1 citations · 2 across the 4 of their papers we have counts for
5 papers
Asymptotic Uniform False Discovery Rate Control for Inference of Time-varying Correlations
Bufan Li, Lujia Bai, Weichi Wu
Inference for locally stationary time series is challenging because the associated hypotheses form an uncountable collection over a continuous time interval, making pointwise false…
A portmanteau test for multivariate non-stationary functional time series with an increasing number of lags
Lujia Bai, Holger Dette, Weichi Wu
Multivariate locally stationary functional time series provide a flexible framework for modeling functional data exhibiting both temporal and spatial dependencies while allowing fo…
Difference-based covariance matrix estimate in time series nonparametric regression with applications to specification tests
Lujia Bai, Weichi Wu
Long-run covariance matrix estimation is the building block of time series inference. The corresponding difference-based estimator, which avoids detrending, has attracted considera…
Time-varying correlation network analysis of non-stationary multivariate time series with complex trends
Lujia Bai, Weichi Wu
This paper proposes a flexible framework for inferring large-scale time-varying and time-lagged correlation networks from multivariate or high-dimensional non-stationary time serie…
Detecting long-range dependence for time-varying linear models
Lujia Bai, Weichi Wu
We consider the problem of testing for long-range dependence in time-varying coefficient regression models, where the covariates and errors are locally stationary, allowing complex…