7 citations · 8 across the 3 of their papers we have counts for
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stat.ME2024
Complex trend inference for high-dimensional piecewise locally stationary time series
Lujia Bai, David Veitch, Weichi Wu +2
This paper studies high-dimensional trend inference for piecewise smooth signals under nonstationary noise and asynchronous structural breaks by first detecting asynchronous change…
stat.ME2020★ 1 cited
Adaptive Estimation for Non-stationary Factor Models And A Test for Static Factor Loadings
Weichi Wu, Zhou Zhou
This paper considers the estimation and testing of a class of locally stationary time series factor models with evolutionary temporal dynamics. In particular, the entries and the d…
stat.ME2019★ 7 cited
Multiscale Jump Testing and Estimation Under Complex Temporal Dynamics
Weichi Wu, Zhou Zhou
We consider the problem of detecting jumps in an otherwise smoothly evolving trend whilst the covariance and higher-order structures of the system can experience both smooth and ab…