Search Results - "Wu, Wei Biao"

Asymptotic Spectral Theory for Nonlinear Time Series by Shao, Xiaofeng, Wu, Wei Biao

“…We consider asymptotic problems in spectral analysis of stationary causal processes. Limiting distributions of periodograms and smoothed periodogram spectral…”
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GAUSSIAN APPROXIMATION FOR HIGH DIMENSIONAL TIME SERIES by Zhang, Danna, Wu, Wei Biao

“…We consider the problem of approximating sums of high dimensional stationary time series by Gaussian vectors, using the framework of functional dependence…”
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3D patient-derived tumor models to recapitulate pediatric brain tumors In Vitro by Tang-Schomer, Min D., Chandok, Harshpreet, Wu, Wei-Biao, Lau, Ching C., Bookland, Markus J., George, Joshy

“…•In vitro 3D medulloblastoma models have indistinguishable transcriptomic profiles than the original tumor tissue.•One type of chemically defined media was…”
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Performance bounds for parameter estimates of high-dimensional linear models with correlated errors by Wu, Wei-Biao, Wu, Ying Nian

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ASYMPTOTIC THEORY FOR SPECTRAL DENSITY ESTIMATES OF GENERAL MULTIVARIATE TIME SERIES by Wu, Wei Biao, Zaffaroni, Paolo

“…We derive uniform convergence results of lag-window spectral density estimates for a general class of multivariate stationary processes represented by an…”
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On linear processes with dependent innovations by Biao Wu, Wei, Min, Wanli

“…We consider asymptotic behavior of partial sums and sample covariances for linear processes whose innovations are dependent. Central limit theorems and…”
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Nonlinear System Theory: Another Look at Dependence by Wu, Wei Biao, Rosenblatt, Murray

“…Based on the nonlinear system theory, we introduce previously undescribed dependence measures for stationary causal processes. Our physical and predictive…”
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Asymptotic theory for QMLE for the real‐time GARCH(1,1) model by Smetanina, Ekaterina, Biao Wu, Wei

“…We investigate the asymptotic properties of the Gaussian quasi‐maximum‐likelihood estimator (QMLE) for the Real‐time GARCH(1,1) model of Smetanina (2017,…”
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Strong Invariance Principles for Dependent Random Variables by Wu, Wei Biao

“…We establish strong invariance principles for sums of stationary and ergodic processes with nearly optimal bounds. Applications to linear and some nonlinear…”
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Long‐term prediction intervals with many covariates by Karmakar, Sayar, Chudý, Marek, Biao Wu, Wei

“…Accurate forecasting is one of the fundamental focuses in the literature of econometric time‐series. Often practitioners and policymakers want to predict…”
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Regularized Estimation of Linear Functionals of Precision Matrices for High-Dimensional Time Series by Chen, Xiaohui, Xu, Mengyu, Wu, Wei Biao

“…This paper studies a Dantzig-selector type regularized estimator for linear functionals of high-dimensional linear processes. Explicit rates of convergence of…”
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Simultaneous inference of linear models with time varying coefficients by Zhou, Zhou, Wu, Wei Biao

“…The paper considers construction of simultaneous confidence tubes for time varying regression coefficients in functional linear models. Using a Gaussian…”
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A central limit theorem for stationary random fields by El Machkouri, Mohamed, Volný, Dalibor, Wu, Wei Biao

“…This paper establishes a central limit theorem and an invariance principle for a wide class of stationary random fields under natural and easily verifiable…”
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PROBABILITY AND MOMENT INEQUALITIES UNDER DEPENDENCE by Liu, Weidong, Xiao, Han, Wu, Wei Biao

“…We establish Nagaev and Rosenthal-type inequalities for dependent random variables. The imposed dependence conditions, which are expressed in terms of…”
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On False Discovery Control under Dependence by Wu, Wei Biao

“…A popular framework for false discovery control is the random effects model in which the null hypotheses are assumed to be independent. This paper generalizes…”
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Local Linear Quantile Estimation for Nonstationary Time Series by Zhou, Zhou, Wu, Wei Biao

“…We consider estimation of quantile curves for a general class of nonstationary processes. Consistency and central limit results are obtained for local linear…”
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Inference of trends in time series by Wu, Wei Biao, Zhao, Zhibiao

“…We consider statistical inference of trends in mean non-stationary models. A test statistic is proposed for the existence of structural breaks in trends. On…”
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GAUSSIAN APPROXIMATIONS FOR NON-STATIONARY MULTIPLE TIME SERIES by Wu, Wei Biao, Zhou, Zhou

“…We obtain an invariance principle for non-stationary vector-valued stochastic processes. It is shown that, under mild conditions, the partial sums of…”
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CENTRAL LIMIT THEOREM FOR FOURIER TRANSFORMS OF STATIONARY PROCESSES by Peligrad, Magda, Wu, Wei Biao

“…We consider asymptotic behavior of Fourier transforms of stationary ergodic sequences with finite second moments. We establish a central limit theorem (CLT)…”
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On the Bahadur Representation of Sample Quantiles for Dependent Sequences by Wu, Wei Biao

“…We establish the Bahadur representation of sample quantiles for linear and some widely used nonlinear processes. Local fluctuations of empirical processes are…”
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