Qiwei Yao

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Jinyuan Chang (常晋源)Southwestern University of Finance and Economics, Chinese Academy of SciencesEmail verificata su swufe.edu.cn
Liang PengDepartment of Risk Management and Insurance, Robinson College of Business, Georgia State UniversityEmail verificata su gsu.edu
Zongwu CaiDepartment of Economics, University of KansasEmail verificata su ku.edu
Yannig GoudeEDF R&D, LMO Université Paris-SaclayEmail verificata su edf.fr
Jiazhu PanUniversity of StrathclydeEmail verificata su strath.ac.uk
Zudi LuCity University of Hong Kong, Department of BiostatisticsEmail verificata su cityu.edu.hk
Rong ChenRong Chen, Professor of Statistics, Rutgers UniversityEmail verificata su stat.rutgers.edu
Eric KolaczykProfessor, Department of Mathematics & Statistics, McGill UniversityEmail verificata su mcgill.ca
Jian ZouWorcester Polytechnic InstituteEmail verificata su wpi.edu
Flavio ZiegelmannUniversidade Federal do Rio Grande do SulEmail verificata su ufrgs.br
Jens-Peter KreissProfessor für Mathematik, TU BraunschweigEmail verificata su tu-bs.de
Michael H. NeumannProfessor of Mathematical Statistics, Friedrich-Schiller-Universität JenaEmail verificata su uni-jena.de
Shaojun GuoInstitute of Statistics and Big Data, Renmin University of ChinaEmail verificata su ruc.edu.cn
Rob J HyndmanProfessor of Statistics, Monash UniversityEmail verificata su monash.edu
Nils Chr. StensethProfessor in ecology and evolution, University of Oslo, NorwayEmail verificata su mn.uio.no
Tao ZouThe Australian National UniversityEmail verificata su anu.edu.au
Jianfeng (Jeff) YaoThe Chinese University of Hong Kong (Shenzhen)Email verificata su cuhk.edu.cn
Barbel FinkenstadtProfessor of Statistics, University of Warwick UKEmail verificata su warwick.ac.uk
B.J.T.MorganProfessor of Applied Statistics, University of KentEmail verificata su kent.ac.uk
Jun M. LiuGeorgia Southern UniversityEmail verificata su georgiasouthern.edu

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Qiwei Yao

London School of Economics

Email verificata su lse.ac.uk - Home page

Time series dimension reduction and factor models spatio-temporal modelling financial econometrics


Titolo Ordina per citazioni Ordina per anno Ordina per titolo	Citata da Citata da	Anno
Nonlinear time series: nonparametric and parametric methods J Fan, Q Yao Springer, 2003	3656*	2003
Functional-coefficient regression models for nonlinear time series Z Cai, J Fan, Q Yao Journal of the American Statistical Association 95 (451), 941-956, 2000	806	2000
Efficient estimation of conditional variance functions in stochastic regression J Fan, Q Yao Biometrika 85 (3), 645-660, 1998	653	1998
Factor modeling for high-dimensional time series: inference for the number of factors C Lam, Q Yao The Annals of Statistics, 694-726, 2012	607	2012
Methods for estimating a conditional distribution function P Hall, RCL Wolff, Q Yao Journal of the American Statistical association 94 (445), 154-163, 1999	512	1999
Inference in ARCH and GARCH models with heavy–tailed errors P Hall, Q Yao Econometrica 71 (1), 285-317, 2003	480	2003
Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems J Fan, Q Yao, H Tong Biometrika 83 (1), 189-206, 1996	427	1996
Adaptive varying-coefficient linear models J Fan, Q Yao, Z Cai Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2003	308	2003
Estimation of latent factors for high-dimensional time series C Lam, Q Yao, N Bathia Biometrika 98 (4), 901-918, 2011	251	2011
Least absolute deviations estimation for ARCH and GARCH models L Peng, Q Yao Biometrika 90 (4), 967-975, 2003	231	2003
Asymmetric least squares regression estimation: A nonparametric approach Q Yao, H Tong Journal of nonparametric statistics 6 (2-3), 273-292, 1996	214	1996
Nonparametric estimation and symmetry tests for conditional density functions RJ Hyndman, Q Yao Journal of nonparametric statistics 14 (3), 259-278, 2002	176	2002
Modelling multiple time series via common factors J Pan, Q Yao Biometrika 95 (2), 365-379, 2008	170	2008
Linearity testing using local polynomial approximation V Hjellvik, Q Yao, D Tjøstheim Journal of Statistical Planning and Inference 68 (2), 295-321, 1998	151	1998
Modeling and forecasting daily electricity load curves: a hybrid approach H Cho, Y Goude, X Brossat, Q Yao Journal of the American Statistical Association 108 (501), 7-21, 2013	150	2013
Quantifying the influence of initial values on non‐linear prediction Q Yao, H Tong Journal of the Royal Statistical Society: Series B (Methodological) 56 (4 …, 1994	135	1994
Tests for change-points with epidemic alternatives Q Yao Biometrika 80 (1), 179-191, 1993	133	1993
Large volatility matrix inference via combining low-frequency and high-frequency approaches M Tao, Y Wang, Q Yao, J Zou Journal of the American Statistical Association 106 (495), 1025-1040, 2011	125	2011
Modelling multivariate volatilities via conditionally uncorrelated components J Fan, M Wang, Q Yao Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2008	118	2008
To How Many Simultaneous Hypothesis Tests Can Normal, Student's t or Bootstrap Calibration Be Applied? J Fan, P Hall, Q Yao Journal of the American Statistical Association 102 (480), 1282-1288, 2007	102	2007

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