WEI BIAO WU'S PUBLICATIONS
- Zhipeng Lou and Wei Biao Wu (2023) Simultaneous Inference for Mean Curves of Functional and Longitudinal Data: A Unified Theory. R code is here.
- Likai Chen, Weining Wang and Wei Biao Wu (2021) Inference of breakpoints in high-dimensional
time series. JASA, To Appear
- Johannes Moritz Jirak, Wei Biao Wu and Ou Zhao (2021) Sharp connections between Berry-Esseen
characteristics and Edgeworth expansions for stationary processes, Transactions of the American
Mathematical Society, To Appear
- Sayar Karmakar, Stefan Richter and Wei Biao Wu (2021) Simultaneous inference for time-varying
models. The Journal of Econometrics. To Appear
- Ayman Moawad, Ehsan Islam, Namdoo Kim, Ram Vijayagopal, Aymeric Rousseau, Wei Biao Wu (2021)
Explainable AI for a No-Teardown Vehicle Component Cost Estimation: A Top-Down Approach.
IEEE Transactions on Artificial Intelligence 10.1109/TAI.2021.3065011
- Stefan Richter, Weining Wang and Wei Biao Wu (2021) Testing for parameter change epochs in GARCH
time series. The Econometrics Journal, To Appear
- Danna Zhang and Wei Biao Wu (2021) Convergence of covariance and spectral density estimates for
high-dimensional locally stationary processes. Annals of Statistics 2021, Vol. 49, No. 1,
233-254.
- M Chudý, S Karmakar, WB Wu (2020) Long-term prediction intervals of economic time series.
Empirical Economics 58 (1), 191-222
- Fang Han and Wei Biao Wu (2020) Probability Inequalities for High Dimensional Time Series under
a Triangular Array Framework. Springer Handbook of Engineering Statistics.
- Yuefeng Han and Wei Biao Wu, "Test for high dimensional covariance matrices" Annals of
Statistics 2020, Vol. 48, No. 6, 3565-3588.
- Ekaterina Smetanina and Wei Biao Wu (2020) Asymptotic Theory for QMLE for the Real-time
GARCH(1,1) model. Journal of Time Series Analysis, To Appear
- Martin Wendler and Wei Biao Wu (2020) Central limit theorems for nearly long range dependent
subordinated linear processes. Journal of Applied ProbabilityVolume 57 Issue 2.
- Likai Chen and Wei Biao Wu (2018). Concentration inequalities for empirical processes of linear time series.
Journal of Machine Learning Research. To Appear.
- Likai Chen, Wei Biao Wu (2018). Testing for Trends in High-dimensional Time Series. Journal of the American
Statistical Association. To Appear.
- R Dahlhaus, S Richter, W. B Wu (2018). Towards a general theory for non-linear locally stationary processes. Bernoulli. To Appear.
- Sayar Karmakar and Wei Biao Wu (2018). Optimal Gaussian Approximation For Multiple Time
Series, Statistica Sinica.
To Appear.
- Tang-Schomer M. D., Wu W. B., Kaplan D. L., Bookland M.J (2018). In Vitro 3D Regeneration-like Growth of Human
Patient Brain Tissue. Journal of Tissue Engineering and Regenerative Medicine. To Appear.
- Wei Biao Wu and Paolo Zaffaroni (2018). Asymptotic Theory For Spectral Density Estimates Of General Multivariate
Time Series. Volume 34, Issue 1, 1--22.
- Wei Biao Wu, Zhipeng Lou and Yuefeng Han (2018). Hypothesis Testing for High-Dimensional Data, Handbook of Big
Data Analytics, Springer.
- Danna Zhang and Wei Biao Wu (2017). Gaussian Approximation for High Dimensional Time Series. Annals of Statistics. 45, Number 5, 1895-1919.
- S. Deb, M Pourahmadi, W. B. Wu (2017). An asymptotic theory for spectral analysis of random fields. Electronic Journal of Statistics, Volume 11, Number 2, 4297--4322.
- Danna Zhang and Wei Biao Wu (2017). Asymptotic theory for estimators of high-order statistics of stationary processes. IEEE Transactions on Information Theory. DOI: 10.1109/TIT.2017.2764480.
- Xiaohui Chen, Mengyu Xu and Wei Biao Wu (2016). Regularized Estimation of Linear Functionals of Precision Matrices for High-Dimensional Time Series. IEEE Transactions on Signal Processing, Volume: 64, Issue: 24, DOI: 10.1109/TSP.2016.2605079
- Likai Chen, Wei Biao Wu (2016). Stability and asymptotics for autoregressive processes. Electronic Journal of Statistics, Volume 10, 3723--3751.
- Xiaohong Chen, Qi-Man Shao, Wei Biao Wu, Lihu Xu (2016). Self-normalized Cramér Type Moderate Deviations under Dependence Ann.
Statist. Volume 44, Number 4 (2016), 1593-1617.
- Maggie X. Cheng ; Wei Biao Wu (2016). A model-free localization method for sensor
networks with sparse anchors. 2016 IEEE International Conference on
Communications, DOI: 10.1109/ICC.2016.7510964
- Degui Li, Weidong Liu, Qiying Wang and Wei Biao Wu (2016). Simultaneous Confidence
Bands in Nonlinear Regression Models with Nonstationarity.
Statistica Sinica. To Appear.
- Wei-Biao Wu and Ying Nian Wu (2016). Performance bounds for
parameter estimates of high-dimensional linear models with correlated errors. Electron.
J. Statist. Volume 10, Number 1 (2016), 352-379.
- Ting Zhang and Wei Biao Wu (2015). Time-varying nonlinear regression models:
Nonparametric estimation and model selection Ann. Statist. Volume 43, Number 2
(2015), 741-768.
- K. H. Kim, T Zhang, W. B. Wu (2015). Parametric specification test for nonlinear
autoregressive models Econometric Theory, Volume 31 Issue 05 October 2015, pp 1078-1101
- H. Cao, W. B. Wu (2015). Changepoint estimation: another
look at multiple testing problems. Biometrika, 2015, doi: 10.1093/biomet/asv031
- M. Cheng, W. B. Wu (2015). Data Analytics for Fault Localization in Complex Networks IEEE
Internet of Things Journal (Volume:PP, Issue: 99)
10.1109/JIOT.2015.2503270
- M. Peligrad, H Sang, Y. Zhong, W. B Wu (2014). Exact moderate and large deviations for linear processes. Statistica Sinica, 24, 957-969
- H. Xiao, W. B. Wu (2014). Portmanteau test and simultaneous inference for serial covariances, Vol. 24, No. 2 (April 2014), pp. 577-599
- W. Liu, H
Xiao, W. B. Wu (2013) Probability and moment inequalities under dependence. Statistica Sinica, Vol. 23, No. 3
(July 2013), pp. 1257-1272
- H. Xiao, W. B.
Wu (2013) Asymptotic theory for maximum deviations of sample covariance matrix
estimates. Stochastic Processes and their Applications, Vol 123, pp. 2899–2920
- M. Pourahmadi, W. Biao Wu (2013) Covariance Matrix Estimation
(High Dimensional). Encyclopedia of Environmetrics
- W. B. Wu
(2013) Covariance Matrix Estimation (Estimated Parameters). Encyclopedia of Environmetrics
- Gou; Bei and Wu, Wei Biao (2014) Computer-based method for power
system state estimation, United States Patent 8634965
- Istvan Berkes, Weidong Liu, Wei Biao Wu (2014). Komlos-Major-Tusnady approximation under dependence. Annals of
Probability 2014, Vol. 42, No. 2, 794-817.
- 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
- Yinxiao Huang, Xiaohong Chen, Wei
Biao Wu (2014). Recursive Nonparametric Estimation for Time Series. Information
Theory, IEEE Transactions on, Volume:60, 1301-1312
- 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
- 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.
- Ting Zhang
and Wei Biao Wu (2012). Inference of time-varying
regression models Annals
of Statistics. Volume 40, Number 3 (2012), 1376-1402.
- 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
- H. Xiao and
W. B. Wu (2012). Covariance
Matrix Estimation for Stationary Time Series. Annals of Statistics, Volume
40, Number 1 (2012), 466-493.
- 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
- Ting Zhang
and Wei Biao Wu (2011) Testing
parametric assumptions of trends of nonstationary time series, Biometrika, Volume 98, Issue 3 599-614
- Wei Biao Wu
and Han Xiao (2011) Covariance
Matrix Estimation in Time Series, Handbook of Statistics, vol 30. Pages
187-209
- Wei Biao Wu
(2011) Asymptotic
theory for stationary processes, Statistics
and Its Interface, Vol 4, Number 2, 207-226
- 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
- Zhou, Z.
and Wu, W. B. (2011). On Linear Models with Long Memory and Heavy-tailed
Errors. Journal of Multivariate
Analysis. 102, 349-362
- 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.
- 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.
- 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.
- Zhou, Z., Xu, Z. and Wu, W. B. (2010). Long-term Prediction Intervals
of Time Series. IEEE Transactions on
Information Theory, 56 1436-1446.
- Weidong Liu and Wei Biao Wu (2010). Simultaneous Nonparametric Inference of
Time Series, Annals of Statistics Vol. 38, No. 4, 2388-2421
- Weidong Liu and Wei Biao Wu (2010). Asymptotics of Spectral Density Estimates, Econometric Theory (2010), 26:
1218-1245
- Wu, W.-B.,
Huang, Y. and Zheng,
W. (2010). Covariances estimation for long-memory process. Advances in Applied
Probability 42 137-157.
- Magda Peligrad and Wei Biao Wu (2010). Central Limit Theorem for Fourier
Transforms of Stationary Processes. Annals
of Probability 38 2009-2022.
- Zhao, Zhibiao and Wu, Wei Biao (2009). Nonparametric
inference of discretely sampled stable L\'evy processes. J. Econometrics 153
83--92
- 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
- W. B. Wu
(2009): Recursive Estimation of
Time-Average Variance Constants, Annals
of Applied Probability Vol. 19, No. 4, 1529-1552
- W. B. Wu
and Mohsen Pourahmadi (2009): Banding Sample
Covariance Matrices of Stationary Processes, Statistica Sinica 19
1755-1768
- 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
- W. B. Wu
(2008), Empirical
processes of stationary sequences. Statistica Sinica, 18,
313-333.
- 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
- 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
- W. B. Wu
(2008). On false discovery control
under dependence, Annals of
Statistics, 36, 364-380.
- Wu, W. B.
and Zhao, Z. (2008). Moderate deviations for stationary processes. To appear, Statistica Sinica.
- Z. Zhao and
W. B. Wu (2008). Confidence Bands in
Nonparametric Time Series Regression. Annals of Statistics Vol. 36, No. 4, 1854-1878.
- 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
- 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.
- 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) .
- X. Shao and
W. B. Wu (2007). Asymptotic spectral
theory for nonlinear time series. Annals
of Statistics, Vol. 35, No. 4, 1773-1801.
- 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
- W. B. Wu
and X. Shao (2007). A
Limit Theorem for Quadratic Forms and Its Applications. Econometric Theory, 23, 930-951.
- X. Shao and
W. B. Wu (2007). Local
Whittle Estimation of Fractional Integration for Nonlinear Processes. Econometric Theory, 23, 899-929.
- W. B. Wu
(2007). Strong
invariance principles for dependent random variables. Annals of Probability, 35, 2294-2320.
- W. B. Wu
(2007). M-estimation of linear
models with dependent errors. Annals
of Statistics, 35, 495-521.
- 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.
- W. B. Wu
and X. Shao (2006). Invariance
principles for fractionally integrated nonlinear processes. IMS lecture notes-monograph series, Vol. 50
(2006) 20-30.
- W. B. Wu
(2006). Oscillations
of Empirical Distribution Functions under Dependence. IMS lecture notes-monograph series, High
dimensional Probabilities. Vol. 51, 53-61.
- 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
- W. B. Wu
(2005). Nonlinear
system theory: Another look at dependence. Proceedings of the National Academy of Sciences USA, 102, 14150--14154.
- W. B. Wu and Wanli Min (2005). On linear processes with dependent innovations. Stochastic Processes and their Applications, 115, 939--958.
- W. B. Wu (2005). Unit
Root Testing for Functionals of Linear Processes. Econometric Theory, 22, 1-14
- Ma, K. G. Shin and W. Wu (2005). Best-Effort
Patching for Multicast True VoD Service. Multimedia Tools and Applications, 26, 101--122 .
- Mielniczuk and W.B. Wu (2004). Statistica Sinica 14, 1105-1126.
- Hong Qin, Wei Biao Wu, Joseph 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.
- W. B. Wu (2005). On the Bahadur representation of sample quantiles for dependent sequences. Annals of
Statistics, 33, 1934--1963
- 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
- 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.
- Wu, W. B., X. Shao (June 2004). Limit Theorems
for Iterated Random Functions. Journal of Applied Probability, 41, 425-436.
- Wu, W. B. (2005). Fourier
transforms of stationary processes. Proc. Amer. Math. Soc. 133 (2005),
285-293.
- 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.
- Hong Qin, Henry H. S. Lu, Wei B. Wu, and Wen-Hsiung Li (Oct. 28, 2003): Evolution of the yeast protein interaction network. Proc. Acad. Sci. USA. 100 (22): 12820-12824.
- Wei Biao Wu and Mohsen Pourahmadi (2003) Nonparametric estimation of large covariance matrices of longitudinal data. Biometrika, 831--844
- Hsing, T. and Wu, W. B.(2004) On weighted U statistics for stationary processes. Annals of Probability, 32, 1600-1631
- Wu, W. B. and Woodroofe, M. (2004) Martingale approximations for sums of stationary processes. Annals of Probability, 32, 1674-1690
- Wu, W. B. (2003). Additive Functionals of Infinite-Variance Moving Averages. Statistica Sinica 13, 1259--1267
- Wu, W. B. (2003). Empirical Processes of Long-memory Sequences. Bernoulli 9, 809--831
- 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
- W. B. Wu (2002). Central limit theorems for functionals of linear
processes and their applications. Statistica Sinica, 12, 635-649.
- 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.)
- W. B. Wu and J. Mielniczuk: Kernel density estimation for linear processes. Annals of Statistics, 30, (2002), 1441-1459
- 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.
- S. Csorgo, B. Valko and W.B. Wu: Random multisets and bootstrap means. Acta Scientiarum Mathematicarum. 67 (2001), 843-875
- W. B. Wu, M. Woodroofe and G. Mentz: Isotonic regression: another look at the change point problem. Biometrika, 88, 793-804, 2001
- W. B. Wu and M. Woodroofe: A central limit theorem for iterated random functions. Journal of Applied Probability 37 (2000), 748-755.
- S. Csorgo and W. B. Wu: Random graphs and the strong convergence of bootstrap means. Combinatorics, Probability and Computing 9 (2000), 315-347.
- 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.]
- 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.
- W. B. Wu: On the strong convergence of a weighted sum. Statistics & Probability Letters 44 (1999), 19-22.
Last update: March 23, 2021