DOI10.1111/j.1467-9868.2010.00743.xzbMath1411.62267OpenAlexW2117380618MaRDI QIDQ4632642
Wei-Biao Wu, Zhou Zhou
Publication date: 30 April 2019
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9868.2010.00743.x
Spectral Inference under Complex Temporal Dynamics,
Simultaneous inference of the partially linear model with a multivariate unknown function,
Gradient-based structural change detection for nonstationary time series M-estimation,
Simultaneous confidence bands for functional regression models,
Kernel-based inference in time-varying coefficient cointegrating regression,
Simultaneous variable selection and structural identification for time‐varying coefficient models,
Multivariate functional response low‐rank regression with an application to brain imaging data,
A Stratified Penalized Kernel Method for Semiparametric Variable Labeling and Estimation of Multi-Output Time-Varying Coefficient Models for Nonstationary Time Series,
Statistical inference of locally stationary functional coefficient models,
Generalized varying-coefficient additive model for locally stationary time series,
Testing and Modelling for the Structural Change in Covariance Matrix Time Series With Multiplicative Form,
Oracally efficient estimation and simultaneous inference in partially linear single-index models for longitudinal data,
The distribution of rolling regression estimators,
Bayesian modelling of time-varying conditional heteroscedasticity,
Time-varying multivariate causal processes,
Autoregressive approximations to nonstationary time series with inference and applications,
Optimal sampling designs for multidimensional streaming time series with application to power grid sensor data,
Temporally local maximum likelihood with application to SIS model,
Tail adversarial stability for regularly varying linear processes and their extensions,
Sieve bootstrap inference for linear time-varying coefficient models,
Comparing time varying regression quantiles under shift invariance,
Simultaneous nonparametric regression analysis of sparse longitudinal data,
Estimation and inference for precision matrices of nonstationary time series,
Optimal Gaussian Approximation For Multiple Time Series,
Identifying shifts between two regression curves,
Estimation and inference of time-varying auto-covariance under complex trend: a difference-based approach,
Semiparametric model building for regression models with time-varying parameters,
Detecting relevant changes in the mean of nonstationary processes -- a mass excess approach,
Two-step estimation of time-varying additive model for locally stationary time series,
Global statistical inference for the difference between two regression mean curves with covariates possibly partially missing,
Regression analysis of mixed sparse synchronous and asynchronous longitudinal covariates with varying-coefficient models,
Predictive Inference for Locally Stationary Time Series With an Application to Climate Data,
Simultaneous inference for time-varying models
