Weichi Wu

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
A portmanteau test for multivariate non-stationary functional time series with an increasing number of lags Electronic Journal of Statistics	2026-10-02	Paper
A New Approach for Homogeneity Pursuit in Short Panel Data Analysis Journal of the American Statistical Association	2026-08-27	Paper
Simultaneous Inference for Monotone and Smoothly Time-Varying Functions Under Complex Temporal Dynamics Journal of the American Statistical Association	2026-08-27	Paper
Random interval distillation for detection of change-points in Markov chain Bernoulli networks Electronic Journal of Statistics	2026-04-29	Paper
Confidence surfaces for the mean of locally stationary functional time series Statistica Sinica	2026-04-15	Paper
Uniform variance reduced simultaneous inference of time-varying correlation networks IEEE Transactions on Information Theory	2026-03-18	Paper
Inference for time-varying factor models under local stationarity Journal of Econometrics	2026-02-18	Paper
Difference-based covariance matrix estimation in time series nonparametric regression with application to specification tests Biometrika	2025-03-19	Paper
Tractably modelling dependence in networks beyond exchangeability Bernoulli	2024-11-05	Paper
Prediction in Locally Stationary Time Series Journal of Business and Economic Statistics	2024-10-17	Paper
Nonparametric Inference for Time-Varying Coefficient Quantile Regression Journal of Business and Economic Statistics	2024-10-09	Paper
Multiscale jump testing and estimation under complex temporal dynamics Bernoulli	2024-07-02	Paper
Detecting long-range dependence for time-varying linear models Bernoulli	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 Bernoulli	2023-03-22	Paper
Identifying shifts between two regression curves Annals of the Institute of Statistical Mathematics	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 The Annals of Statistics	2020-01-15	Paper
Detecting relevant changes in the mean of nonstationary processes -- a mass excess approach The Annals of Statistics	2020-01-15	Paper
Change point analysis of correlation in non-stationary time series STATISTICA SINICA	2019-08-01	Paper
Gradient-based structural change detection for nonstationary time series M-estimation The Annals of Statistics	2018-06-29	Paper
Simultaneous quantile inference for non-stationary long-memory time series Bernoulli	2018-03-27	Paper

Research outcomes over time

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