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Weichi Wu

Tsinghua University (from arXiv:2512.10467, 2025) · ORCID · OpenAlex

21 papers in scope · 20 published · 1 on the econ.EM arXiv · 125 citations · h-index 6 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Yuning Li
  2. Li Yu-ning
  3. Jia Chen
  4. Chen Jia
  5. Degui Li
  6. Oliver Linton
  7. Lujia Bai
  8. Baokuo Li
  9. Weibiao Wu
  10. Songqiao Tang
  11. Boyao Wu
  12. Wei Biao Wu
  13. Ulrike Schneider
  14. Yuying Sun
  15. Shouyang Wang
  16. Yongmiao Hong
  17. Jonas Krampe
  18. Marko Mlikota
  19. Karsten Reichold
  20. Tae-Hwy Lee

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(3 of 21)

Inference for structural changes in nonstationary functional time series with partial measurement error
published2026 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1 citations
with Lujia Bai, Qirui Hu
Journal of the Royal Statistical Society Series B (Statistical Methodology)
Random interval distillation for detection of change-points in Markov chain Bernoulli networks
published2026 · Electronic Journal of Statistics · first circulated 2024
with Xinyuan Fan
Electronic Journal of Statistics
Learning Time-Varying Correlation Networks with FDR Control via Time-Varying P-values
working paper2025 · arXiv
with Baokuo Li, Lujia Bai
Paper profile arXiv arXiv:2512.10467
Inference for time-varying factor models under local stationarity
published2025 · Journal of Econometrics · first circulated 2024
with Zhou Zhou, Yongmiao Hong
Journal of Econometrics
Uniform Variance Reduced Simultaneous Inference of Time-Varying Correlation Networks
published2025 · IEEE Transactions on Information Theory
with Lujia Bai
IEEE Transactions on Information Theory
A New Approach for Homogeneity Pursuit in Short Panel Data Analysis
published2025 · Journal of the American Statistical Association
with Yang Han, Wenyang Zhang
Journal of the American Statistical Association
Simultaneous Inference for Monotone and Smoothly Time-Varying Functions Under Complex Temporal Dynamics
published2025 · Journal of the American Statistical Association · first circulated 2023
with Tianpai Luo
Journal of the American Statistical Association
Detecting Multiple Changepoints by Exploiting Their Spatiotemporal Correlations: A Bayesian Hierarchical Approach
published2025 · INFORMS Journal on Data Science · 1 citations
with Xian Chen, Kun Huang, Hai Jiang
INFORMS Journal on Data Science
Tractably modelling dependence in networks beyond exchangeability
published2024 · Bernoulli · 3 citations · first circulated 2020
with Sofia C. Olhede, Patrick J. Wolfe
Bernoulli
Detecting long-range dependence for time-varying linear models
published2024 · Bernoulli · 1 citations · first circulated 2021
with Lujia Bai, Wei-Chi Wu
Paper profile Bernoulli arXiv:2110.08089
Multiscale jump testing and estimation under complex temporal dynamics
published2024 · Bernoulli · 7 citations · first circulated 2019
with Zhou Zhou
Bernoulli
Difference-based covariance matrix estimation in time series nonparametric regression with application to specification tests
published2024 · Biometrika · 3 citations · first circulated 2023
with Lujia Bai, Wei-Chi Wu
Biometrika
Confidence Surfaces for the Mean of Locally Stationary Functional Time Series
published2024 · Statistica Sinica · 2 citations · first circulated 2021
with Holger Dette
Statistica Sinica
Comparing time varying regression quantiles under shift invariance
published2023 · Bernoulli · 3 citations
with Subhra Sankar Dhar
Bernoulli
Identifying shifts between two regression curves
published2021 · Annals of the Institute of Statistical Mathematics · 2 citations · first circulated 2019
with Holger Dette, Subhra Sankar Dhar
Annals of the Institute of Statistical Mathematics
Prediction in Locally Stationary Time Series
published2020 · Journal of Business and Economic Statistics
with Holger Dette
Paper profile Journal of Business and Economic Statistics arXiv:2001.00419
Detecting relevant changes in the mean of nonstationary processes—A mass excess approach
published2019 · The Annals of Statistics · 35 citations
with Holger Dette
The Annals of Statistics
Gradient-based structural change detection for nonstationary time series M-estimation
published2018 · The Annals of Statistics · 11 citations
with Zhou Zhou
The Annals of Statistics
Simultaneous quantile inference for non-stationary long-memory time series
published2018 · Bernoulli · 8 citations
with Zhou Zhou
Bernoulli
Change Point Analysis of Correlation in Non-stationary Time Series
published2017 · Statistica Sinica · 21 citations
with Holger Dette, Zhou Zhou
Statistica Sinica
Nonparametric Inference for Time-Varying Coefficient Quantile Regression
published2015 · Journal of Business and Economic Statistics · 27 citations
with Zhou Zhou
Journal of Business and Economic Statistics

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.