108 citations · 268 across the 9 of their papers we have counts for
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math.PR2009★ 91 cited
Central limit theorem for Fourier transforms of stationary processes
Magda Peligrad, Wei Biao Wu
We consider asymptotic behavior of Fourier transforms of stationary ergodic sequences with finite second moments. We establish a central limit theorem (CLT) for almost all frequenc…
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…