Inference of trends in time series
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- Andrea Rotnitzky & Andres Farall & Andrea Bergesio & Daniel Scharfstein, 2007. "Analysis of failure time data under competing censoring mechanisms," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 69(3), pages 307-327.
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- Zhao, Zhibiao & Wu, Wei Biao, 2009. "Nonparametric inference of discretely sampled stable Lévy processes," Journal of Econometrics, Elsevier, vol. 153(1), pages 83-92, November.
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- Likai Chen & Weining Wang & Wei Biao Wu, 2017. "Dynamic Semiparametric Factor Model with a Common Break," SFB 649 Discussion Papers SFB649DP2017-026, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
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- Jan Mielniczuk & Zhou Zhou & Wei Biao Wu, 2009. "On nonparametric prediction of linear processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 30(6), pages 652-673, November.
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