WEI BIAO WU'S PUBLICATIONS

  1. Sayar Karmakar and Wei Biao Wu (2018). Optimal Gaussian Approximation For Multiple Time Series, Statistica Sinica. To Appear.
  2. Likai Chen and Wei Biao Wu (2018). Concentration inequalities for empirical processes of linear time series. Journal of Machine Learning Research. To Appear.
  3. Likai Chen, Wei Biao Wu (2018). Testing for Trends in High-dimensional Time Series. Journal of the American Statistical Association. To Appear.
  4. R Dahlhaus, S Richter, W. B Wu (2018).  Towards a general theory for non-linear locally stationary processes. Bernoulli. To Appear.
  5. 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.
  6. Wei Biao Wu and Paolo Zaffaroni (2018). Asymptotic Theory For Spectral Density Estimates Of General Multivariate Time Series.  Volume 34, Issue 1, 1--22.
  7. Wei Biao Wu, Zhipeng Lou and Yuefeng Han (2018). Hypothesis Testing for High-Dimensional Data, Handbook of Big Data Analytics, Springer.
  8. Danna Zhang and Wei Biao Wu (2017). Gaussian Approximation for High Dimensional Time Series. Annals of Statistics. 45, Number 5, 1895-1919.
  9. 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.
  10. 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.
  11. 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
  12. Likai Chen, Wei Biao Wu (2016).  Stability and asymptotics for autoregressive processes. Electronic Journal of Statistics, Volume 10, 3723--3751.
  13. 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.
  14. 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
  15. Degui Li, Weidong Liu, Qiying Wang and Wei Biao Wu (2016). Simultaneous Confidence Bands in Nonlinear Regression Models with Nonstationarity. Statistica Sinica. To Appear.
  16. 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.
  17. 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.
  18. 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
  19. H. Cao, W. B. Wu (2015). Changepoint estimation: another look at multiple testing problems. Biometrika, 2015, doi: 10.1093/biomet/asv031
  20. 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
  21. M. Peligrad, H Sang, Y. Zhong, W. B Wu (2014). Exact moderate and large deviations for linear processes. Statistica Sinica, 24, 957-969
  22. H. Xiao, W. B. Wu (2014). Portmanteau test and simultaneous inference for serial covariances, Vol. 24, No. 2 (April 2014), pp. 577-599
  23. 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
  24. 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
  25. M. Pourahmadi, W. Biao Wu (2013) Covariance Matrix Estimation (High Dimensional). Encyclopedia of Environmetrics
  26. W. B. Wu (2013) Covariance Matrix Estimation (Estimated Parameters). Encyclopedia of Environmetrics
  27. Gou; Bei and Wu, Wei Biao (2014) Computer-based method for power system state estimation, United States Patent 8634965
  28. Istvan Berkes, Weidong Liu, Wei Biao Wu (2014). Komlos-Major-Tusnady approximation under dependence. Annals of Probability 2014, Vol. 42, No. 2, 794-817.
  29. 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
  30. Yinxiao Huang, Xiaohong Chen, Wei Biao Wu (2014). Recursive Nonparametric Estimation for Time Series. Information Theory, IEEE Transactions on, Volume:60, 1301-1312
  31. 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
  32. 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.
  33. Ting Zhang and Wei Biao Wu (2012). Inference of time-varying regression models Annals of Statistics. Volume 40, Number 3 (2012), 1376-1402.
  34. 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
  35. H. Xiao and W. B. Wu (2012). Covariance Matrix Estimation for Stationary Time Series. Annals of Statistics, Volume 40, Number 1 (2012), 466-493.
  36. 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
  37. Ting Zhang and Wei Biao Wu (2011) Testing parametric assumptions of trends of nonstationary time series, Biometrika, Volume 98, Issue 3 599-614
  38. Wei Biao Wu and Han Xiao (2011) Covariance Matrix Estimation in Time Series, Handbook of Statistics, vol 30. Pages 187-209
  39. Wei Biao Wu (2011) Asymptotic theory for stationary processes, Statistics and Its Interface, Vol 4, Number 2, 207-226
  40. 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
  41. Zhou, Z. and Wu, W. B. (2011). On Linear Models with Long Memory and Heavy-tailed Errors. Journal of Multivariate Analysis. 102, 349-362
  42. 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.
  43. 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.
  44. 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.
  45. Zhou, Z., Xu, Z. and Wu, W. B. (2010). Long-term Prediction Intervals of Time Series. IEEE Transactions on Information Theory, 56 1436-1446.
  46. Weidong Liu and Wei Biao Wu (2010). Simultaneous Nonparametric Inference of Time Series, Annals of Statistics Vol. 38, No. 4, 2388-2421
  47. Weidong Liu and Wei Biao Wu (2010). Asymptotics of Spectral Density Estimates, Econometric Theory (2010), 26: 1218-1245
  48. Wu, W.-B., Huang, Y. and Zheng, W. (2010). Covariances estimation for long-memory process. Advances in Applied Probability 42 137-157.
  49. Magda Peligrad and Wei Biao Wu (2010). Central Limit Theorem for Fourier Transforms of Stationary Processes. Annals of Probability 38 2009-2022.
  50. Zhao, Zhibiao and Wu, Wei Biao (2009). Nonparametric inference of discretely sampled stable L\'evy processes. J. Econometrics 153 83--92
  51. 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
  52. W. B. Wu (2009): Recursive Estimation of Time-Average Variance Constants, Annals of Applied Probability Vol. 19, No. 4, 1529-1552
  53. W. B. Wu and Mohsen Pourahmadi (2009): Banding Sample Covariance Matrices of Stationary Processes, Statistica Sinica 19 1755-1768
  54. 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
  55. W. B. Wu (2008), Empirical processes of stationary sequences. Statistica Sinica, 18, 313-333.
  56. 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
  57. 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
  58. W. B. Wu (2008). On false discovery control under dependence, Annals of Statistics, 36, 364-380.
  59. Wu, W. B. and Zhao, Z. (2008). Moderate deviations for stationary processes. To appear, Statistica Sinica.
  60. Z. Zhao and W. B. Wu (2008). Confidence Bands in Nonparametric Time Series Regression. Annals of Statistics Vol. 36, No. 4, 1854-1878.
  61. 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
  62. 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.
  63. 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) .
  64. X. Shao and W. B. Wu (2007). Asymptotic spectral theory for nonlinear time series. Annals of Statistics, Vol. 35, No. 4, 1773-1801.
  65. 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
  66. W. B. Wu and X. Shao (2007). A Limit Theorem for Quadratic Forms and Its Applications. Econometric Theory, 23, 930-951.
  67. X. Shao and W. B. Wu (2007). Local Whittle Estimation of Fractional Integration for Nonlinear Processes. Econometric Theory, 23, 899-929.
  68. W. B. Wu (2007). Strong invariance principles for dependent random variables. Annals of Probability, 35, 2294-2320.
  69. W. B. Wu (2007). M-estimation of linear models with dependent errors. Annals of Statistics, 35, 495-521.
  70. 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.
  71. W. B. Wu and X. Shao (2006). Invariance principles for fractionally integrated nonlinear processes. IMS lecture notes-monograph series, Vol. 50 (2006) 20-30.
  72. W. B. Wu (2006). Oscillations of Empirical Distribution Functions under Dependence. IMS lecture notes-monograph series, High dimensional Probabilities. Vol. 51, 53-61.
  73. 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
  74. W. B. Wu (2005). Nonlinear system theory: Another look at dependence. Proceedings of the National Academy of Sciences USA, 102, 14150--14154.
  75. W. B. Wu and Wanli Min (2005). On linear processes with dependent innovations. Stochastic Processes and their Applications, 115, 939--958.
  76. W. B. Wu (2005). Unit Root Testing for Functionals of Linear Processes. Econometric Theory, 22, 1-14
  77. Ma, K. G. Shin and W. Wu (2005). Best-Effort Patching for Multicast True VoD Service. Multimedia Tools and Applications, 26, 101--122 .
  78. Mielniczuk and W.B. Wu (2004). Statistica Sinica 14, 1105-1126.
  79. 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.
  80. W. B. Wu (2005). On the Bahadur representation of sample quantiles for dependent sequences. Annals of Statistics, 33, 1934--1963
  81. 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
  82. 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.
  83. Wu, W. B., X. Shao (June 2004). Limit Theorems for Iterated Random Functions. Journal of Applied Probability, 41, 425-436.
  84. Wu, W. B. (2005). Fourier transforms of stationary processes. Proc. Amer. Math. Soc. 133 (2005), 285-293.
  85. 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.
  86. 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.
  87. Wei Biao Wu and Mohsen Pourahmadi (2003) Nonparametric estimation of large covariance matrices of longitudinal data. Biometrika, 831--844
  88. Hsing, T. and Wu, W. B.(2004) On weighted U statistics for stationary processes. Annals of Probability, 32, 1600-1631
  89. Wu, W. B. and Woodroofe, M. (2004) Martingale approximations for sums of stationary processes. Annals of Probability, 32, 1674-1690
  90. Wu, W. B. (2003). Additive Functionals of Infinite-Variance Moving Averages. Statistica Sinica 13, 1259--1267
  91. Wu, W. B. (2003). Empirical Processes of Long-memory Sequences. Bernoulli 9, 809--831
  92. 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
  93. W. B. Wu (2002). Central limit theorems for functionals of linear processes and their applications. Statistica Sinica, 12, 635-649.
  94. 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.)
  95. W. B. Wu and J. Mielniczuk: Kernel density estimation for linear processes. Annals of Statistics, 30, (2002), 1441-1459
  96. 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.
  97. S. Csorgo, B. Valko and W.B. Wu: Random multisets and bootstrap means. Acta Scientiarum Mathematicarum. 67 (2001), 843-875
  98. W. B. Wu, M. Woodroofe and G. Mentz: Isotonic regression: another look at the change point problem. Biometrika, 88, 793-804, 2001
  99. W. B. Wu and M. Woodroofe: A central limit theorem for iterated random functions. Journal of Applied Probability 37 (2000), 748-755.
  100. S. Csorgo and W. B. Wu: Random graphs and the strong convergence of bootstrap means. Combinatorics, Probability and Computing 9 (2000), 315-347.
  101. 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.]
  102. 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.
  103. W. B. Wu: On the strong convergence of a weighted sum. Statistics & Probability Letters 44 (1999), 19-22.

Last update: March 16, 2018