108 citations · 112 across the 2 of their papers we have counts for
2 papers
math.ST2019★ 4 cited
Probability inequalities for high dimensional time series under a triangular array framework
Fang Han, Weibiao Wu
Study of time series data often involves measuring the strength of temporal dependence, on which statistical properties like consistency and central limit theorem are built. Histor…
math.ST2009★ 108 cited
Local linear quantile estimation for nonstationary time series
Zhou Zhou, Wei Biao Wu
We consider estimation of quantile curves for a general class of nonstationary processes. Consistency and central limit results are obtained for local linear quantile estimates und…