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GAUSSIAN APPROXIMATION FOR HIGH DIMENSIONAL TIME SERIES

The Annals of statistics, 2017-10, Vol.45 (5), p.1895-1919

2017

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Asymptotic Spectral Theory for Nonlinear Time Series

The Annals of statistics, 2007-08, Vol.35 (4), p.1773-1801

2007

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3D patient-derived tumor models to recapitulate pediatric brain tumors In Vitro

Translational oncology, 2022-06, Vol.20, p.101407-101407, Article 101407

2022

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Performance bounds for parameter estimates of high-dimensional linear models with correlated errors

Electronic journal of statistics, 2016-01, Vol.10 (1)

2016

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Time-varying nonlinear regression models: Nonparametric estimation and model selection

The Annals of statistics, 2015-04, Vol.43 (2)

2015

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Towards a general theory for nonlinear locally stationary processes

Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability, 2019-05, Vol.25 (2)

2019

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Nonlinear System Theory: Another Look at Dependence

Proceedings of the National Academy of Sciences - PNAS, 2005-10, Vol.102 (40), p.14150-14154

2005

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ASYMPTOTIC THEORY FOR SPECTRAL DENSITY ESTIMATES OF GENERAL MULTIVARIATE TIME SERIES

Econometric theory, 2018-02, Vol.34 (1), p.1-22

2018

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Local linear quantile estimation for nonstationary time series

The Annals of statistics, 2009-10, Vol.37 (5B)

2009

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Strong Invariance Principles for Dependent Random Variables

The Annals of probability, 2007-11, Vol.35 (6), p.2294-2320

Wu, Wei Biao

2007

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Regularized Estimation of Linear Functionals of Precision Matrices for High-Dimensional Time Series

IEEE transactions on signal processing, 2016-12, Vol.64 (24), p.6459-6470

2016

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Simultaneous inference of linear models with time varying coefficients

Journal of the Royal Statistical Society. Series B, Statistical methodology, 2010-09, Vol.72 (4), p.513-531

2010

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Asymptotic theory for QMLE for the real‐time GARCH(1,1) model

Journal of time series analysis, 2021-09, Vol.42 (5-6), p.752-776

2021

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A central limit theorem for stationary random fields

Stochastic processes and their applications, 2013-01, Vol.123 (1), p.1-14

2013

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Local Linear Quantile Estimation for Nonstationary Time Series

The Annals of statistics, 2009-10, Vol.37 (5B), p.2696-2729

2009

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On False Discovery Control under Dependence

The Annals of statistics, 2008-02, Vol.36 (1), p.364-380

Wu, Wei Biao

2008

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On linear processes with dependent innovations

Stochastic processes and their applications, 2005-06, Vol.115 (6), p.939-958

2005

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Long‐term prediction intervals with many covariates

Journal of time series analysis, 2022-07, Vol.43 (4), p.587-609

2022

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Inference of trends in time series

Journal of the Royal Statistical Society. Series B, Statistical methodology, 2007-06, Vol.69 (3), p.391-410

2007

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GAUSSIAN APPROXIMATIONS FOR NON-STATIONARY MULTIPLE TIME SERIES

Statistica Sinica, 2011-07, Vol.21 (3), p.1397-1413

2011

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CENTRAL LIMIT THEOREM FOR FOURIER TRANSFORMS OF STATIONARY PROCESSES

The Annals of probability, 2010-09, Vol.38 (5), p.2009-2022

2010

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On the Bahadur Representation of Sample Quantiles for Dependent Sequences

The Annals of statistics, 2005-08, Vol.33 (4), p.1934-1963

Wu, Wei Biao

2005

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Confidence Bands in Nonparametric Time Series Regression

The Annals of statistics, 2008-08, Vol.36 (4), p.1854-1878

2008

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Estimation of Dynamic Networks for High-Dimensional Nonstationary Time Series

Entropy (Basel, Switzerland), 2019-12, Vol.22 (1), p.55

2019

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PROBABILITY AND MOMENT INEQUALITIES UNDER DEPENDENCE

Statistica Sinica, 2013-07, Vol.23 (3), p.1257-1272

2013

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GAUSSIAN APPROXIMATION FOR HIGH DIMENSIONAL TIME SERIES

Asymptotic Spectral Theory for Nonlinear Time Series

3D patient-derived tumor models to recapitulate pediatric brain tumors In Vitro

Performance bounds for parameter estimates of high-dimensional linear models with correlated errors

Time-varying nonlinear regression models: Nonparametric estimation and model selection

Towards a general theory for nonlinear locally stationary processes

Nonlinear System Theory: Another Look at Dependence

ASYMPTOTIC THEORY FOR SPECTRAL DENSITY ESTIMATES OF GENERAL MULTIVARIATE TIME SERIES

Local linear quantile estimation for nonstationary time series

Strong Invariance Principles for Dependent Random Variables

Regularized Estimation of Linear Functionals of Precision Matrices for High-Dimensional Time Series

Simultaneous inference of linear models with time varying coefficients

Asymptotic theory for QMLE for the real‐time GARCH(1,1) model

A central limit theorem for stationary random fields

Local Linear Quantile Estimation for Nonstationary Time Series

On False Discovery Control under Dependence

On linear processes with dependent innovations

Long‐term prediction intervals with many covariates

Inference of trends in time series

GAUSSIAN APPROXIMATIONS FOR NON-STATIONARY MULTIPLE TIME SERIES

CENTRAL LIMIT THEOREM FOR FOURIER TRANSFORMS OF STATIONARY PROCESSES

On the Bahadur Representation of Sample Quantiles for Dependent Sequences

Confidence Bands in Nonparametric Time Series Regression

Estimation of Dynamic Networks for High-Dimensional Nonstationary Time Series

PROBABILITY AND MOMENT INEQUALITIES UNDER DEPENDENCE

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