1.      Gou; Bei and Wu; Wei Biao (2014) Computer-based method for power system state estimation, United States Patent 8634965

2.      István Berkes, Weidong Liu, Wei Biao Wu (2014) Komlós-Major-Tusnády approximation under dependence Annals of Probability 2014, Vol. 42, No. 2, 794-817.

3.      Xiaohui Chen, Mengyu Xu, Wei Biao Wu (2013) Covariance and precision matrix estimation for high-dimensional time series Annals of Statistics 2013, Vol. 41, No. 6, 2994-3021

4.      Yinxiao Huang, Xiaohong Chen, Wei Biao Wu (2014) Recursive Nonparametric Estimation for Time Series. Information Theory, IEEE Transactions on, Volume:60, 1301-1312

5.      Ting Zhang, Hwai-Chung Ho, Martin Wendler, Wei Biao Wu (2013) Block Sampling under Strong Dependence. Stochastic Processes and their Applications. Volume 123, Issue 6, 2323–2339

6.      Mohamed El Machkouri, Dalibor Volny and Wei Biao Wu (2012) A central limit theorem for stationary random fields. To Appear, Stochastic Processes and their Applications

7.      Ting Zhang and Wei Biao Wu (2012) Inference of time-varying regression models Annals of Statistics. Volume 40, Number 3 (2012), 1376-1402.

8.      Eric Beutner, Wei Biao Wu and Henryk Zaehle (2012) Asymptotics for statistical functionals of long-memory sequences. Stochastic Processes and their Applications Volume 122, Issue 3, March 2012, Pages 910–929

9.      H. Xiao and W. B. Wu (2012)  Covariance Matrix Estimation for Stationary Time Series. Annals of Statistics, Volume 40, Number 1 (2012), 466-493.

10.  D. Degras, Z. Xu, T. Zhang and W. B. Wu. (2012) Testing for Parallelism Among Trends in Multiple Time Series, IEEE Transactions on  Signal Processing, Volume: 60 Issue:3 1087—1097

11.  Ting Zhang and Wei Biao Wu (2011) Testing parametric assumptions of trends of nonstationary time series, Biometrika, ·  Volume 98, Issue 3 599-614

12.  Wei Biao Wu and Han Xiao (2011) Covariance Matrix Estimation in Time Series, Handbook of Statistics-vol 30. Pages 187-209

13.  Wei Biao Wu (2011) Asymptotic theory for stationary processes, Statistics and Its Interface, Vol 4, Number 2, 207-226

14.  Xiao, H. and Wu, W. B. (2010). A Single-Pass algorithm for spectrum estimation with fast convergence. IEEE Trans. Inform. Theory, Volume 57, Issue: 7 4720 - 4731

15.  Zhou, Z. and Wu, W. B. (2011). On Linear Models with Long Memory and Heavy-tailed Errors. Journal of Multivariate Analysis. 102, 349-362

16.  Wu, Wei Biao; Mielniczuk, Jan A new look at measuring dependence. Dependence in probability and statistics, 123–142, Lecture Notes in Statist., 200, Springer, Berlin, 2010.

17.  Wu, W. B., Huang, Y. and Huang, Y. (2010). Kernel estimation for time series: An asymptotic theory. Stochastic Processes and their Applications 120 2412–2431.

18.  Zhou, Z. and Wu, W. B. (2010). Simultaneous Inference of Linear Models with Time-Varying Coefficients. Journal of the Royal Statistical Society, Series B., 72, 513--531.

19.  Zhou, Z., Xu, Z. and Wu, W. B. (2010). Long-term Prediction Intervals of Time Series. IEEE Transactions on Information Theory, 56 1436-1446.

20.  Weidong Liu and Wei Biao Wu (2010) Simultaneous Nonparametric Inference of Time Series, Annals of Statistics Vol. 38, No. 4, 2388-2421

21.  Weidong Liu and Wei Biao Wu (2010) Asymptotics of Spectral Density Estimates, Econometric Theory (2010), 26: 1218-1245

22.  Magda Peligrad and Wei Biao Wu (2010) Central Limit Theorem for Fourier Transforms of Stationary Processes. Annals of Probability 38 2009--2022.

23.  Zhao, Zhibiao and Wu, Wei Biao (2009) Nonparametric inference of discretely sampled stable L\'evy processes. J. Econometrics 153 83--92

24.  Xiaohong Chen, Wei Biao Wu and Yanping Yi (2009) Efficient estimation of copula-based semiparametric Markov models, Annals of Statistics, Vol. 37, No. 6B, 4214-4253

25.  W. B. Wu (2009): Recursive Estimation of Time-Average Variance Constants, Annals of Applied Probability Vol. 19, No. 4, 1529-1552

26.  W. B. Wu and Mohsen Pourahmadi (2009): Banding Sample Covariance Matrices of Stationary Processes, Statistica Sinica 19 1755-1768

27.  Zhou Zhou and Wei Biao Wu (2009): Local Linear Quantile Estimation for Non-stationary Time Series, Annals of Statistics Vol. 37, No. 5B, 2696-2729

28.  W. B. Wu (2008): Empirical processes of stationary sequences. Statistica Sinica, 18, 313-333.

29.  W. B. Wu (2008) An asymptotic theory for sample covariances of Bernoulli shifts.  Stochastic Processes and their Applications. Volume 119, Issue 2, February 2009, Pages 453-467

30.  Dana Draghicescu, Serge Guillas, and Wei Biao Wu (2009) Quantile curve estimation and visualization for non-stationary time series. Journal of Computational and Graphical Statistics Vol. 18, No. 1: 1–20

31.  W. B. Wu (2008) On false discovery control under dependence, Annals of Statistics, 36, 364-380

32.  Wu, W.B. and Zhao, Z. (2008) Moderate deviations for stationary processes. To appear, Statistica Sinica.

33.  Z. Zhao and W. B. Wu (2008) Confidence Bands in Nonparametric Time Series Regression. Annals of Statistics Vol. 36, No. 4, 1854-1878

34.  W. B. Wu, K., Yu and G. Mitra, (2007) Kernel Conditional Quantile Estimation for Stationary Processes with Application to Conditional Value-at-Risk, Journal of Financial Econometrics, 6, 253–270

35.  Zhibiao Zhao and W. B. Wu (2007) Asymptotic theory for curve-crossing analysis. Stochastic Processes and their Applications, Volume 117, July 2007, Pages 862-877.

36.  W. B. Wu and Zhibiao Zhao (2007) Inference of Trends in Time Series. Journal of the Royal Statistical Society, Series B, Volume 69, June 2007, 391-410(20) .

37.  X. Shao and W. B. Wu (2007) Asymptotic spectral theory for nonlinear time series. Annals of Statistics, Vol. 35, No. 4, 1773-1801.

38.  Xiaofeng Shao and Wei Biao Wu (2007) Local asymptotic powers of nonparametric and semiparametric tests for fractional integration. Stochastic Processes and their Applications, Volume 117, Issue 2, February 2007, Pages 251-261

39.  W. B. Wu and X. Shao (2007) A Limit Theorem for Quadratic Forms and Its Applications. Econometric Theory, 23, 930–951.

40.  X. Shao and W. B. Wu (2007) Local Whittle Estimation of Fractional Integration for Nonlinear Processes. Econometric Theory, 23, 899–929.

1.      W. B. Wu (2007): Strong invariance principles for dependent random variables. Annals of Probability, 35, 2294-2320.

2.      W. B. Wu (2007): M-estimation of linear models with dependent errors. Annals of Statistics, 35, 495-521.

3.      Bob Keener and W B Wu (2006): On Dirichlet Multinomial Distributions. In: Random walk, sequential analysis and related topics: A Festschrift in Honor of Yuan-Shih Chow, pp. 118-130.

4.      W. B. Wu and X. Shao (2006): Invariance principles for fractionally integrated nonlinear processes. IMS lecture notes-monograph series, Vol. 50 (2006) 20–30.

5.      W. B. Wu (2006): Oscillations of Empirical Distribution Functions under Dependence. IMS lecture notes-monograph series, High dimensional Probabilities. Vol. 51, 53-61.

6.      Peligrad M., Utev, S. and W. B. Wu (2007): A maximal L_p inequality for stationary sequences and its applications. Proc. Amer. Math. Soc., Volume 135, 541–550

7.      W. B. Wu (2005): Nonlinear system theory: Another look at dependence. Proceedings of the National Academy of Sciences USA. 102, 14150--14154.

8.      W.B. Wu and Wanli Min (2005): On linear processes with dependent innovations. Stochastic Processes and their Applications, 115, 939--958.

9.      W.B. Wu (2005): Unit Root Testing for Functionals of Linear Processes. Econometric Theory, 22, 1-14

10.  Huadong Ma, K. G. Shin and W. Wu (2005) Best-Effort Patching for Multicast True VoD Service. Multimedia Tools and Applications, 26, 101--122

11.  Jan Mielniczuk and W.B. Wu (2004): On random-design model with dependent errors.  Statistica Sinica 14, 1105-1126

12.  Hong Qin, Wei Biao Wu, Josep M. Comeron, Martin Kreitman and Wen-Hsiung Li (2004): Intragenic spatial patterns of codon usage bias in prokaryotic and eukaryotic genomes Genetics. 2004 Dec;168(4):2245-60.

13.  W.B.Wu (2005): On the Bahadur representation of sample quantiles for dependent sequences. Annals of Statistics, 33, 1934--1963

14.  S. Csorgo and W.B. Wu (2004): On the clustering of independent uniform random variables. Random Structures and Algorithms, Volume 25, Issue 4 , Pages 396 - 420

15.  Wu, W. B., G. Michailidis and Danlu Zhang (June, 2004): Simulating Sample Paths of Linear Fractional Stable Motion, IEEE Transactions on Information Theory, Volume: 50, Issue: 6, 1086- 1096. (Part of the material was presented at the 2002 Winter Simulation Conference, December, San Diego.)

16.  Wu, W. B., X. Shao (June 2004): Limit Theorems for Iterated Random Functions. Journal of Applied Probability, 41, 425-436

17.  Wu, W. B. (2005). Fourier transforms of stationary processes Proc. Amer. Math. Soc. 133 (2005), 285-293.

18.  Wu, W. B. (2004). A test for detecting changes in mean. In IMA Volume 139 "Time series analysis and applications to geophysical systems", pp 105-122, Editors: D. R. Brillinger, E. A. Robinson, and F. Schoenberg.

19.  Hong Qin, Henry H. S. Lu, Wei B. Wu, and Wen-Hsiung Li (Oct. 28, 2003): Evolution of the yeast protein interaction network. Proc Natl Acad Sci USA. 100 (22): 12820-12824

20.  Wei Biao Wu and Mohsen Pourahmadi (2003) Nonparametric estimation of large covariance matrices of longitudinal data. Biometrika, 831--844

21.  Hsing, T. and Wu, W. B.(2004) On weighted U statistics for stationary processes. Annals of Probability, 32,  1600-1631

22.  Wu, W. B. and Woodroofe, M. (2004) Martingale approximations for sums of stationary processes. Annals of Probability,  32, 1674-1690

23.  Wu, W. B. (2003). Additive Functionals of Infinite-Variance Moving Averages. Statistica Sinica 13, 1259--1267

24.  Wu, W. B. (2003). Empirical Processes of Long-memory Sequences. Bernoulli 9, 809--831

25.  W.B. Wu and C.V. Ravishankar (2003): The Performance of Difference Coding for Sets and Relational Tables.  Journal of the Association for Computing Machinery, 50, Issue 5, 665 - 693

26.  W.B. Wu: Central limit theorems for functionals of linear processes and their applications. Statistica Sinica. 12, 635-649, 2002

27.  Danlu Zhang, W. B. Wu and K. M. Wasserman, Analysis on Markov Modeling of Cellular Packet Transmission, WCNC 2002 - IEEE Wireless Communications and Networking Conference, vol. 3, no. 1, March 2002, pp. 875 - 879. (short version was presented at the 39th Annual Allerton Conference on Communication, Control, and Computing.)

28.  W.B.Wu and J. Mielniczuk: Kernel density estimation for linear processes. Annals of Statistics. 30, (2002), 1441-1459

29.  D. Zhang, G. Michailidis, K. M. Wasserman and W. B. Wu, A Low-complexity Network Traffic Predictor using Aggregation, 36th Conference on Information Sciences and Systems (CISS), Princeton, NJ, March, 2002.

30.  S. Csorgo, B. Valko and W.B. Wu: Random multisets and bootstrap means. Acta Scientiarum Mathematicarum. 67 (2001), 843-875

31.  W.B. Wu, M.Woodroofe and G. Mentz: Isotonic regression: another look at the change point problem. Biometrika, 88, 793-804, 2001

32.  W.B. Wu and M. Woodroofe: A central limit theorem for iterated random functions. Journal of Applied Probability 37 (2000), 748-755.

33.  S. Csorgo and W.B. Wu: Random graphs and the strong convergence of bootstrap means. Combinatorics, Probability and Computing 9 (2000), 315-347.

34.  S. Csorgo and W.B. Wu: On sums of overlapping products of independent Bernoulli random variables. Ukra. matematicheski. zhurnal 52 (2000), 1304-1309. [Ukranian Mathematical Journal 52 (2000), No.9: A.V. Skorokhod special issue.]

35.  J.A. Fessler, H. Erdogan and W.B. Wu: Exact distribution of edge-preserving MAP estimators for linear signal models with Gaussian measurement noise. IEEE Transactions on Image Processing 9 (2000), 1049-1055.

36.  W.B. Wu: On the strong convergence of a weighted sum. Statistics & Probability Letters 44 (1999), 19-22.

Last update: August 30, 2012