129 citations · 653 across the 11 of their papers we have counts for
Showing 2015Show all
2 papers · 1 filter
stat.ME2015★ 3 cited
Uniform Convergence of Multivariate Spectral Density Estimates
Wei Biao Wu, Paolo Zaffaroni
We consider uniform moment convergence of lag-window spectral density estimates for univariate and multivariate stationary processes. Optimal rates of convergence are obtained unde…
math.ST2015★ 42 cited
Time-varying nonlinear regression models: Nonparametric estimation and model selection
Ting Zhang, Wei Biao Wu
This paper considers a general class of nonparametric time series regression models where the regression function can be time-dependent. We establish an asymptotic theory for estim…