- Sayar Karmakar and Wei Biao Wu (2018). Optimal Gaussian Approximation For Multiple Time Series, Statistica Sinica. To Appear.
- 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. - 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 16, 2018