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- FOURIER TRANSFORMS OF STATIONARY PROCESSES 1 WEI BIAO WU
- The Performance of Difference Coding for Sets and Relational Tables
- A TEST FOR DETECTING CHANGES IN MEAN WEI BIAO WU
- Limit Theorems for Iterated Random Functions WEI BIAO WU AND XIAOFENG SHAO 1
- IMS Lecture NotesMonograph Series Oscillations of Empirical Distribution Functions under Dependence
- On the clustering of independent uniform random variables Sandor Csorgo
- IEEE TRANSACTIONS ON IMAGE PROCESSING, VOL. 9, NO. 6, JUNE 2000 1049 Exact Distribution of Edge-Preserving MAP
- A LIMIT THEOREM FOR QUADRATIC FORMS AND ITS APPLICATIONS1
- Nonlinear system theory: Another look at dependence Wei Biao Wu
- Intragenic spatial patterns of codon usage bias in prokaryotic and eukaryotic Hong Qin*,1
- Statistics and Its Interface Volume 0 (2011) 1201 57 Asymptotic theory for stationary processes
- IMS Lecture NotesMonograph Series Invariance principles for fractionally
- Combinatorics, Probability and Computing (2000) 9, 315347. Printed in the United Kingdom c 2000 Cambridge University Press
- Journal: BIOMETRIKA Article Id: ASR017
- Stochastic Processes and their Applications 120 (2010) 24122431 www.elsevier.com/locate/spa
- Journal of Econometrics 153 (2009) 8392 Contents lists available at ScienceDirect
- Statistica Sinica 19 (2009), 1755-1768 BANDING SAMPLE AUTOCOVARIANCE
- 2007 Royal Statistical Society 13697412/07/69391 J. R. Statist. Soc. B (2007)
- LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION FOR
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- UNIT ROOT TESTING FOR FUNCTIONALS OF LINEAR PROCESSES1
- Best-Effort Patching for Multicast True VoD Service (mhd@bupt.edu.cn, School of Computer Science & Technology,
- ON THE BAHADUR REPRESENTATION OF SAMPLE QUANTILES FOR DEPENDENT SEQUENCES1
- Simulating Sample Paths of Linear Fractional Stable Motion1 October 8, 2003
- ON WEIGHTED U-STATISTICS FOR STATIONARY PROCESSES By Tailen Hsing and Wei Biao Wu
- The Annals of Statistics 2002, Vol. 30, No. 5, 14411459
- Econometric Theory, 26, 2010, 12181245. doi:10.1017/S026646660999051X
- MARTINGALE APPROXIMATIONS FOR SUMS OF STATIONARY PROCESSES1
- Statistica Sinica 13(2003), 1259-1267 ADDITIVE FUNCTIONALS OF INFINITE-VARIANCE
- A Single-Pass Algorithm For Spectrum Estimation With Fast Convergence
- Submitted to the Annals of Probability STRONG INVARIANCE PRINCIPLES FOR DEPENDENT RANDOM
- Nonparametric estimation of large covariance matrices of longitudinal data
- Covariance Matrix Estimation in Time Series Wei Biao Wu and Han Xiao
- A new look at measuring dependence Wei Biao Wu and Jan Mielniczuk