Wu, Wei Biao; Zhao, Zhibiao 22 2008 Empirical processes of stationary sequences. Zbl 1137.62027 Wu, Wei Biao 19 2008 Strong invariance principles for dependent random variables. Zbl 1166.60307 Wu, Wei Biao 103 2007 Asymptotic spectral theory for nonlinear time series. Zbl 1147.62076 Shao, Xiaofeng; Wu, Wei Biao 73 2007 \(M\)-estimation of linear models with dependent errors. Zbl 1117.62070 Wu, Wei Biao 49 2007 Inference of trends in time series. Zbl 07555358 Wu, Wei Biao; Zhao, Zhibiao 36 2007 A maximal \(\mathbb{L}_{p}\)-inequality for stationary sequences and its applications. Zbl 1107.60011 Peligrad, Magda; Utev, Sergey; Wu, Wei Biao 32 2007 Local Whittle estimation of fractional integration for nonlinear processes. Zbl 1274.62566 Shao, Xiaofeng; Wu, Wei Biao 18 2007 A limit theorem for quadratic forms and its applications. Zbl 1237.60020 Wu, Wei Biao; Shao, Xiaofeng 13 2007 Local asymptotic powers of nonparametric and semiparametric tests for fractional integration. Zbl 1115.62052 Shao, Xiaofeng; Wu, Wei Biao 1 2007 Asymptotic theory for curve-crossing analysis. Zbl 1131.60017 Zhao, Zhibiao; Wu, Wei Biao 1 2007 Unit root testing for functionals of linear processes. Zbl 1083.62098 Wu, Wei Biao 26 2006 Invariance principles for fractionally integrated nonlinear processes. Zbl 1268.60045 Wu, Wei Biao; Shao, Xiaofeng 5 2006 Oscillations of empirical distribution functions under dependence. Zbl 1126.60020 Wu, Wei Biao 3 2006 Nonlinear system theory: another look at dependence. Zbl 1135.62075 Wu, Wei Biao 219 2005 On linear processes with dependent innovations. Zbl 1081.62071 Wu, Wei Biao; Min, Wanli 54 2005 On the Bahadur representation of sample quantiles for dependent sequences. Zbl 1080.62024 Wu, Wei Biao 49 2005 Fourier transforms of stationary processes. Zbl 1055.60016 Wu, Wei Biao 9 2005 Limit theorems for iterated random functions. Zbl 1046.60024 Wu, Wei Biao; Shao, Xiaofeng 90 2004 Martingale approximations for sums of stationary processes. Zbl 1057.60022 Wu, Wei Biao; Woodroofe, Michael 50 2004 On weighted \(U\)-statistics for stationary processes. Zbl 1049.62099 Hsing, Tailen; Wu, Wei Biao 37 2004 On random-design model with dependent errors. Zbl 1060.62046 Mielniczuk, Jan; Wu, Wei Biao 16 2004 Simulating sample paths of linear fractional stable motion. Zbl 1303.94015 Wu, Wei Biao; Michailidis, George; Zhang, Danlu 10 2004 A test for detecting changes in mean. Zbl 1061.62141 Wu, Wei Biao 1 2004 Nonparametric estimation of large covariance matrices of longitudinal data. Zbl 1436.62347 Wu, Wei Biao; Pourahmadi, Mohsen 91 2003 Empirical processes of long-memory sequences. Zbl 1188.62288 Wu, Wei Biao 30 2003 Additive functionals of infinite-variance moving averages. Zbl 1045.62092 Wu, Wei Biao 11 2003 Kernel density estimation for linear processes. Zbl 1015.62034 Wu, Wei Biao; Mielniczuk, Jan 53 2002 Central limit theorems for functionals of linear processes and their applications. Zbl 1018.60022 Wu, Wei Biao 15 2002 Isotonic regression: Another look at the changepoint problem. Zbl 0985.62076 Wu, Wei Biao; Woodroofe, Michael; Mentz, Graciela 27 2001 A central limit theorem for iterated random functions. Zbl 0969.60032 Wu, Wei Biao; Woodroofe, Michael 25 2000 Exact distribution of edge-preserving MAP estimators for linear signal models with Gaussian measurement noise. Zbl 0992.94002 Fessler, Jeffrey A.; Erdoǧan, Hakan; Wu, Wei Biao 4 2000 Random graphs and the strong convergence of bootstrap means. Zbl 0966.05072 Csörgö, Sándor; Wu, Wei Biao 3 2000 On sums of overlapping products of independent Bernoulli random variables. Zbl 0972.60036 Csörgő, S.; Wu, W. B. 2 2000 On the strong convergence of a weighted sum. Zbl 0951.60027 Wu, Wei Biao 25 1999 all cited Publications top 5 cited Publications all top 5 Cited by 1,513 Authors 49 Wu, Wei Biao 33 Peligrad, Magda 28 Merlevède, Florence 23 Horváth, Lajos 23 Shao, Xiaofeng 21 Zhou, Zhou 20 Dedecker, Jérôme 17 Politis, Dimitris Nicolas 16 Jirak, Moritz 16 Volný, Dalibor 15 Cuny, Christophe 14 Kulik, Rafał 13 Chan, Ngai Hang 12 Dette, Holger 12 Rice, Gregory 12 Sang, Hailin 12 Zhao, Zhibiao 11 Doukhan, Paul 11 Hörmann, Siegfried 11 Kokoszka, Piotr S. 11 Wang, Xuejun 11 Zhang, Ting 10 Lin, Zhengyan 10 Paparoditis, Efstathios 10 Zhu, Zhongyi 9 Fan, Xiequan 9 Hu, Hongchang 9 Hu, Shuhe 9 Kong, Xinbing 9 Linton, Oliver Bruce 9 Truquet, Lionel 9 Zähle, Henryk 9 Zhang, Rongmao 8 Gao, Jiti 8 Li, Degui 8 Sung, Soohak 8 Wendler, Martin 8 Yang, Lijian 7 Chen, Xiaohui 7 Giraudo, Davide 7 Hallin, Marc 7 Kreiß, Jens-Peter 7 Wang, Qiying 7 Yang, Wenzhi 6 Beran, Jan 6 Berkes, István 6 Beutner, Eric 6 Cai, Tony Tony 6 Chen, Pingyan 6 Dehling, Herold G. 6 Fan, Jianqing 6 Ing, Ching-Kang 6 Kirch, Claudia 6 Koul, Hira Lal 6 Lee, Ji Hyung 6 Liu, Weidong 6 Shao, Qi-Man 6 Slaoui, Yousri 6 Steland, Ansgar 6 Taqqu, Murad S. 6 Volgushev, Stanislav 6 Wang, Suojin 6 Wang, Yizao 6 Woodroofe, Michael Barrett 6 Yau, Chun Yip 5 Aue, Alexander 5 Bai, Shuyang 5 Bickel, Peter John 5 Bouzebda, Salim 5 Durieu, Olivier 5 Fokianos, Konstantinos 5 Han, Fang 5 Härdle, Wolfgang Karl 5 Hill, Jonathan B. 5 Krampe, Jonas 5 Levina, Elizaveta 5 Longla, Martial 5 Phillips, Peter Charles Bonest 5 Ren, Zhao 5 Tsay, Ruey S. 5 Utev, Sergey 5 Wu, Weichi 5 Zhang, Li-Xin 5 Zheng, Shurong 5 Zhou, Harrison H. 5 Zhu, Ke 4 Bose, Arup 4 Cao, Hongyuan 4 Chang, Jinyuan 4 Chen, Xiaohong 4 Cui, Yan 4 Hili, Ouagnina 4 Ho, Hwai-Chung 4 Honda, Toshio 4 Karmakar, Sayar 4 McMurry, Timothy L. 4 Meyer, Renate 4 Pipiras, Vladas 4 Schick, Anton 4 Song, Qiongxia ...and 1,413 more Authors all top 5 Cited in 154 Serials 110 The Annals of Statistics 84 Journal of Econometrics 59 Stochastic Processes and their Applications 57 Bernoulli 53 Electronic Journal of Statistics 46 Journal of Multivariate Analysis 45 Statistics & Probability Letters 39 Journal of Statistical Planning and Inference 38 Journal of Time Series Analysis 38 Econometric Theory 37 Journal of the American Statistical Association 31 Communications in Statistics. Theory and Methods 30 Computational Statistics and Data Analysis 26 Journal of Theoretical Probability 17 Annals of the Institute of Statistical Mathematics 16 Test 15 Journal of Nonparametric Statistics 14 The Annals of Probability 12 Statistics 12 Statistical Papers 12 Statistica Sinica 11 Metrika 11 Statistical Inference for Stochastic Processes 11 Science China. Mathematics 10 Journal of the Korean Statistical Society 9 Journal of Applied Probability 9 Journal of Inequalities and Applications 9 Comptes Rendus. Mathématique. Académie des Sciences, Paris 9 Stochastics and Dynamics 8 Scandinavian Journal of Statistics 8 Journal of Statistical Computation and Simulation 7 Advances in Applied Probability 7 Biometrics 7 Econometric Reviews 6 Stochastic Analysis and Applications 6 Probability Theory and Related Fields 6 The Annals of Applied Probability 6 Computational Statistics 6 Communications in Statistics. Simulation and Computation 6 Journal of Business and Economic Statistics 5 Journal of Mathematical Analysis and Applications 5 Journal of Statistical Physics 5 Acta Mathematicae Applicatae Sinica. English Series 5 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 5 Extremes 5 The Annals of Applied Statistics 4 The Canadian Journal of Statistics 4 Lithuanian Mathematical Journal 4 Statistica Neerlandica 4 Statistical Science 4 Mathematical Methods of Statistics 4 Australian & New Zealand Journal of Statistics 4 Methodology and Computing in Applied Probability 4 Stochastics 4 Sankhyā. Series A 4 Statistics and Computing 4 Bayesian Analysis 3 Transactions of the American Mathematical Society 3 Ergodic Theory and Dynamical Systems 3 Sequential Analysis 3 Quantitative Finance 3 Journal of Machine Learning Research (JMLR) 3 ALEA. Latin American Journal of Probability and Mathematical Statistics 3 AStA. Advances in Statistical Analysis 3 Journal of Computational and Graphical Statistics 3 Dependence Modeling 3 Statistical Theory and Related Fields 2 Nonlinearity 2 International Statistical Review 2 Kybernetika 2 Mathematics of Operations Research 2 Metron 2 Proceedings of the American Mathematical Society 2 Acta Mathematica Hungarica 2 International Journal of Approximate Reasoning 2 Machine Learning 2 European Journal of Operational Research 2 Linear Algebra and its Applications 2 Proceedings of the National Academy of Sciences of the United States of America 2 Filomat 2 Electronic Journal of Probability 2 Electronic Communications in Probability 2 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings 2 Journal of the Royal Statistical Society. Series B. Statistical Methodology 2 Journal of Applied Statistics 2 Acta Mathematica Sinica. English Series 2 Journal of Systems Science and Complexity 2 Journal of Statistical Theory and Practice 2 Journal of Probability and Statistics 2 Sankhyā. Series B 2 Journal of Time Series Econometrics 2 Modern Stochastics. Theory and Applications 2 Japanese Journal of Statistics and Data Science 1 Communications in Mathematical Physics 1 Journal of Fluid Mechanics 1 Linear and Multilinear Algebra 1 Periodica Mathematica Hungarica 1 Psychometrika 1 Rocky Mountain Journal of Mathematics 1 Russian Mathematical Surveys ...and 54 more Serials all top 5 Cited in 32 Fields 943 Statistics (62-XX) 498 Probability theory and stochastic processes (60-XX) 75 Numerical analysis (65-XX) 69 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 28 Dynamical systems and ergodic theory (37-XX) 20 Operations research, mathematical programming (90-XX) 14 Computer science (68-XX) 14 Biology and other natural sciences (92-XX) 11 Combinatorics (05-XX) 10 Linear and multilinear algebra; matrix theory (15-XX) 7 Information and communication theory, circuits (94-XX) 6 Functional analysis (46-XX) 5 Measure and integration (28-XX) 5 Harmonic analysis on Euclidean spaces (42-XX) 4 Real functions (26-XX) 4 Operator theory (47-XX) 4 Geophysics (86-XX) 4 Systems theory; control (93-XX) 3 Statistical mechanics, structure of matter (82-XX) 2 Functions of a complex variable (30-XX) 2 Partial differential equations (35-XX) 2 General topology (54-XX) 2 Astronomy and astrophysics (85-XX) 1 Order, lattices, ordered algebraic structures (06-XX) 1 Group theory and generalizations (20-XX) 1 Topological groups, Lie groups (22-XX) 1 Difference and functional equations (39-XX) 1 Approximations and expansions (41-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Fluid mechanics (76-XX) 1 Relativity and gravitational theory (83-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. 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