129 citations · 602 across the 8 of their papers we have counts for
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math.PR2006★ 7 cited
Oscillations of empirical distribution functions under dependence
Wei Biao Wu
We obtain an almost sure bound for oscillation rates of empirical distribution functions for stationary causal processes. For short-range dependent processes, the oscillation rate…
math.ST2006★ 126 cited
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…