96 citations · 146 across the 6 of their papers we have counts for
12 papers
Time-Varying Multivariate Causal Processes
Jiti Gao, Bin Peng, Wei Biao Wu +1
In this paper, we consider a wide class of time-varying multivariate causal processes which nests many classic and new examples as special cases. We first prove the existence of a…
Gaussian Approximation for High Dimensional Time Series
Danna Zhang, Wei Biao Wu
We consider the problem of approximating sums of high-dimensional stationary time series by Gaussian vectors, using the framework of functional dependence measure. The validity of…
Regularized estimation of linear functionals of precision matrices for high-dimensional time series
Xiaohui Chen, Mengyu Xu, Wei Biao Wu
This paper studies a Dantzig-selector type regularized estimator for linear functionals of high-dimensional linear processes. Explicit rates of convergence of the proposed estimato…
Asymptotics for High-Dimensional Data
Mengyu Xu, Danna Zhang, Wei Biao Wu
We develop an asymptotic theory for norms of sample mean vectors of high-dimensional data. An invariance principle for the norms is derived under conditions that involv…
Covariance and precision matrix estimation for high-dimensional time series
Xiaohui Chen, Mengyu Xu, Wei Biao Wu
We consider estimation of covariance matrices and their inverses (a.k.a. precision matrices) for high-dimensional stationary and locally stationary time series. In the latter case…
Block Sampling under Strong Dependence
Ting Zhang, Hwai-Chung Ho, Martin Wendler +1
The paper considers the block sampling method for long-range dependent processes. Our theory generalizes earlier ones by Hall, Jing and Lahiri (1998) on functionals of Gaussian pro…