108 citations · 268 across the 9 of their papers we have counts for
5 papers · 1 filter
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…
Simultaneous Inference for High Dimensional Mean Vectors
Zhipeng Lou, Wei Biao Wu
Let be i.i.d. random vectors. We aim to perform simultaneous inference for the mean vector with finite polynomial moments and a…
Towards a general theory for non-linear locally stationary processes
Rainer Dahlhaus, Stefan Richter, Wei Biao Wu
In this paper some general theory is presented for locally stationary processes based on the stationary approximation and the stationary derivative. Laws of large numbers, central…
Self-normalized Cramér Type Moderate Deviations under Dependence
Xiaohong Chen, Qi-Man Shao, Wei Biao Wu
We establish a Cramér-type moderate deviation result for self-normalized sums of weakly dependent random variables, where the moment requirement is much weaker than the non-self-no…
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…