The following pages link to Qiwei Yao (Q82519):
Displaying 7 items.
- Factor modeling for high-dimensional time series: Inference for the number of factors (Q82522) (← links)
- High dimensional stochastic regression with latent factors, endogeneity and nonlinearity (Q82524) (← links)
- Principal component analysis for second-order stationary vector time series (Q82525) (← links)
- Identifying Cointegration by Eigenanalysis (Q82528) (← links)
- Testing for unit roots based on sample autocovariances (Q82541) (← links)
- Testing for high-dimensional white noise using maximum cross-correlations (Q82543) (← links)
- HDTSA (Q82544) (← links)
