Items where Author is "Yao, Qiwei"

Number of items: 106.
  • Edge differentially private estimation in the β-model via jittering and method of moments. (2024) Chang, Jinyuan; Hu, Qiao; Kolaczyk, Eric D.; Yao, Qiwei; Yi, Fengting picture_as_pdf
  • Blind source separation over space:an eigenanalysis approach. (2023) Zhang, Bo; Hao, Sixing; Yao, Qiwei picture_as_pdf
  • Autoregressive networks. (2023) Jiang, Binyan; Li, Jialiang; Yao, Qiwei picture_as_pdf
  • Testing for unit roots based on sample autocovariances. (2022) Chang, Jinyuan; Cheng, Guanghui; Yao, Qiwei picture_as_pdf
  • Counterparty credit risk management:estimating extreme quantiles for a bank. (2022) Yao, Qiwei picture_as_pdf
  • Estimation of subgraph densities in noisy networks. (2022) Chang, Jinyuan; Kolaczyk, Eric D.; Yao, Qiwei picture_as_pdf
  • Day-ahead probabilistic forecasting for French half-hourly electricity loads and quantiles for curve-to-curve regression. (2021) Xu, Xiuqin; Chen, Ying; Goude, Yannig; Yao, Qiwei picture_as_pdf
  • Error-correction factor models for high-dimensional cointegrated time series. (2020) Tu, Yundong; Yao, Qiwei; Zhang, Rongmao picture_as_pdf
  • Estimation for double-nonlinear cointegration. (2020) Lin, Yingqian; Tu, Yundong; Yao, Qiwei picture_as_pdf
  • Krigings over space and time based on latent low-dimensional structures. (2020) Huang, Da; Yao, Qiwei; Zhang, Rongmao
  • On testing for high-dimensional white noise. (2019) Li, Zeng; Lam, Clifford; Yao, Jianfeng; Yao, Qiwei picture_as_pdf
  • Identifying cointegration by eigenanalysis. (2019) Zhang, Rongmao; Robinson, Peter; Yao, Qiwei
  • Banded spatio-temporal autoregressions. (2019) Gao, Zhaoxing; Ma, Yingying; Wang, Hansheng; Yao, Qiwei picture_as_pdf
  • Nonlinear regression estimation using subset-based kernel principal components. (2018) Ke, Yuan; Li, Degui; Yao, Qiwei picture_as_pdf
  • Principal component analysis for second-order stationary vector time series. (2018) Chang, Jinyuan; Guo, Bin; Yao, Qiwei
  • Confidence regions for entries of a large precision matrix. (2018) Chang, Jinyuan; Qiu, Yumou; Yao, Qiwei; Zou, Tao
  • Estimating conditional means with heavy tails. (2017) Peng, Liang; Yao, Qiwei
  • Estimation for dynamic and static panel probit models with large individual effects. (2017) Gao, Wei; Bergsma, Wicher; Yao, Qiwei
  • Testing for high-dimensional white noise using maximum cross-correlations. (2017) Chang, Jinyuan; Yao, Qiwei; Zhou, Wen
  • High-dimensional and banded vector autoregressions. (2016) Guo, Shaojun; Wang, Yazhen; Yao, Qiwei
  • Generalized Yule–Walker estimation for spatio-temporal models with unknown diagonal coefficients. (2016) Dou, Baojun; Parrella, Maria Lucia; Yao, Qiwei
  • Modelling multivariate volatilities via latent common factors. (2016) Li, Weiming; Gao, Jing; Li, Kunpeng; Yao, Qiwei
  • High dimensional stochastic regression with latent factors, endogeneity and nonlinearity. (2015) Chang, Jinyuan; Guo, Bin; Yao, Qiwei
  • Estimation of extreme quantiles for functions of dependent random variables. (2015) Gong, Jinguo; Li, Yadong; Peng, Liang; Yao, Qiwei
  • Matching a distribution by matching quantiles estimation. (2015) Sgouropoulos, Nikolaos; Yao, Qiwei; Yastremiz, Claudia
  • CFE network: the annals of computational and financial econometrics. (2014) Kontoghiorghes, Erricos J.; Van Dijk, Herman K.; Belsley, David A.; Bollerslev, Tim; Diebold, Francis X.; Dufour, Jean-Marie; Engle, Robert F.; Harvey, Andrew; Koopman, Siem Jan; Pesaran, Hashem; Phillips, Peter C.B.; Smith, Richard J.; West, Mike; Yao, Qiwei; Amendola, Alessandra; Billio, Monica; Chen, Cathy W.S.; Chiarella, Carl; Colubi, Ana; Deistler, Manfred; Francq, Christian; Hallin, Marc; Jacquier, Eric; Judd, Kenneth; Koop, Gary; Lütkepohl, Helmut; MacKinnon, James G.; Mittnik, Stefan; Omori, Yasuhiro; Pollock, D.S.G.; Proietti, Tommaso; Rombouts, Jeroen V.K.; Scaillet, Olivier; Semmler, Willi; So, Mike K.P.; Steel, Mark; Taylor, Robert; Tzavalis, Elias; Zakoian, Jean-Michel; Boswijk, H. Peter; Luati, Alessandra; Maheu, John
  • Estimation in the presence of many nuisance parameters: composite likelihood and plug-in likelihood. (2013) Wu, Billy; Yao, Qiwei; Zhu, Shiwu
  • Matching quantiles estimation. (2013) Sgouropoulos, Nikolaos; Yao, Qiwei; Yastremiz, Claudia
  • Modeling and forecasting daily electricity load curves: a hybrid approach. (2013) Cho, Haeran; Goude, Yannig; Brossat, Xavier; Yao, Qiwei
  • Factor modeling for high-dimensional time series: inference for the number of factors. (2012) Lam, Clifford; Yao, Qiwei
  • Large volatility matrix inference via combining low-frequency and high-frequency approaches. (2011) Tao, Minjing; Wang, Yahzen; Yao, Qiwei; Zou, Jian
  • Discussion of "Feature matching in time series modeling" by Y. Xia and H. Tong. (2011) Yao, Qiwei
  • Nonparametric transfer function models. (2010) Liu, Jun M.; Chen, Rong; Yao, Qiwei
  • Identifying the finite dimensionality of curve time series. (2010) Bathia, Neil; Yao, Qiwei; Ziegelmann, Flavio
  • Adaptively varying-coefficient spatiotemporal models. (2009) Lu, Zudi; Steinskog, Dag Johan; Tjøstheim, Dag; Yao, Qiwei
  • Approximating volatilities by asymmetric power GARCH functions. (2009) Penzer, Jeremy; Wang, Mingjin; Yao, Qiwei
  • Approximating conditional density functions using dimension reduction. (2009) Fan, Jian-qing; Peng, Liang; Yao, Qiwei; Zhang, Wenyang
  • Chaos perspective of nonlinear time series: a selective review. (2009) Yao, Qiwei
  • On determination of cointegration ranks. (2009) Li, Qiaoling; Pan, Jiazhu; Yao, Qiwei
  • Spatial smoothing, Nugget effect and infill asymptotics. (2008) Lu, Zudi; Tjostheim, Dag; Yao, Qiwei
  • Testing for multivariate volatility functions using minimum volume sets and inverse regression. (2008) Polonik, Wolfgang; Yao, Qiwei
  • Estimating GARCH models: when to use what? (2008) Huang, Da; Wang, Hansheng; Yao, Qiwei
  • Bootstrap tests for simple structures in nonparametric time series regression. (2008) Kreiss, Jens-Peter; Neumann, Michael H.; Yao, Qiwei
  • Modelling multiple time series via common factors. (2008) Pan, Jiazhu; Yao, Qiwei
  • Modelling multivariate volatilities via conditionally uncorrelated components. (2008) Fan, Jianqing; Wang, Mingjin; Yao, Qiwei
  • Stepwise searching for feature variables in high-dimensional linear regression. (2008) An, Hongzhi; Huang, Da; Yao, Qiwei; Zhang, Cun-Hui
  • To how many simultaneous hypothesis tests can normal student's t or bootstrap calibrations be applied. (2007) Fan, Jianqing; Hall, Peter; Yao, Qiwei
  • Weighted least absolute deviations estimation for ARMA models with infinite variance. (2007) Pan, Jiazhu; Wang, Hui; Yao, Qiwei
  • Exploring spatial nonlinearity using additive approximation. (2007) Lu, Zudi; Lundervold, Arvid; Tjøstheim, Dag; Yao, Qiwei
  • Adaptive varying-coefficient linear models for stochastic processes: asymptotic theory. (2007) Lu, Zudi; Tjøstheim, Dag; Yao, Qiwei
  • Gaussian maximum likelihood estimation for ARMA models. I. Time series. (2006) Yao, Qiwei; Brockwell, Peter J
  • Gaussian maximum likelihood estimation for ARMA models II: spatial processes. (2006) Yao, Qiwei; Brockwell, Peter J
  • Modelling multivariate volatilities: an ad hoc method. (2005) Wang, Mingjin; Yao, Qiwei
  • Approximating conditional distribution functions using dimension reduction. (2005) Hall, Peter; Yao, Qiwei
  • Statistical tests for Lyapunov exponents of deterministic systems. (2004) Wolff, Rodney C.; Yao, Qiwei; Tong, Howell
  • Nonparametric regression under dependent errors with infinite variance. (2004) Peng, Liang; Yao, Qiwei
  • Smoothing for spatiotemporal models and its application to modeling Muskrat-Mink interaction. (2003) Zhang, Wenyang; Yao, Qiwei; Tong, Howell; Stenseth, Nils Chr
  • Statistical tests for Lyapunov exponents of deterministic systems. (2003) Wolff, Rodney C.; Yao, Qiwei; Tong, Howell
  • Date tilting for time series. (2003) Hall, Peter; Yao, Qiwei
  • Least absolute deviations estimation for ARCH and GARCH models. (2003) Peng, Liang; Yao, Qiwei
  • Inference in components of variance models with low replication. (2003) Hall, Peter; Yao, Qiwei
  • Adaptive varying co-efficient linear models. (2003) Fan, Jianqing; Yao, Qiwei; Cai, Zongwu
  • Inference in ARCH and GARCH models with heavy-tailed errors. (2003) Hall, Peter; Yao, Qiwei
  • Exponential inequalities for spatial processes and uniform convergence rates for density estimation. (2003) Yao, Qiwei
  • Nonlinear time series: nonparametric and parametric methods. (2003) Fan, Jianqing; Yao, Qiwei
  • Prediction and nonparametric estimation for time series with heavy tails. (2002) Hall, Peter; Peng, Liang; Yao, Qiwei
  • Set-indexed conditional empirical and quantile processes based on dependent data. (2002) Yao, Qiwei; Polonik, Wolfgang
  • Nonlinear time series modelling of highly fluctuating biological population over space - main results. (2002) Tong, Howell; Stenseth, Nils Chr; Yao, Qiwei
  • Nonparametric estimation and symmetry tests for conditional density functions. (2002) Yao, Qiwei; Hyndman, Rob J.
  • Bootstrap estimation of actual significance levels for tests based on estimated nuisance parameters. (2001) Yao, Qiwei; Yang, Wengyan; Tong, Howell
  • A conditional density approach to the order determination of time series. (2001) Yao, Qiwei; Finkenstädt, Bärbel F.; Tong, Howell
  • Smoothing for discrete-valued time series. (2001) Cai, Zongwu; Yao, Qiwei; Zhang, Wenyang
  • Common structure in panels of short time series. (2000) Yao, Qiwei; Tong, Howell; Finkenstädt, Bärbel; Stenseth, Nils Chr
  • Nonparametric estimation of ratios of noise to signal in stochastic regression. (2000) Tong, Howell; Yao, Qiwei
  • Conditional minimum volume predictive regions for stochastic processes. (2000) Polonik, Wolfgang; Yao, Qiwei
  • Adaptive varying-coefficient linear models. (2000) Fan, Jianqing; Yao, Qiwei; Cai, Zongwu
  • Empirical transform estimation for indexed stochastic models. (1999) Yao, Qiwei; Morgan, B J T
  • Cross-validatory bandwidth selection for regression estimation based on dependent data. (1998) Tong, Howell; Yao, Qiwei
  • Linearity testing using local polynominal approximation. (1998) Hjellvik, Vidar; Yao, Qiwei; Tjostheim, Dag
  • A bootstrap detection for operational determinism. (1998) Yao, Qiwei; Tong, Howell
  • Threshold models. (1998) Tong, Howell; Yao, Qiwei
  • Asymmetric least squares regression estimation: a nonparametric approach. (1996) Yao, Qiwei; Tong, Howell
  • Conditional boundary crossing probabilities and two-stage tests for a change-point. (1996) Yao, Qiwei
  • On initial-condition sensitivity and prediction in nonlinear stochastic systems. (1995) Yao, Qiwei; Tong, Howell
  • On subset selection in non-parametric stochastic regression. (1994) Yao, Qiwei; Tong, Howell
  • On prediction and chaos in stochastic systems. (1994) Tong, Howell; Yao, Qiwei
  • Quantifying the influence of initial values on nonlinear prediction. (1994) Yao, Qiwei; Tong, Howell
  • Boundary crossing probabilities of some random fields related to likelihood ratio test for epidemic alternatives. (1993) Yao, Qiwei
  • Tests for change-points with epidemic alternatives. (1993) Yao, Qiwei
  • Asymptotically optimal ditiction of a change in a linear model. (1993) Yao, Qiwei
  • Pre-test estimate of the parameters in seemingly unrelated regression system. (1993) Sun, Y.; Yao, Qiwei
  • Some maximal information and generalized maximal entropy priors. (1991) Zhang, Y.; Yao, Qiwei
  • Large deviations for boundary crossing probabilities of some random fields. (1989) Yao, Qiwei
  • The MVUE and the MINQE(I, U) of variance components. (1987) Yao, Qiwei
  • Efficient estimation of conditional variance functions in stochastic regression. Fan, Jianqing; Yao, Qiwei
  • Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems. Fan, Jianqing; Yao, Qiwei; Tong, Howell
  • Estimation of latent factors for high-dimensional time series. Lam, Clifford; Yao, Qiwei; Bathia, Neil
  • Factor modelling for clustering high-dimensional time series. Zhang, Bo; Pan, Guangming; Yao, Qiwei; Wang, Jian-Zhou picture_as_pdf
  • Functional-coefficient regression models for nonlinear time series. Cai, Zongwu; Fan, Jianqing; Yao, Qiwei
  • Methods for estimating a conditional distribution function. Hall, Peter; Wolff, Rodney C. L.; Yao, Qiwei
  • Modelling matrix time series via a tensor CP-decomposition. Chang, Jinyuan; Zhang, Henry; Yang, Lin; Yao, Qiwei picture_as_pdf
  • Moving-maximum models for extrema of time series. Hall, Peter; Peng, Liang; Yao, Qiwei
  • On the Modeling and Prediction of High-Dimensional Functional Time Series. Chang, Jinyuan; Fang, Qin; Qiao, Xinghao; Yao, Qiwei picture_as_pdf
  • Simultaneous decorrelation of matrix time series. Hana, Yuefeng; Chenb, Rong; Zhangb, Cun-Hui; Yao, Qiwei picture_as_pdf
  • Testing for the Markov property in time series via deep conditional generative learning. Zhou, Yunzhe; Shi, Chengchun; Li, Lexin; Yao, Qiwei picture_as_pdf
  • An autocovariance-based learning framework for high-dimensional functional time series. Chang, Jinyuan; Chen, Cheng; Qiao, Xinghao; Yao, Qiwei picture_as_pdf