Inference of trends in time series

By Wei Biao Wu, Zhibiao Zhao. 2007

192 citations recorded by the source corpus.

Subfields: Applied Mathematics, Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/4b351c0562044883771db43bd74958bfa2f1b41d

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Applied Mathematics

1. Weidong Liu
2. Xiaofeng Shao
3. David Degras
4. István Berkes
5. Wolfgang Karl Härdle
6. Zhou Zhou
7. Shuzhuan Zheng
8. Lijian Yang

In Economics and Econometrics

1. Zhou Zhou
2. Xiaofeng Shao
3. Weidong Liu
4. Wei Biao Wu
5. István Berkes
6. David Degras
7. Wolfgang Karl Härdle
8. Lijian Yang

In Finance

1. Zhou Zhou
2. Wei Biao Wu
3. Xiaofeng Shao
4. István Berkes
5. Weidong Liu
6. Lajos Horv'ath
7. David Degras
8. Wolfgang Karl Härdle

Citations in the corpus

• Asymptotic theory for stationary processes (2011, methodology): “By Theorem 7(i), the bound in (79) still holds with 4‖X1‖pΔp/n(p − 2) therein replaced by the slightly bigger one in (61). Relations (81) and (82) imply the sharp and elegant result: if bn = o[(nln log ln)], then the exact order of magnitude of the operator norm ρ(Σ̃n,l − Σn) is (nln log ln). Note t”
• A simple test of changes in mean in the possible presence of long‐range dependence (2011, methodology): “This data set has been analysed by Cobb (1978), MacNeill et al. (1991) and Wu and Zhao (2007) for the detection of a change point using different methods.”
• A Confidence Corridor for Sparse Longitudinal Data Curves (2011, background): “Wu and Zhao (2007) recently constructed a confidence band for the non-stationary mean function, and Wang and Yang (2009), Song and Yang (2009) obtained the spline-based analogy for the mean and variance functions.”
• Simultaneous confidence bands for nonparametric regression with functional data (2009, methodology): “n of condence regions proves more dicult and has received less attention in the literature. Robinson (1997) derives a SCI procedure that works under short-range, long-range and negative dependence. Wu and Zhao (2007) build SCB for the trend and a test for structural breaks using a strong invariance ”
• Komlós–Major–Tusnády approximation under dependence (2014, background): “For example, Wu and Zhao (2007) dealt with simultaneous inference of trends in time series.”
• A Smooth Simultaneous Confidence Corridor for the Mean of Sparse Functional Data (2014, methodology): “By contrast, Wu and Zhao (2007) constructed a confidence band for the nonstationary mean function, and Wang and Yang (2007), and Song and Yang (2009) obtained the splinebased analogy for the mean and variance functions.”
• Simultaneous inference of linear models with time varying coefficients (2010, methodology): “Then, by the argument in the proof of lemma 2 of Wu and Zhao (2007), we have max t∈[1,mÅ−1] |Y.t/− Ỹ.t/”