The following pages link to Qiwei Yao (Q252733):
Displaying 50 items.
- High dimensional stochastic regression with latent factors, endogeneity and nonlinearity (Q82524) (← links)
- Principal component analysis for second-order stationary vector time series (Q82525) (← links)
- A conversation with Howell Tong (Q252734) (← links)
- Testing for multivariate volatility functions using minimum volume sets and inverse regression (Q299269) (← links)
- (Q308396) (redirect page) (← links)
- Generalized Yule-Walker estimation for spatio-temporal models with unknown diagonal coefficients (Q308397) (← links)
- (Q440036) (redirect page) (← links)
- On determination of cointegration ranks (Q440037) (← links)
- Factor modeling for high-dimensional time series: inference for the number of factors (Q447821) (← links)
- Identifying the finite dimensionality of curve time series (Q620552) (← links)
- Bootstrap tests for simple structures in nonparametric time series regression (Q660070) (← links)
- Conditional boundary crossing probabilities for some random fields, with applications to change-point problems (Q808085) (← links)
- Krigings over space and time based on latent low-dimensional structures (Q829391) (← links)
- Gaussian maximum likelihood estimation for ARMA models. II: Spatial processes (Q850752) (← links)
- Repeated likelihood ratio test for the variance of normal distribution with unknown mean (Q914307) (← links)
- Spatial smoothing, nugget effect and infill asymptotics (Q958927) (← links)
- Approximating conditional density functions using dimension reduction (Q1036923) (← links)
- Linearity testing using local polynomial approximation (Q1299548) (← links)
- Cross-validatory bandwidth selections for regression estimation based on dependent data (Q1299554) (← links)
- Inference in components of variance models with low replication (Q1429311) (← links)
- Set-indexed conditional empirical and quantile processes based on dependent data (Q1599238) (← links)
- Moving-maximum models for extrema of time series (Q1600711) (← links)
- Confidence regions for entries of a large precision matrix (Q1668572) (← links)
- Banded spatio-temporal autoregressions (Q1739642) (← links)
- Nonlinear time series. Nonparametric and parametric methods (Q1866762) (← links)
- Nonparametric regression under dependent errors with infinite variance (Q1881005) (← links)
- A bootstrap detection for operational determinism (Q1963772) (← links)
- On testing for high-dimensional white noise (Q2284378) (← links)
- Estimation for double-nonlinear cointegration (Q2305983) (← links)
- Estimating conditional means with heavy tails (Q2406771) (← links)
- Estimation in the presence of many nuisance parameters: composite likelihood and plug-in likelihood (Q2447659) (← links)
- Exploring spatial nonlinearity using additive approximation (Q2465273) (← links)
- Approximating conditional distribution functions using dimension reduction (Q2569246) (← links)
- Smoothing for Discrete-Valued Time Series (Q2729115) (← links)
- APPROXIMATING VOLATILITIES BY ASYMMETRIC POWER GARCH FUNCTIONS (Q2810372) (← links)
- Least absolute deviations estimation for ARCH and GARCH models (Q2813909) (← links)
- WEIGHTED LEAST ABSOLUTE DEVIATIONS ESTIMATION FOR ARMA MODELS WITH INFINITE VARIANCE (Q2886969) (← links)
- Adaptively Varying-Coefficient Spatiotemporal Models (Q2920286) (← links)
- (Q2965995) (← links)
- Estimation of latent factors for high-dimensional time series (Q3107980) (← links)
- Large Volatility Matrix Inference via Combining Low-Frequency and High-Frequency Approaches (Q3111195) (← links)
- Estimating Factor Models for Multivariate Volatilities: An Innovation Expansion Method (Q3298480) (← links)
- Statistical Tests for Lyapunov Exponents of Deterministic Systems (Q3368341) (← links)
- AN INTERVIEW WITH PROFESSOR YAOTING ZHANG (Q3369428) (← links)
- (Q3369438) (← links)
- Smoothing for Spatiotemporal Models and Its Application to Modeling Muskrat‐Mink Interaction (Q3433209) (← links)
- (Q3476153) (← links)
- Estimating GARCH models: when to use what? (Q3499426) (← links)
- Gaussian Maximum Likelihood Estimation For ARMA Models. I. Time Series (Q3505309) (← links)
- Modelling Multivariate Volatilities via Conditionally Uncorrelated Components (Q3631467) (← links)
