129 citations · 653 across the 11 of their papers we have counts for
4 papers · 1 filter
Empirical processes of dependent random variables
Wei Biao Wu
Empirical processes for stationary, causal sequences are considered. We establish empirical central limit theorems for classes of indicators of left half lines, absolutely continuo…
M-estimation of linear models with dependent errors
Wei Biao Wu
We study asymptotic properties of -estimates of regression parameters in linear models in which errors are dependent. Weak and strong Bahadur representations of the -estimate…
Martingale approximations for sums of stationary processes
Wei Biao Wu, Michael Woodroofe
Approximations to sums of stationary and ergodic sequences by martingales are investigated. Necessary and sufficient conditions for such sums to be asymptotically normal conditiona…
On weighted U-statistics for stationary processes
Tailen Hsing, Wei Biao Wu
A weighted U-statistic based on a random sample X_1,...,X_n has the form U_n=\sum_{1\le i,j\le n}w_{i-j}K(X_i,X_j), where K is a fixed symmetric measurable function and the w_i are…