Weichi Wu

Available identifiers

Publication	Date of Publication	Type
Tractably modelling dependence in networks beyond exchangeability	2024-11-05	Paper
Prediction in Locally Stationary Time Series	2024-10-17	Paper
Nonparametric Inference for Time-Varying Coefficient Quantile Regression	2024-10-09	Paper
Multiscale jump testing and estimation under complex temporal dynamics	2024-07-02	Paper
Detecting long-range dependence for time-varying linear models	2024-07-02	Paper
Simultaneous inference for monotone and smoothly time-varying functions under complex temporal dynamics	2023-10-03	Paper
Comparing time varying regression quantiles under shift invariance	2023-03-22	Paper
Identifying shifts between two regression curves	2021-09-28	Paper
Confidence surfaces for the mean of locally stationary functional time series	2021-09-08	Paper
Detecting relevant changes in the mean of nonstationary processes -- a mass excess approach	2020-01-15	Paper
Change point analysis of correlation in non-stationary time series	2019-08-01	Paper
Gradient-based structural change detection for nonstationary time series M-estimation	2018-06-29	Paper
Simultaneous quantile inference for non-stationary long-memory time series	2018-03-27	Paper

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