
Testing for longrange dependence in nonstationary time series timevarying regression
We consider the problem of testing for longrange dependence for timeva...
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Confidence surfaces for the mean of locally stationary functional time series
The problem of constructing a simultaneous confidence band for the mean ...
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Adaptive Estimation for Nonstationary Factor Models And A Test for Static Factor Loadings
This paper considers the estimation and testing of a class of highdimen...
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Shift identification in time varying regression quantiles
This article investigates whether timevarying quantile regression curve...
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Tractably Modelling Dependence in Networks Beyond Exchangeability
We propose a general framework for modelling network data that is design...
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Prediction in locally stationary time series
We develop an estimator for the highdimensional covariance matrix of a ...
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MACE: Multiscale Abrupt Change Estimation Under Complex Temporal Dynamics
We consider the problem of detecting abrupt changes in an otherwise smoo...
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Identifying shifts between two regression curves
This article studies the problem whether two convex (concave) regression...
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Change Point Analysis of Correlation in Nonstationary Time Series
A restrictive assumption in change point analysis is "stationarity under...
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Change point analysis in nonstationary processes  a mass excess approach
This paper considers the problem of testing if a sequence of means (μ_t)...
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Weichi Wu
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