Qiwei Yao

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	전체	2020년 이후
서지정보	12032	3618
h-index	42	30
i10-index	83	54

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Jinyuan Chang (常晋源)Southwestern University of Finance and Economics, Chinese Academy of Sciencesswufe.edu.cn의 이메일 확인됨
Liang PengDepartment of Risk Management and Insurance, Robinson College of Business, Georgia State Universitygsu.edu의 이메일 확인됨
Zongwu CaiDepartment of Economics, University of Kansasku.edu의 이메일 확인됨
Yannig GoudeEDF R&D, LMO Université Paris-Saclayedf.fr의 이메일 확인됨
Jiazhu PanUniversity of Strathclydestrath.ac.uk의 이메일 확인됨
Zudi LuCity University of Hong Kong, Department of Biostatisticscityu.edu.hk의 이메일 확인됨
Rong ChenRong Chen, Professor of Statistics, Rutgers Universitystat.rutgers.edu의 이메일 확인됨
Eric KolaczykProfessor, Department of Mathematics & Statistics, McGill Universitymcgill.ca의 이메일 확인됨
Jian ZouWorcester Polytechnic Institutewpi.edu의 이메일 확인됨
Flavio ZiegelmannUniversidade Federal do Rio Grande do Sulufrgs.br의 이메일 확인됨
Jens-Peter KreissProfessor für Mathematik, TU Braunschweigtu-bs.de의 이메일 확인됨
Michael H. NeumannProfessor of Mathematical Statistics, Friedrich-Schiller-Universität Jenauni-jena.de의 이메일 확인됨
Shaojun GuoInstitute of Statistics and Big Data, Renmin University of Chinaruc.edu.cn의 이메일 확인됨
Rob J HyndmanProfessor of Statistics, Monash Universitymonash.edu의 이메일 확인됨
Nils Chr. StensethProfessor in ecology and evolution, University of Oslo, Norwaymn.uio.no의 이메일 확인됨
Tao ZouThe Australian National Universityanu.edu.au의 이메일 확인됨
Jianfeng (Jeff) YaoThe Chinese University of Hong Kong (Shenzhen)cuhk.edu.cn의 이메일 확인됨
Barbel FinkenstadtProfessor of Statistics, University of Warwick UKwarwick.ac.uk의 이메일 확인됨
B.J.T.MorganProfessor of Applied Statistics, University of Kentkent.ac.uk의 이메일 확인됨
Jun M. LiuGeorgia Southern Universitygeorgiasouthern.edu의 이메일 확인됨

팔로우

Qiwei Yao

London School of Economics

lse.ac.uk의 이메일 확인됨 - 홈페이지

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


제목 서지정보순 정렬 연도순 정렬 제목순 정렬	인용 인용	연도
Nonlinear time series: nonparametric and parametric methods J Fan, Q Yao Springer, 2003	3657*	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	808	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	608	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	513	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	309	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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