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Weichi Wu
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Cited by
Cited by
Year
Change Point Analysis of Correlation in Non-stationary Time Series.
H Dette, W Wu, Z Zhou
Statistica Sinica 29 (2), 2019
50*2019
Detecting relevant changes in the mean of nonstationary processes—A mass excess approach
H Dette, W Wu
The Annals of Statistics 47 (6), 3578-3608, 2019
362019
Prediction in locally stationary time series
H Dette, W Wu
Journal of Business & Economic Statistics, 1-12, 2020
252020
Nonparametric Inference for Time-Varying Coefficient Quantile Regression.
W Wu, Z Zhou
Journal of Business & Economic Statistics 35 (1), 98-109, 2017
212017
Multiscale jump testing and estimation under complex temporal dynamics
W Wu, Z Zhou
Bernoulli, to appear, 2019
152019
Gradient-Based Structural Change Detection For Non-stationary Time Series M-estimation.
W Wu, Z Zhou
The Annals of Statistics 46 (3), 2018
152018
Simultaneous Quantile Inference For Non-Stationary Long Memory Time Series.
W Wu, Z Zhou
Bernoulli 24 (4A), 2991-3012, 2018
7*2018
Confidence surfaces for the mean of locally stationary functional time series
H Dette, W Wu
Statistica Sinica, to appear, 2021
32021
Comparing time varying regression quantiles under shift invariance
SS Dhar, W Wu
Bernoulli 29 (2), 1527-1554, 2020
32020
Identifying shifts between two regression curves
H Dette, SS Dhar, W Wu
Annals of the Institute of Statistical Mathematics, 1-35, 2021
22021
Difference-based covariance matrix estimate in time series nonparametric regression with applications to specification tests
L Bai, W Wu
Biometrika, to appear, 2023
12023
Random Interval Distillation for Detecting Multiple Changes in General Dependent Data
X Fan, W Wu
arXiv preprint arXiv:2403.00600, 2024
2024
Simultaneous inference for monotone and smoothly time varying functions under complex temporal dynamics
T Luo, W Wu
arXiv preprint arXiv:2310.02177, 2023
2023
A Random Graph-based Autoregressive Model for Networked Time Series
W Wu, C Leng
arXiv preprint arXiv:2309.08488, 2023
2023
Time-varying correlation network analysis of non-stationary multivariate time series with complex trends
L Bai, W Wu
arXiv preprint arXiv:2302.05158, 2023
2023
Testing for long-range dependence in non-stationary time series time-varying regression
L Bai, W Wu
Bernoulli, To appear, 2021
2021
Adaptive Estimation for Non-stationary Factor Models And A Test for Static Factor Loadings
W Wu, Z Zhou
https://arxiv.org/abs/2012.14708, 2020
2020
Tractably Modelling Dependence in Networks Beyond Exchangeability
W Wu, S Olhede, P Wolfe
Bernoulli, to appear, 2020
2020
Quantile Inference and Change Point Test under Time Series Non-stationarity.
W Wu
Ph.D. thesis, University of Toronto, 2015
2015
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Articles 1–19