7 citations · 13 across the 7 of their papers we have counts for
7 papers
Convergence of covariance and spectral density estimates for high-dimensional functional time series
Bufan Li, Xinghao Qiao, Weichi Wu +1
Second-order characteristics including covariance and spectral density functions are fundamentally important for both statistical applications and theoretical analysis in functiona…
Confidence surfaces for the mean of locally stationary functional time series
Holger Dette, Weichi Wu
The problem of constructing a simultaneous confidence surface for the 2-dimensional mean function of a non-stationary functional time series is challenging as these bands can not b…
Shift identification in time varying regression quantiles
Subhra Sankar Dhar, Weichi Wu
This article investigates whether time-varying quantile regression curves are the same up to the horizontal shift or not. The errors and the covariates involved in the regression m…
Identifying shifts between two regression curves
Holger Dette, Subhra Sankar Dhar, Weichi Wu
This article studies the problem whether two convex (concave) regression functions modelling the relation between a response and covariate in two samples differ by a shift in the h…
Change Point Analysis of Correlation in Non-stationary Time Series
Holger Dette, Weichi Wu, Zhou Zhou
A restrictive assumption in change point analysis is "stationarity under the null hypothesis of no change-point", which is crucial for asymptotic theory but not very realistic from…
Change point analysis in non-stationary processes - a mass excess approach
Holger Dette, Weichi Wu
This paper considers the problem of testing if a sequence of means of a non-stationary time series is stable in the sense that t…