129 citations · 503 across the 7 of their papers we have counts for
8 papers · 1 filter
Inference of time-varying regression models
Ting Zhang, Wei Biao Wu
We consider parameter estimation, hypothesis testing and variable selection for partially time-varying coefficient models. Our asymptotic theory has the useful feature that it can…
Simultaneous nonparametric inference of time series
Weidong Liu, Wei Biao Wu
We consider kernel estimation of marginal densities and regression functions of stationary processes. It is shown that for a wide class of time series, with proper centering and sc…
Confidence bands in nonparametric time series regression
Zhibiao Zhao, Wei Biao Wu
We consider nonparametric estimation of mean regression and conditional variance (or volatility) functions in nonlinear stochastic regression models. Simultaneous confidence bands…
On false discovery control under dependence
Wei Biao Wu
A popular framework for false discovery control is the random effects model in which the null hypotheses are assumed to be independent. This paper generalizes the random effects mo…
Asymptotic spectral theory for nonlinear time series
Xiaofeng Shao, Wei Biao Wu
We consider asymptotic problems in spectral analysis of stationary causal processes. Limiting distributions of periodograms and smoothed periodogram spectral density estimates are…
On the Bahadur representation of sample quantiles for dependent sequences
Wei Biao Wu
We establish the Bahadur representation of sample quantiles for linear and some widely used nonlinear processes. Local fluctuations of empirical processes are discussed. Applicatio…