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 | 36 | 2019 |
Prediction in locally stationary time series H Dette, W Wu Journal of Business & Economic Statistics, 1-12, 2020 | 25 | 2020 |
Nonparametric Inference for Time-Varying Coefficient Quantile Regression. W Wu, Z Zhou Journal of Business & Economic Statistics 35 (1), 98-109, 2017 | 21 | 2017 |
Multiscale jump testing and estimation under complex temporal dynamics W Wu, Z Zhou Bernoulli, to appear, 2019 | 15 | 2019 |
Gradient-Based Structural Change Detection For Non-stationary Time Series M-estimation. W Wu, Z Zhou The Annals of Statistics 46 (3), 2018 | 15 | 2018 |
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 | 3 | 2021 |
Comparing time varying regression quantiles under shift invariance SS Dhar, W Wu Bernoulli 29 (2), 1527-1554, 2020 | 3 | 2020 |
Identifying shifts between two regression curves H Dette, SS Dhar, W Wu Annals of the Institute of Statistical Mathematics, 1-35, 2021 | 2 | 2021 |
Difference-based covariance matrix estimate in time series nonparametric regression with applications to specification tests L Bai, W Wu Biometrika, to appear, 2023 | 1 | 2023 |
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 |