Wei Biao Wu

Publications and Preprints

Expanded and updated August 20, 2026. Local full-text PDFs are used when a matching file is available; publisher, preprint, and Google Scholar links provide additional access and bibliographic verification.

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2026

16 items
  1. Wolfgang Karl Härdle, Rui Ren, Zijin Wang, Wei Biao Wu. A Network View on Portfolio Risk. Journal of Business & Economic Statistics, 2026. [Publisher] [Scholar]
  2. Wentao Hu, Yifu Wang, Rui Ren, Wei Biao Wu. Asymptotics for Expectile Estimators of Stationary Processes. Preprint, 2026. [Publisher] [Scholar]
  3. Jiaqi Li, Johannes Schmidt-Hieber, Wei Biao Wu. Asymptotics of Stochastic Gradient Descent with Dropout Regularization in Linear Models. Journal of Machine Learning Research 27(83), 1–78, 2026. [PDF] [Publisher] [Scholar]
  4. Ziyang Wei, Jiaqi Li, Likai Chen, Wei Biao Wu. Central Limit Theorems for Stochastic Gradient Descent Quantile Estimators. IEEE Transactions on Information Theory 72(8), 6054–6070, 2026. [PDF] [arXiv] [Scholar]
  5. Yuefeng Han, Likai Chen, Wei Biao Wu. Estimation of High-Dimensional Nonlinear Vector Autoregressive Models. IEEE Transactions on Information Theory 72(1), 521–541, 2026. [PDF] [Publisher] [Scholar]
  6. Ziyang Wei, Wanrong Zhu, Wei Biao Wu. General Weighted Averaging in Stochastic Gradient Descent: CLT and Adaptive Optimality. Proceedings of the 29th International Conference on Artificial Intelligence and Statistics (AISTATS), 2026. [PDF] [Conference] [Scholar]
  7. Or Goldreich, Soham Bonnerjee, Qianqian Lei, Jiaqi Li, Wei Biao Wu. Identifying Stability Regions of SGD with Constant Learning Rates. Preprint, 2026. [PDF] [Scholar]
  8. Yanhong Wu, Wei Biao Wu, Dong-Yun Kim. Kernel Smoothing Method for Detecting Fixed and Random Mean Change in Multivariate Data. Sequential Analysis 45(2), 347–373, 2026. [Publisher] [Scholar]
  9. Ziyang Wei, Wanrong Zhu, Jingyang Lyu, Wei Biao Wu. Refining Covariance Matrix Estimation in Stochastic Gradient Descent Through Bias Reduction. Preprint, arXiv:2604.21203, 2026. [PDF] [arXiv] [Scholar]
  10. Soham Bonnerjee, Zhipeng Lou, Wei Biao Wu. Sharp Asymptotic Theory for Q-Learning with LD2Z Learning Rate and Its Generalization. International Conference on Learning Representations (ICLR), 2026. [PDF] [Conference] [Scholar]
  11. Danna Zhang, Zhipeng Lou, Wei Biao Wu. Sharp Concentration Analysis of Online Stochastic Approximation Algorithms. IEEE Transactions on Information Theory, 2026. [PDF] [Publisher] [Scholar]
  12. Percy S. Zhai, Mladen Kolar, Wei Biao Wu. Simultaneous Inference for Covariance and Precision Matrices of Long-Range Dependent Time Series. IEEE Transactions on Information Theory 72(6), 4246–4296, 2026. [PDF] [Publisher] [Scholar]
  13. Qianqian Lei, Soham Bonnerjee, Yuefeng Han, Wei Biao Wu. Stability beyond Bounded Differences: Sharp Generalization Bounds under Finite Lp Moments. Proceedings of the 43rd International Conference on Machine Learning (ICML), 2026. [PDF] [arXiv] [Scholar]
  14. Cathy Yi-Hsuan Chen, George Kapetanios, Wei Biao Wu. Text-Term Selection and Analysis: Frequentist and Bayesian Strategies and Interpretations. Journal of Econometrics 256(B), article 106163, 2026. [Publisher] [Scholar]
  15. Degui Li, Bin Peng, Songqiao Tang, Wei Biao Wu. Estimation of Grouped Time-Varying Network Vector Autoregressive Models. Annals of Statistics 54(2), 621–646, 2026. [Publisher] [Scholar]
  16. Zhipeng Lou, Wei Biao Wu. Simultaneous Inference for Mean Curves of Functional and Longitudinal Data: A Unified Theory. Statistica Sinica 36(1), 79–100, 2026. [Publisher] [R code] [Scholar]

2025

11 items
  1. Xinchen Du, Wanrong Zhu, Wei Biao Wu, Sen Na. Online Statistical Inference of Constrained Stochastic Optimization via Random Scaling. Preprint, arXiv:2505.18327, 2025. [PDF] [arXiv] [Scholar]
  2. Dong-Yun Kim, Wei Biao Wu, Yanhong Wu. Sequential Common Change Detection, Isolation, and Estimation in Multiple Compound Poisson Processes. Stochastic Processes and their Applications 189, article 104701, 2025. [Publisher] [Scholar]
  3. Likai Chen, Georg Keilbar, Wei Biao Wu. Smoothed SGD for Quantiles: Bahadur Representation and Gaussian Approximation. Preprint, arXiv:2505.13299, 2025. [PDF] [arXiv] [Scholar]
  4. Yanhong Wu, Wei Biao Wu, Dong-Yun Kim. Spectral Norm of Exponentially Weighted Moving Sample Covariance Matrix and Its Application to Sequential Sparse Signal Detection. Journal of Statistical Theory and Practice 19(2), article 24, 2025. [Publisher] [Scholar]
  5. Soham Bonnerjee, Sayar Karmakar, Wei Biao Wu. Sharp Gaussian Approximations for Decentralized Federated Learning. NeurIPS 2025 . [ PDF ] [ Scholar ]. [PDF] [Scholar]
  6. Or Goldreich, Ziyang Wei, Soham Bonnerjee, Jiaqi Li, Wei Biao Wu. Asymptotic Theory of SGD with a General Learning Rate. NeurIPS 2025 . [ PDF ] [ Scholar ]. [PDF] [Scholar]
  7. Ziyang Wei, Jiaqi Li, Zhipeng Lou, Wei Biao Wu. Gaussian Approximation and Concentration of Constant Learning-Rate Stochastic Gradient Descent. NeurIPS 2025 . [ PDF ] [ Scholar ]. [PDF] [Scholar]
  8. Jiaqi Li, Zhipeng Lou, Johannes Schmidt-Hieber, Wei Biao Wu. Statistical Guarantees for High-Dimensional Stochastic Gradient Descent. NeurIPS 2025 . [ PDF ] [ Scholar ]. [PDF] [Scholar]
  9. Rui Xie, T. N. Sriram, Wei Biao Wu, Ping Ma. Online Sequential Leveraging Sampling Method for Streaming Autoregressive Time Series with Application to Seismic Data. Annals of Applied Statistics 19(4), 2025. [Publisher] [Scholar]
  10. Y. Wu, W. B. Wu. Optimal Multivariate EWMA Chart for Detecting Common Change in Mean. Methodology and Computing in Applied Probability, 2025 . [ Scholar ]. [Publisher] [Scholar]
  11. Z. Lou, W. B. Wu. High-Dimensional Simultaneous Inference of Quantiles. Sankhya A, 2025 . [ Scholar ]. [Publisher] [Scholar]

2024

5 items
  1. Wanrong Zhu, Zhipeng Lou, Ziyang Wei, Wei Biao Wu. High Confidence Level Inference Is Almost Free Using Parallel Stochastic Optimization. Preprint, arXiv:2401.09346, 2024. [PDF] [arXiv] [Scholar]
  2. T. Kley, Y. P. Liu, H. Cao, W. B. Wu. Change-Point Analysis with Irregular Signals. Annals of Statistics, 2024 . [ Scholar ]. [Publisher] [Scholar]
  3. J. Li, L. Chen, W. Wang, W. B. Wu. ℓ² Inference for Change Points in High-Dimensional Time Series via a Two-Way MOSUM. Annals of Statistics, 2024 . [ PDF ] [ Scholar ]. [PDF] [Scholar]
  4. J. Gao, B. Peng, W. B. Wu, Y. Yan. Time-Varying Multivariate Causal Processes. Journal of Econometrics, 2024 . [ PDF ] [ Scholar ]. [PDF] [Scholar]
  5. S. Bonnerjee, S. Karmakar, W. B. Wu. Gaussian Approximation for Nonstationary Time Series with Optimal Rate and Explicit Construction. Annals of Statistics, 2024 . [ PDF ] [ Scholar ]. [PDF] [Scholar]

2023

6 items
  1. G. Motta, W. B. Wu, M. Pourahmadi. √2-Estimation for Smooth Eigenvectors of Matrix-Valued Functions. Biometrika, 2023 . [ Scholar ]. [Publisher] [Scholar]
  2. W. Zhu, X. Chen, W. B. Wu. Online Covariance Matrix Estimation in Stochastic Gradient Descent. Journal of the American Statistical Association, 2023 . [ PDF ] [ Scholar ]. [PDF] [Scholar]
  3. Z. Lou, X. Zhang, W. B. Wu. High-Dimensional Analysis of Variance in Multivariate Linear Regression. Biometrika, 2023 . [ Scholar ]. [Publisher] [Scholar]
  4. L. Chen, G. Keilbar, W. B. Wu. Recursive Quantile Estimation: Non-Asymptotic Confidence Bounds. Journal of Machine Learning Research 24, 2023. [PDF] [Publisher] [Scholar]
  5. Y. Han, R. S. Tsay, W. B. Wu. High-Dimensional Generalized Linear Models for Temporally Dependent Data. Bernoulli, 2023 . [ PDF ] [ Scholar ]. [PDF] [Scholar]
  6. Stefan Richter, Weining Wang, Wei Biao Wu. Testing for Parameter Change Epochs in GARCH Time Series. Econometrics Journal 26(3), 467–491, 2023. [Publisher] [Scholar]

2022

7 items
  1. Jianya Lu, Wei Biao Wu, Zhijie Xiao, Lihu Xu. Almost Sure Invariance Principle of Beta-Mixing Time Series in Hilbert Space. Preprint, 2022. [Publisher] [Scholar]
  2. Yanhong Wu, Wei Biao Wu. Sequential Common Change Detection, Isolation, and Estimation in Multiple Poisson Processes. Sequential Analysis 41(2), 176–197, 2022. [Publisher] [Scholar]
  3. Yanhong Wu, Wei Biao Wu. Sequential Common Rate Decrease Detection, Isolation, and Estimation in Multiple Poisson Processes. Journal of Statistical Computation and Simulation, 2022. [Publisher] [Scholar]
  4. W. Zhu, Z. Lou, W. B. Wu. Beyond Sub-Gaussian Noises: Sharp Concentration Analysis for Stochastic Gradient Descent. Journal of Machine Learning Research 23, 2022. [PDF] [Publisher] [Scholar]
  5. Min D. Tang-Schomer, Harshpreet Chandok, Wei-Biao Wu, Ching C. Lau, Markus J. Bookland, Joshy George. 3D Patient-Derived Tumor Models to Recapitulate Pediatric Brain Tumors In Vitro. Translational Oncology 20 (June 2022), 101407 . [ Scholar ]. [Publisher] [Scholar]
  6. H. Cao, W. B. Wu. Testing and Estimation for Clustered Signals. Bernoulli, 2022 . [ PDF ] [ Scholar ]. [PDF] [Scholar]
  7. L. Chen, E. Smetanina, W. B. Wu. Estimation of a Nonstationary Nonparametric Regression Model with Multiplicative Structure. Econometrics Journal, 2022 . [ Scholar ]. [Publisher] [Scholar]

2021

8 items
  1. Yanhong Wu, Wei Biao Wu. Sequential Detection of Common Transient Signals in High-Dimensional Data Streams. Naval Research Logistics, 2021. [Publisher] [Scholar]
  2. Sayar Karmakar, Marek Chudý, Wei Biao Wu. Long-Term Prediction Intervals with Many Covariates. Journal of Time Series Analysis, 2021 . [ PDF ] [ Scholar ]. [PDF] [Scholar]
  3. L. Chen, W. Wang, W. B. Wu. Dynamic Semiparametric Factor Model with Structural Breaks. Journal of Business & Economic Statistics 39(3), 757–771, 2021. [Publisher] [Scholar]
  4. Likai Chen, Weining Wang, Wei Biao Wu. Inference of Breakpoints in High-Dimensional Time Series. Journal of the American Statistical Association, 2021 . [ Scholar ]. [Publisher] [Scholar]
  5. Johannes Moritz Jirak, Wei Biao Wu, Ou Zhao. Sharp Connections between Berry–Esseen Characteristics and Edgeworth Expansions for Stationary Processes. Transactions of the American Mathematical Society 374, 2021. [Publisher] [Scholar]
  6. Sayar Karmakar, Stefan Richter, Wei Biao Wu. Simultaneous Inference for Time-Varying Models. Journal of Econometrics, 2021 . [ Scholar ]. [Publisher] [Scholar]
  7. Ayman Moawad, Ehsan Islam, Namdoo Kim, Ram Vijayagopal, Aymeric Rousseau, Wei Biao Wu. Explainable AI for a No-Teardown Vehicle Component Cost Estimation: A Top-Down Approach. IEEE Transactions on Artificial Intelligence, 2021. DOI: 10.1109/TAI.2021.3065011 . [ PDF ] [ Scholar ]. [PDF] [Scholar]
  8. Danna Zhang, Wei Biao Wu. Convergence of Covariance and Spectral Density Estimates for High-Dimensional Locally Stationary Processes. Annals of Statistics 49(1), 233–254, 2021 . [ PDF ] [ Scholar ]. [PDF] [Scholar]

2020

7 items
  1. Mengyu Xu, Xiaohui Chen, Wei Biao Wu. Estimation of Dynamic Networks for High-Dimensional Nonstationary Time Series. Entropy 22(1), article 55, 2020. [Publisher] [Scholar]
  2. Marek Chudý, Sayar Karmakar, Wei Biao Wu. Long-Term Prediction Intervals of Economic Time Series. Empirical Economics 58(1), 191–222, 2020 . [ PDF ] [ Scholar ]. [PDF] [Scholar]
  3. Fang Han, Wei Biao Wu. Probability Inequalities for High-Dimensional Time Series under a Triangular Array Framework. Springer Handbook of Engineering Statistics, 2020 . [ PDF ] [ Scholar ]. [PDF] [Scholar]
  4. Yuefeng Han, Wei Biao Wu. Test for High-Dimensional Covariance Matrices. Annals of Statistics 48(6), 3565–3588, 2020 . [ PDF ] [ Scholar ]. [PDF] [Scholar]
  5. Ekaterina Smetanina, Wei Biao Wu. Asymptotic Theory for QMLE for the Real-Time GARCH(1,1) Model. Journal of Time Series Analysis, 2020 . [ Scholar ]. [Publisher] [Scholar]
  6. Martin Wendler, Wei Biao Wu. Central Limit Theorems for Nearly Long-Range Dependent Subordinated Linear Processes. Journal of Applied Probability 57(2), 2020 . [ PDF ] [ Scholar ]. [PDF] [Scholar]
  7. Sayar Karmakar, Wei Biao Wu. Optimal Gaussian Approximation for Multiple Time Series. Statistica Sinica 30(3), 1399–1417, 2020. [Publisher] [Scholar]

2019

2 items
  1. Mengyu Xu, Danna Zhang, Wei Biao Wu. Pearson’s Chi-Squared Statistics: Approximation Theory and Beyond. Biometrika 106(3), 2019. [Publisher] [Scholar]
  2. R. Dahlhaus, S. Richter, W. B. Wu. Towards a General Theory for Nonlinear Locally Stationary Processes. Bernoulli 25(2), 1013–1044, 2019. [PDF] [Scholar]

2018

7 items
  1. Maggie X. Cheng, Yi Ling, Wei Biao Wu. MAC Layer Misbehavior Detection Using Time Series Analysis. IEEE International Conference on Communications (ICC), 2018. [PDF] [Publisher] [Scholar]
  2. Likai Chen, Wei Biao Wu. Concentration Inequalities for Empirical Processes of Linear Time Series. Journal of Machine Learning Research 18(231), 1–46, 2018. [Publisher] [Scholar]
  3. Likai Chen, Wei Biao Wu. Testing for Trends in High-Dimensional Time Series. Journal of the American Statistical Association, 2018 . [ Scholar ]. [Publisher] [Scholar]
  4. Tang-Schomer M. D., Wu W. B., Kaplan D. L., Bookland M. J. In Vitro 3D Regeneration-Like Growth of Human Patient Brain Tissue. Journal of Tissue Engineering and Regenerative Medicine, 2018 . [ Scholar ]. [Publisher] [Scholar]
  5. Wei Biao Wu, Paolo Zaffaroni. Asymptotic Theory for Spectral Density Estimates of General Multivariate Time Series. Volume 34(1), 1–22, 2018 . [ PDF ] [ Scholar ]. [PDF] [Scholar]
  6. Wei Biao Wu, Zhipeng Lou, Yuefeng Han. Hypothesis Testing for High-Dimensional Data. Handbook of Big Data Analytics, Springer, 2018 . [ Scholar ]. [Publisher] [Scholar]
  7. Danna Zhang, Wei Biao Wu. Asymptotic Theory for Estimators of High-Order Statistics of Stationary Processes. IEEE Transactions on Information Theory 64(7), 4907–4922, 2018. [PDF] [Publisher] [Scholar]

2017

4 items
  1. Zhipeng Lou, Wei Biao Wu. Simultaneous Inference for High-Dimensional Mean Vectors. Preprint, arXiv:1704.04806, 2017. [arXiv] [Scholar]
  2. Maggie X. Cheng, Yi Ling, Wei Biao Wu. Time Series Analysis for Jamming Attack Detection in Wireless Networks. IEEE Global Communications Conference (GLOBECOM), 1–7, 2017. [Publisher] [Scholar]
  3. Danna Zhang, Wei Biao Wu. Gaussian Approximation for High-Dimensional Time Series. Annals of Statistics 45(5), 1895–1919, 2017 . [ PDF ] [ Scholar ]. [PDF] [Scholar]
  4. S. Deb, M. Pourahmadi, W. B. Wu. An Asymptotic Theory for Spectral Analysis of Random Fields. Electronic Journal of Statistics 11(2), 4297–4322, 2017 . [ Scholar ]. [Publisher] [Scholar]

2016

6 items
  1. Xiaohui Chen, Mengyu Xu, Wei Biao Wu. Regularized Estimation of Linear Functionals of Precision Matrices for High-Dimensional Time Series. IEEE Transactions on Signal Processing 64(24), 2016. DOI: 10.1109/TSP.2016.2605079 . [ PDF ] [ Scholar ]. [PDF] [Scholar]
  2. Likai Chen, Wei Biao Wu. Stability and Asymptotics for Autoregressive Processes. Electronic Journal of Statistics 10, 3723–3751, 2016 . [ PDF ] [ Scholar ]. [PDF] [Scholar]
  3. Xiaohong Chen, Qi-Man Shao, Wei Biao Wu, Lihu Xu. Self-Normalized Cramér-Type Moderate Deviations under Dependence. Annals of Statistics 44(4), 1593–1617, 2016 . [ PDF ] [ Scholar ]. [PDF] [Scholar]
  4. Maggie X. Cheng, Wei Biao Wu. A Model-Free Localization Method for Sensor Networks with Sparse Anchors. 2016 IEEE International Conference on Communications. DOI: 10.1109/ICC.2016.7510964 . [ Scholar ]. [Publisher] [Scholar]
  5. Degui Li, Weidong Liu, Qiying Wang, Wei Biao Wu. Simultaneous Confidence Bands in Nonlinear Regression Models with Nonstationarity. Statistica Sinica, 2016 . [ PDF ] [ Scholar ]. [PDF] [Scholar]
  6. Wei-Biao Wu, Ying Nian Wu. Performance Bounds for Parameter Estimates of High-Dimensional Linear Models with Correlated Errors. Electronic Journal of Statistics 10(1), 352–379, 2016 . [ PDF ] [ Scholar ]. [PDF] [Scholar]

2015

7 items
  1. Wei Biao Wu. Discussion of “High-Dimensional Autocovariance Matrices and Optimal Linear Prediction”. Electronic Journal of Statistics, 2015. [Publisher] [Scholar]
  2. Xiaohui Chen, Mengyu Xu, Wei Biao Wu. Estimation of Covariance Matrices and Their Functionals for High-Dimensional Linear Processes. Preprint, 2015. [PDF] [Scholar]
  3. Mathias Drton, Lek-Heng Lim, Wei Biao Wu. Preface to the Special Issue on Statistics, Linear Algebra and Its Applications. Linear Algebra and its Applications, 2015. [Publisher] [Scholar]
  4. Ting Zhang, Wei Biao Wu. Time-Varying Nonlinear Regression Models: Nonparametric Estimation and Model Selection. Annals of Statistics 43(2), 741–768, 2015 . [ PDF ] [ Scholar ]. [PDF] [Scholar]
  5. K. H. Kim, T. Zhang, W. B. Wu. Parametric Specification Test for Nonlinear Autoregressive Models. Econometric Theory 31(5), 1078–1101, 2015 . [ Scholar ]. [Publisher] [Scholar]
  6. H. Cao, W. B. Wu. Changepoint Estimation: Another Look at Multiple Testing Problems. Biometrika, 2015. DOI: 10.1093/biomet/asv031 . [ Scholar ]. [Publisher] [Scholar]
  7. M. Cheng, W. B. Wu. Data Analytics for Fault Localization in Complex Networks. IEEE Internet of Things Journal, 2015. DOI: 10.1109/JIOT.2015.2503270 . [ Scholar ]. [Publisher] [Scholar]

2014

5 items
  1. M. Peligrad, H. Sang, Y. Zhong, W. B. Wu. Exact Moderate and Large Deviations for Linear Processes. Statistica Sinica 24, 957–969, 2014 . [ Scholar ]. [Publisher] [Scholar]
  2. H. Xiao, W. B. Wu. Portmanteau Test and Simultaneous Inference for Serial Covariances. Statistica Sinica 24(2), 577–599, 2014 . [ Scholar ]. [Publisher] [Scholar]
  3. Gou Bei, Wei Biao Wu. Computer-Based Method for Power System State Estimation. U.S. Patent 8,634,965, 2014 . [ Scholar ]. [Publisher] [Scholar]
  4. István Berkes, Weidong Liu, Wei Biao Wu. Komlós–Major–Tusnády Approximation under Dependence. Annals of Probability 42(2), 794–817, 2014 . [ PDF ] [ Scholar ]. [PDF] [Scholar]
  5. Yinxiao Huang, Xiaohong Chen, Wei Biao Wu. Recursive Nonparametric Estimation for Time Series. IEEE Transactions on Information Theory 60, 1301–1312, 2014 . [ PDF ] [ Scholar ]. [PDF] [Scholar]

2013

7 items
  1. Rainer Dahlhaus, Oliver Linton, Wei Biao Wu, Qiwei Yao. Statistical Inference for Complex Time Series Data. Oberwolfach Reports, 2013. [Publisher] [Scholar]
  2. W. Liu, H. Xiao, W. B. Wu. Probability and Moment Inequalities under Dependence. Statistica Sinica 23(3), 1257–1272, 2013 . [ PDF ] [ Scholar ]. [PDF] [Scholar]
  3. H. Xiao, W. B. Wu. Asymptotic Theory for Maximum Deviations of Sample Covariance Matrix Estimates. Stochastic Processes and their Applications 123, 2899–2920, 2013 . [ Scholar ]. [Publisher] [Scholar]
  4. M. Pourahmadi, W. Biao Wu. Covariance Matrix Estimation (High Dimensional). Encyclopedia of Environmetrics, 2013 . [ Scholar ]. [Publisher] [Scholar]
  5. W. B. Wu. Covariance Matrix Estimation (Estimated Parameters). Encyclopedia of Environmetrics, 2013 . [ Scholar ]. [Publisher] [Scholar]
  6. Xiaohui Chen, Mengyu Xu, Wei Biao Wu. Covariance and Precision Matrix Estimation for High-Dimensional Time Series. Annals of Statistics 41(6), 2994–3021, 2013 . [ PDF ] [ Scholar ]. [PDF] [Scholar]
  7. Ting Zhang, Hwai-Chung Ho, Martin Wendler, Wei Biao Wu. Block Sampling under Strong Dependence. Stochastic Processes and their Applications 123(6), 2323–2339, 2013 . [ Scholar ]. [Publisher] [Scholar]

2012

6 items
  1. Wei Biao Wu. Comment to “Minimax Estimation of Large Covariance Matrices under ℓ1-Norm”. Statistica Sinica, 2012. [Publisher] [Scholar]
  2. Mohamed El Machkouri, Dalibor Volný, Wei Biao Wu. A Central Limit Theorem for Stationary Random Fields. Stochastic Processes and their Applications, 2012 . [ PDF ] [ Scholar ]. [PDF] [Scholar]
  3. Ting Zhang, Wei Biao Wu. Inference of Time-Varying Regression Models. Annals of Statistics 40(3), 1376–1402, 2012 . [ PDF ] [ Scholar ]. [PDF] [Scholar]
  4. Eric Beutner, Wei Biao Wu, Henryk Zähle. Asymptotics for Statistical Functionals of Long-Memory Sequences. Stochastic Processes and their Applications 122(3), 910–929, 2012 . [ Scholar ]. [Publisher] [Scholar]
  5. H. Xiao, W. B. Wu. Covariance Matrix Estimation for Stationary Time Series. Annals of Statistics 40(1), 466–493, 2012 . [ PDF ] [ Scholar ]. [PDF] [Scholar]
  6. D. Degras, Z. Xu, T. Zhang, W. B. Wu. Testing for Parallelism Among Trends in Multiple Time Series. IEEE Transactions on Signal Processing 60(3), 1087–1097, 2012 . [ PDF ] [ Scholar ]. [PDF] [Scholar]

2011

5 items
  1. Wei Biao Wu, Zhou Zhou. Gaussian Approximations for Non-Stationary Multiple Time Series. Statistica Sinica 21(3), 1397–1413, 2011. [Publisher] [Scholar]
  2. Ting Zhang, Wei Biao Wu. Testing Parametric Assumptions of Trends of Nonstationary Time Series. Biometrika 98(3), 599–614, 2011 . [ PDF ] [ Scholar ]. [PDF] [Scholar]
  3. Wei Biao Wu, Han Xiao. Covariance Matrix Estimation in Time Series. Handbook of Statistics 30, 187–209, 2011 . [ PDF ] [ Scholar ]. [PDF] [Scholar]
  4. Wei Biao Wu. Asymptotic Theory for Stationary Processes. Statistics and Its Interface 4(2), 207–226, 2011 . [ PDF ] [ Scholar ]. [PDF] [Scholar]
  5. Z. Zhou, W. B. Wu. On Linear Models with Long Memory and Heavy-Tailed Errors. Journal of Multivariate Analysis 102, 349–362, 2011 . [ PDF ] [ Scholar ]. [PDF] [Scholar]

2010

10 items
  1. Kun Ho Kim, Zhou Zhou, Wei Biao Wu. Non-Stationary Structural Model with Time-Varying Demand Elasticities. Journal of Statistical Planning and Inference 140(12), 3809–3819, 2010. [Publisher] [Scholar]
  2. H. Xiao, W. B. Wu. A Single-Pass Algorithm for Spectrum Estimation with Fast Convergence. IEEE Transactions on Information Theory 57(7), 4720–4731, 2010 . [ PDF ] [ Scholar ]. [PDF] [Scholar]
  3. Wei Biao Wu, Jan Mielniczuk. A New Look at Measuring Dependence. In Dependence in Probability and Statistics, Lecture Notes in Statistics 200, 123–142, Springer, 2010 . [ PDF ] [ Scholar ]. [PDF] [Scholar]
  4. W. B. Wu, Y. Huang, Y. Huang. Kernel Estimation for Time Series: An Asymptotic Theory. Stochastic Processes and their Applications 120, 2412–2431, 2010 . [ PDF ] [ Scholar ]. [PDF] [Scholar]
  5. Z. Zhou, W. B. Wu. Simultaneous Inference of Linear Models with Time-Varying Coefficients. Journal of the Royal Statistical Society, Series B 72, 513–531, 2010 . [ PDF ] [ Scholar ]. [PDF] [Scholar]
  6. Z. Zhou, Z. Xu, W. B. Wu. Long-Term Prediction Intervals of Time Series. IEEE Transactions on Information Theory 56, 1436–1446, 2010 . [ PDF ] [ Scholar ]. [PDF] [Scholar]
  7. Weidong Liu, Wei Biao Wu. Simultaneous Nonparametric Inference of Time Series. Annals of Statistics 38(4), 2388–2421, 2010 . [ PDF ] [ Scholar ]. [PDF] [Scholar]
  8. Weidong Liu, Wei Biao Wu. Asymptotics of Spectral Density Estimates. Econometric Theory 26, 1218–1245, 2010 . [ PDF ] [ Scholar ]. [PDF] [Scholar]
  9. W.-B. Wu, Y. Huang, W. Zheng. Covariance Estimation for Long-Memory Processes. Advances in Applied Probability 42, 137–157, 2010 . [ Scholar ]. [Publisher] [Scholar]
  10. Magda Peligrad, Wei Biao Wu. Central Limit Theorem for Fourier Transforms of Stationary Processes. Annals of Probability 38, 2009–2022, 2010 . [ PDF ] [ Scholar ]. [PDF] [Scholar]

2009

8 items
  1. Jan Mielniczuk, Zhou Zhou, Wei Biao Wu. On Nonparametric Prediction of Linear Processes. Journal of Time Series Analysis 30(6), 652–673, 2009. [Publisher] [Scholar]
  2. Zhibiao Zhao, Wei Biao Wu. Nonparametric Inference of Discretely Sampled Stable Lévy Processes. Journal of Econometrics 153, 83–92, 2009 . [ PDF ] [ Scholar ]. [PDF] [Scholar]
  3. Xiaohong Chen, Wei Biao Wu, Yanping Yi. Efficient Estimation of Copula-Based Semiparametric Markov Models. Annals of Statistics 37(6B), 4214–4253, 2009 . [ Scholar ]. [Publisher] [Scholar]
  4. W. B. Wu. Recursive Estimation of Time-Average Variance Constants. Annals of Applied Probability 19(4), 1529–1552, 2009 . [ Scholar ]. [Publisher] [Scholar]
  5. W. B. Wu, Mohsen Pourahmadi. Banding Sample Covariance Matrices of Stationary Processes. Statistica Sinica 19, 1755–1768, 2009 . [ PDF ] [ Scholar ]. [PDF] [Scholar]
  6. Zhou Zhou, Wei Biao Wu. Local Linear Quantile Estimation for Nonstationary Time Series. Annals of Statistics 37(5B), 2696–2729, 2009 . [ PDF ] [ Scholar ]. [PDF] [Scholar]
  7. W. B. Wu. An Asymptotic Theory for Sample Covariances of Bernoulli Shifts. Stochastic Processes and their Applications 119(2), 2009. [Publisher] [Scholar]
  8. Dana Draghicescu, Serge Guillas, Wei Biao Wu. Quantile Curve Estimation and Visualization for Nonstationary Time Series. Journal of Computational and Graphical Statistics 18(1), 1–20, 2009 . [ PDF ] [ Scholar ]. [PDF] [Scholar]

2008

5 items
  1. Mohsen Pourahmadi, Wei Biao Wu, S. Dabo-Niang, Frédéric Ferraty. Inference for Stationary Processes Using Banded Covariance Matrices. Functional and Operatorial Statistics, 255–261, 2008. [Publisher] [Scholar]
  2. W. B. Wu. Empirical Processes of Stationary Sequences. Statistica Sinica 18, 313–333, 2008 . [ PDF ] [ Scholar ]. [PDF] [Scholar]
  3. W. B. Wu. On False Discovery Control under Dependence. Annals of Statistics 36, 364–380, 2008 . [ PDF ] [ Scholar ]. [PDF] [Scholar]
  4. W. B. Wu, Z. Zhao. Moderate Deviations for Stationary Processes. Statistica Sinica, 2008 . [ PDF ] [ Scholar ]. [PDF] [Scholar]
  5. Z. Zhao, W. B. Wu. Confidence Bands in Nonparametric Time Series Regression. Annals of Statistics 36(4), 1854–1878, 2008 . [ PDF ] [ Scholar ]. [PDF] [Scholar]

2007

10 items
  1. W. B. Wu, K. Yu, G. Mitra. Kernel Conditional Quantile Estimation for Stationary Processes with Application to Conditional Value-at-Risk. Journal of Financial Econometrics 6, 253–270, 2007 . [ PDF ] [ Scholar ]. [PDF] [Scholar]
  2. Zhibiao Zhao, W. B. Wu. Asymptotic Theory for Curve-Crossing Analysis. Stochastic Processes and their Applications 117, 862–877, 2007 . [ Scholar ]. [Publisher] [Scholar]
  3. W. B. Wu, Zhibiao Zhao. Inference of Trends in Time Series. Journal of the Royal Statistical Society, Series B 69, 391–410, 2007 . [ PDF ] [ Scholar ]. [PDF] [Scholar]
  4. X. Shao, W. B. Wu. Asymptotic Spectral Theory for Nonlinear Time Series. Annals of Statistics 35(4), 1773–1801, 2007 . [ PDF ] [ Scholar ]. [PDF] [Scholar]
  5. Xiaofeng Shao, Wei Biao Wu. Local Asymptotic Powers of Nonparametric and Semiparametric Tests for Fractional Integration. Stochastic Processes and their Applications 117(2), 251–261, 2007 . [ Scholar ]. [Publisher] [Scholar]
  6. W. B. Wu, X. Shao. A Limit Theorem for Quadratic Forms and Its Applications. Econometric Theory 23, 930–951, 2007 . [ PDF ] [ Scholar ]. [PDF] [Scholar]
  7. X. Shao, W. B. Wu. Local Whittle Estimation of Fractional Integration for Nonlinear Processes. Econometric Theory 23, 899–929, 2007 . [ PDF ] [ Scholar ]. [PDF] [Scholar]
  8. W. B. Wu. Strong Invariance Principles for Dependent Random Variables. Annals of Probability 35, 2294–2320, 2007 . [ PDF ] [ Scholar ]. [PDF] [Scholar]
  9. W. B. Wu. M-Estimation of Linear Models with Dependent Errors. Annals of Statistics 35, 495–521, 2007 . [ PDF ] [ Scholar ]. [PDF] [Scholar]
  10. M. Peligrad, S. Utev, W. B. Wu. A Maximal Lp Inequality for Stationary Sequences and Its Applications. Proceedings of the American Mathematical Society 135, 541–550, 2007 . [ PDF ] [ Scholar ]. [PDF] [Scholar]

2006

4 items
  1. Wei Biao Wu, Zhiwei Xu, Yu Wang. Robust Prediction of Network Traffic Using Quantile Regression Models. IEEE International Conference on Information Reuse and Integration, 220–225, 2006. [Publisher] [Scholar]
  2. Bob Keener, W. B. Wu. On Dirichlet Multinomial Distributions. In Random Walk, Sequential Analysis and Related Topics: A Festschrift in Honor of Yuan-Shih Chow, 118–130, 2006 . [ PDF ] [ Scholar ]. [PDF] [Scholar]
  3. W. B. Wu, X. Shao. Invariance Principles for Fractionally Integrated Nonlinear Processes. IMS Lecture Notes–Monograph Series 50, 20–30, 2006 . [ PDF ] [ Scholar ]. [PDF] [Scholar]
  4. W. B. Wu. Oscillations of Empirical Distribution Functions under Dependence. IMS Lecture Notes–Monograph Series, High Dimensional Probabilities 51, 53–61, 2006 . [ PDF ] [ Scholar ]. [PDF] [Scholar]

2005

6 items
  1. W. B. Wu. Nonlinear System Theory: Another Look at Dependence. Proceedings of the National Academy of Sciences USA 102, 14150–14154, 2005 . [ PDF ] [ Scholar ]. [PDF] [Scholar]
  2. W. B. Wu, Wanli Min. On Linear Processes with Dependent Innovations. Stochastic Processes and their Applications 115, 939–958, 2005 . [ PDF ] [ Scholar ]. [PDF] [Scholar]
  3. W. B. Wu. Unit Root Testing for Functionals of Linear Processes. Econometric Theory 22, 1–14, 2005 . [ PDF ] [ Scholar ]. [PDF] [Scholar]
  4. Ma, K. G. Shin, W. Wu. Best-Effort Patching for Multicast True VoD Service. Multimedia Tools and Applications 26, 101–122, 2005 . [ PDF ] [ Scholar ]. [PDF] [Scholar]
  5. W. B. Wu. On the Bahadur Representation of Sample Quantiles for Dependent Sequences. Annals of Statistics 33, 1934–1963, 2005 . [ PDF ] [ Scholar ]. [PDF] [Scholar]
  6. W. B. Wu. Fourier Transforms of Stationary Processes. Proceedings of the American Mathematical Society 133, 285–293, 2005 . [ PDF ] [ Scholar ]. [PDF] [Scholar]

2004

8 items
  1. Jan Mielniczuk, W. B. Wu. On Random-Design Models with Dependent Errors. Statistica Sinica 14, 1105–1126, 2004 . [ PDF ] [ Scholar ]. [PDF] [Scholar]
  2. Hong Qin, Wei Biao Wu, Joseph M. Comeron, Martin Kreitman, Wen-Hsiung Li. Intragenic Spatial Patterns of Codon Usage Bias in Prokaryotic and Eukaryotic Genomes. Genetics 168(4), 2245–2260, 2004 . [ PDF ] [ Scholar ]. [PDF] [Scholar]
  3. S. Csörgő, W. B. Wu. On the Clustering of Independent Uniform Random Variables. Random Structures and Algorithms 25(4), 396–420, 2004 . [ PDF ] [ Scholar ]. [PDF] [Scholar]
  4. W. B. Wu, G. Michailidis, Danlu Zhang. Simulating Sample Paths of Linear Fractional Stable Motion. IEEE Transactions on Information Theory 50(6), 1086–1096, 2004 . [ PDF ] [ Scholar ]. [PDF] [Scholar]
  5. W. B. Wu, X. Shao. Limit Theorems for Iterated Random Functions. Journal of Applied Probability 41, 425–436, 2004 . [ PDF ] [ Scholar ]. [PDF] [Scholar]
  6. W. B. Wu. A Test for Detecting Changes in Mean. In IMA Volume 139, Time Series Analysis and Applications to Geophysical Systems, 105–122, 2004 . [ Scholar ]. [Publisher] [Scholar]
  7. T. Hsing, W. B. Wu. On Weighted U-Statistics for Stationary Processes. Annals of Probability 32, 1600–1631, 2004 . [ PDF ] [ Scholar ]. [PDF] [Scholar]
  8. W. B. Wu, M. Woodroofe. Martingale Approximations for Sums of Stationary Processes. Annals of Probability 32, 1674–1690, 2004 . [ PDF ] [ Scholar ]. [PDF] [Scholar]

2003

5 items
  1. Hong Qin, Henry H. S. Lu, Wei B. Wu, Wen-Hsiung Li. Evolution of the Yeast Protein Interaction Network. Proceedings of the National Academy of Sciences USA 100(22), 12820–12824, 2003 . [ PDF ] [ Scholar ]. [PDF] [Scholar]
  2. Wei Biao Wu, Mohsen Pourahmadi. Nonparametric Estimation of Large Covariance Matrices of Longitudinal Data. Biometrika, 831–844, 2003 . [ PDF ] [ Scholar ]. [PDF] [Scholar]
  3. W. B. Wu. Additive Functionals of Infinite-Variance Moving Averages. Statistica Sinica 13, 1259–1267, 2003 . [ PDF ] [ Scholar ]. [PDF] [Scholar]
  4. W. B. Wu. Empirical Processes of Long-Memory Sequences. Bernoulli 9, 809–831, 2003 . [ PDF ] [ Scholar ]. [PDF] [Scholar]
  5. W. B. Wu, C. V. Ravishankar. The Performance of Difference Coding for Sets and Relational Tables. Journal of the ACM 50(5), 665–693, 2003 . [ PDF ] [ Scholar ]. [PDF] [Scholar]

2002

4 items
  1. W. B. Wu. Central Limit Theorems for Functionals of Linear Processes and Their Applications. Statistica Sinica 12, 635–649, 2002 . [ PDF ] [ Scholar ]. [PDF] [Scholar]
  2. Zhang, W. B. Wu, K. M. Wasserman. Analysis on Markov Modeling of Cellular Packet Transmission. WCNC 2002, vol. 3, 875–879 . [ Scholar ]. [Publisher] [Scholar]
  3. W. B. Wu, J. Mielniczuk. Kernel Density Estimation for Linear Processes. Annals of Statistics 30, 1441–1459, 2002 . [ PDF ] [ Scholar ]. [PDF] [Scholar]
  4. D. Zhang, G. Michailidis, K. M. Wasserman, W. B. Wu. A Low-Complexity Network Traffic Predictor Using Aggregation. 36th Conference on Information Sciences and Systems, 2002 . [ Scholar ]. [Publisher] [Scholar]

2001

2 items
  1. S. Csörgő, B. Valkó, W. B. Wu. Random Multisets and Bootstrap Means. Acta Scientiarum Mathematicarum 67, 843–875, 2001 . [ Scholar ]. [Publisher] [Scholar]
  2. W. B. Wu, M. Woodroofe, G. Mentz. Isotonic Regression: Another Look at the Change-Point Problem. Biometrika 88, 793–804, 2001 . [ PDF ] [ Scholar ]. [PDF] [Scholar]

2000

4 items
  1. W. B. Wu, M. Woodroofe. A Central Limit Theorem for Iterated Random Functions. Journal of Applied Probability 37, 748–755, 2000 . [ PDF ] [ Scholar ]. [PDF] [Scholar]
  2. S. Csörgő, W. B. Wu. Random Graphs and the Strong Convergence of Bootstrap Means. Combinatorics, Probability and Computing 9, 315–347, 2000 . [ PDF ] [ Scholar ]. [PDF] [Scholar]
  3. S. Csörgő, W. B. Wu. On Sums of Overlapping Products of Independent Bernoulli Random Variables. Ukrainian Mathematical Journal 52(9), 1304–1309, 2000 . [ Scholar ]. [Publisher] [Scholar]
  4. J. A. Fessler, H. Erdogan, W. B. Wu. Exact Distribution of Edge-Preserving MAP Estimators for Linear Signal Models with Gaussian Measurement Noise. IEEE Transactions on Image Processing 9, 1049–1055, 2000 . [ PDF ] [ Scholar ]. [PDF] [Scholar]

1999

1 item
  1. W. B. Wu. On the Strong Convergence of a Weighted Sum. Statistics & Probability Letters 44, 19–22, 1999 . [ Scholar ]. [Publisher] [Scholar]