Yao, Qiwei

Dou, Baojun and Parrella, Maria Lucia and Yao, Qiwei (2016) Generalized Yule–Walker estimation for spatio-temporal models with unknown diagonal coefficients Journal of Econometrics, 194 (2). 369-382. ISSN 0304-4076

Gao, Wei and Bergsma, Wicher and Yao, Qiwei (2016) Estimation for dynamic and static panel probit models with large individual effects Journal of Time Series Analysis. ISSN 0143-9782

Li, Weiming and Gao, Jing and Li, Kunpeng and Yao, Qiwei (2016) Modelling multivariate volatilities via latent common factors Journal of Business and Economic Statistics, 34 (4). 564-573. ISSN 0735-0015

Sgouropoulos, Nikolaos and Yao, Qiwei and Yastremiz, Claudia (2015) Matching a distribution by matching quantiles estimation Journal of the American Statistical Association, 110 (510). 742-759. ISSN 0162-1459

Gong, Jinguo and Li, Yadong and Peng, Liang and Yao, Qiwei (2015) Estimation of extreme quantiles for functions of dependent random variables Journal of the Royal Statistical Society: Series B (Statistical Methodology), 77 (5). 1001-1024. ISSN 1369-7412

Cho, Haeran and Goude, Yannig and Brossat, Xavier and Yao, Qiwei (2013) Modeling and forecasting daily electricity load curves: a hybrid approach Journal of the American Statistical Association, 108 (501). 7-21. ISSN 0162-1459

Lam, Clifford and Yao, Qiwei and Bathia, Neil (2011) Estimation of latent factors for high-dimensional time series Biometrika, 98 (4). 901-18. ISSN 0006-3444

Tao, Minjing and Wang, Yahzen and Yao, Qiwei and Zou, Jian (2011) Large volatility matrix inference via combining low-frequency and high-frequency approaches Journal of the American Statistical Association, 106 (495). 1025-1040. ISSN 0162-1459

Bathia, Neil and Yao, Qiwei and Ziegelmann, Flavio (2010) Identifying the finite dimensionality of curve time series The Annals of Statistics, 38 (6). 3352-3386. ISSN 0090-5364

Fan, Jian-qing and Peng, Liang and Yao, Qiwei and Zhang, Wenyang (2009) Approximating conditional density functions using dimension reduction Acta Mathematicae Applicatae Sinica (English Series), 25 (3). 445-456. ISSN 0168-9673

Li, Qiaoling and Pan, Jiazhu and Yao, Qiwei (2009) On determination of cointegration ranks Statistics and Its Interface, 2 (1). 45-56. ISSN 1938-7997

Lu, Zudi and Steinskog, Dag Johan and Tjøstheim, Dag and Yao, Qiwei (2009) Adaptively varying-coefficient spatiotemporal models Journal of the Royal Statistical Society: Series B (Statistical Methodology), 71 (4). 859-880. ISSN 1369-7412

Penzer, Jeremy and Wang, Mingjin and Yao, Qiwei (2009) Approximating volatilities by asymmetric power GARCH functions Australian and New Zealand Journal of Statistics, 51 (2). 201-225. ISSN 1369-1473

Lu, Zudi and Tjostheim, Dag and Yao, Qiwei (2008) Spatial smoothing, Nugget effect and infill asymptotics Statistics and Probability Letters, 78 (18). 3145-3151. ISSN 0167-7152

Fan, Jianqing and Wang, Mingjin and Yao, Qiwei (2008) Modelling multivariate volatilities via conditionally uncorrelated components Journal of the Royal Statistical Society: Series B (Statistical Methodology), 70 (4). 679-702. ISSN 1369-7412

Kreiss, Jens-Peter and Neumann, Michael H. and Yao, Qiwei (2008) Bootstrap tests for simple structures in nonparametric time series regression Statistics and Its Interface, 1 (2). 367-380. ISSN 1938-7997

Polonik, Wolfgang and Yao, Qiwei (2008) Testing for multivariate volatility functions using minimum volume sets and inverse regression Journal of Econometrics, 147 (1). 151-162. ISSN 0304-4076

Huang, Da and Wang, Hansheng and Yao, Qiwei (2008) Estimating GARCH models: when to use what? Econometrics Journal, 11 (1). 27-38. ISSN 1368-423X

An, Hongzhi and Huang, Da and Yao, Qiwei and Zhang, Cun-Hui (2008) Stepwise searching for feature variables in high-dimensional linear regression The London School of Economics and Political Science, London, UK.

Lu, Zudi and Lundervold, Arvid and Tjøstheim, Dag and Yao, Qiwei (2007) Exploring spatial nonlinearity using additive approximation Bernoulli, 13 (2). 447-472. ISSN 1350-7265

Pan, Jiazhu and Wang, Hui and Yao, Qiwei (2007) Weighted least absolute deviations estimation for ARMA models with infinite variance Econometric Theory, 23 (5). 852-879. ISSN 1469-4360

Fan, Jianqing and Hall, Peter and Yao, Qiwei (2007) To how many simultaneous hypothesis tests can normal student's t or bootstrap calibrations be applied Journal of the American Statistical Association, 102 (480). 1282-1288. ISSN 0162-1459

Yao, Qiwei and Brockwell, Peter J. (2006) Gaussian maximum likelihood estimation for ARMA models I: time series Journal of Time Series Analysis, 27 (6). 857-875. ISSN 0143-9782

Yao, Qiwei and Brockwell, Peter J (2006) Gaussian maximum likelihood estimation for ARMA models II: spatial processes Bernoulli, 12 (4). 403-429. ISSN 1350-7265

Wang, Mingjin and Yao, Qiwei (2005) Modelling multivariate volatilities: an ad hoc method In: Fan, Jianqing and Li, Gang, (eds.) Contemporary Multivariate Analysis and Experimental Designs: in Celebration of Professor Kai-Tai Fang's 65th Birthday. Series In Biostatistics. World Scientific, Singapore, 87-97. ISBN 9789812561206

Peng, Liang and Yao, Qiwei (2004) Nonparametric regression under dependent errors with infinite variance Annals of the Institute of Statistical Mathematics, 56 (1). 73-86. ISSN 0020-3157

Yao, Qiwei (2003) Exponential inequalities for spatial processes and uniform convergence rates for density estimation In: Zhang, Heping and Huang, Jiang, (eds.) Development of Modern Statistics and Related Topics: in Celebration of Prof. Yaoting Zhang's 70th Birthday. Series in biostatistics (1). World Scientific, Singapore, 118-128. ISBN 9789812383952

Wolff, Rodney C. and Yao, Qiwei and Tong, Howell (2003) Statistical tests for Lyapunov exponents of deterministic systems. In: Cofin 2000 Final Workshop, 6-7 June 2003, Bressanone, Italy

Hall, Peter and Yao, Qiwei (2003) Date tilting for time series Journal of the Royal Statistical Society. Series B, 65 (2). 425-442. ISSN 1467-9868

Peng, Liang and Yao, Qiwei (2003) Least absolute deviations estimation for ARCH and GARCH models Biometrika, 90 (4). 967-975. ISSN 0006-3444

Zhang, Wenyang and Yao, Qiwei and Tong, Howell and Stenseth, Nils Chr (2003) Smoothing for spatiotemporal models and its application to modeling Muskrat-Mink interaction Biometrics, 59 (4). 813-821. ISSN 1541-0420

Hall, Peter and Yao, Qiwei (2003) Inference in ARCH and GARCH models with heavy-tailed errors Econometrica, 71 (1). 285-317. ISSN 1468-0262

Hall, Peter and Yao, Qiwei (2003) Inference in components of variance models with low replication Annals of Statistics, 31 (2). 414-441. ISSN 0090-5364

Fan, Jianqing and Yao, Qiwei and Cai, Zongwu (2003) Adaptive varying co-efficient linear models Journal of the Royal Statistical Society: Series B (Statistical Methodology), 65 (1). 57-80. ISSN 1369-7412

Tong, Howell and Stenseth, Nils Chr and Yao, Qiwei (2002) Nonlinear time series modelling of highly fluctuating biological population over space - main results Department of Statistics, London School of Economics and Political Science, London, UK.

Yao, Qiwei and Polonik, Wolfgang (2002) Set-indexed conditional empirical and quantile processes based on dependent data Journal of Multivariate Analysis, 80 (2). 234-255. ISSN 0047-259X

Hall, Peter and Peng, Liang and Yao, Qiwei (2002) Prediction and nonparametric estimation for time series with heavy tails Journal of Time Series Analysis, 23 (3). 313-331. ISSN 0143-9782

Hall, Peter and Peng, Liang and Yao, Qiwei (2002) Moving-maximum models for extrema of time series Journal of Statistical Planning and Inference, 103 (1-2). 51-63. ISSN 0378-3758

Yao, Qiwei and Yang, Wengyan and Tong, Howell (2001) Bootstrap estimation of actual significance levels for tests based on estimated nuisance parameters Statistics and Computing, 11 (4). 367-371. ISSN 0960-3174

Cai, Zongwu and Yao, Qiwei and Zhang, Wenyang (2001) Smoothing for discrete-valued time series Journal of the Royal Statistical Society: Series B (Statistical Methodology), 63 (2). 357-375. ISSN 1369-7412

Tong, Howell and Yao, Qiwei (2000) Nonparametric estimation of ratios of noise to signal in stochastic regression Statistica Sinica, 10 (3). 751-770. ISSN 1017-0405

Cai, Zongwu and Fan, Jianqing and Yao, Qiwei (2000) Functional-coefficient regression models for nonlinear time series Journal of the American Statistical Association, 95 (451). 941-956. ISSN 0162-1459

Yao, Qiwei and Tong, Howell and Finkenstädt, Bärbel and Stenseth, Nils Chr (2000) Common structure in panels of short time series Proceedings of the Royal Society: B Biological Sciences, 267 (1460). 2459-2467. ISSN 1471-2954

Fan, Jianqing and Yao, Qiwei and Cai, Zongwu (2000) Adaptive varying-coefficient linear models EM, 388. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Hall, Peter and Wolff, Rodney C. L. and Yao, Qiwei (1999) Methods for estimating a conditional distribution function Journal of the American Statistical Association, 94 (445). 154-163. ISSN 0162-1459

Fan, Jianqing and Yao, Qiwei (1998) Efficient estimation of conditional variance functions in stochastic regression Biometrika, 85 (3). 645-660. ISSN 0006-3444

Hjellvik, Vidar and Yao, Qiwei and Tjostheim, Dag (1998) Linearity testing using local polynominal approximation Journal of Statistical Planning and Inference, 68 (2). 295-321. ISSN 0378-3758

Tong, Howell and Yao, Qiwei (1998) Cross-validatory bandwidth selection for regression estimation based on dependent data Journal of Statistical Planning and Inference, 68 (2). 387-415. ISSN 0378-3758

Yao, Qiwei and Tong, Howell (1998) A bootstrap detection for operational determinism Physica D: Nonlinear Phenomena, 115 (1/2). 49-58. ISSN 0167-2789

Yao, Qiwei and Tong, Howell (1996) Asymmetric least squares regression estimation: a nonparametric approach Journal of Nonparametric Statistics, 6 (2-3). 273-292. ISSN 1048-5252

Fan, Jianqing and Yao, Qiwei and Tong, Howell (1996) Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems Biometrika, 83 (1). 189-206. ISSN 0006-3444

Yao, Qiwei and Tong, Howell (1994) Quantifying the influence of initial values on nonlinear prediction Journal of the Royal Statistical Society: Series B (Statistical Methodology), 56 (4). 701-725. ISSN 1369-7412

Yao, Qiwei and Tong, Howell (1994) On subset selection in non-parametric stochastic regression Statistica Sinica, 4 (1). 51-70. ISSN 1017-0405

Yao, Qiwei (1993) Asymptotically optimal ditiction of a change in a linear model Sequential Analysis, 12 (3-4). 201-210. ISSN 1532-4176

Yao, Qiwei (1993) Boundary crossing probabilities of some random fields related to likelihood ratio test for epidemic alternatives Journal of Applied Probability, 30 (1). 52-65. ISSN 0021-9002

Sun, Y. and Yao, Qiwei (1993) Pre-test estimate of the parameters in seemingly unrelated regression system Chinese Journal of Applied Probability and Statistics, 9 (1). 1-10. ISSN 1001-4268