5 citations · 6 across the 2 of their papers we have counts for
2 papers
math.PR2022★ 1 cited
Almost sure invariance principle of mixing time series in Hilbert space
Jianya Lu, Wei Biao Wu, Zhijie Xiao +1
Inspired by \citet{Berkes14} and \citet{Wu07}, we prove an almost sure invariance principle for stationary mixing stochastic processes defined on Hilbert space. Our result can…
math.ST2019★ 5 cited
Estimation of dynamic networks for high-dimensional nonstationary time series
Mengyu Xu, Xiaohui Chen, Wei Biao Wu
This paper is concerned with the estimation of time-varying networks for high-dimensional nonstationary time series. Two types of dynamic behaviors are considered: structural break…