Qiwei Yao
Qiwei Yao
Η διεύθυνση ηλεκτρονικού ταχυδρομείου έχει επαληθευτεί στον τομέα lse.ac.uk - Αρχική σελίδα
Παρατίθεται από
Παρατίθεται από
Nonlinear time series: nonparametric and parametric methods
J Fan, Q Yao
Springer, 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
Efficient estimation of conditional variance functions in stochastic regression
J Fan, Q Yao
Biometrika 85 (3), 645-660, 1998
Methods for estimating a conditional distribution function
P Hall, RCL Wolff, Q Yao
Journal of the American Statistical association 94 (445), 154-163, 1999
Inference in ARCH and GARCH models with heavy–tailed errors
P Hall, Q Yao
Econometrica 71 (1), 285-317, 2003
Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems
J Fan, Q Yao, H Tong
Biometrika 83 (1), 189-206, 1996
Factor modeling for high-dimensional time series: inference for the number of factors
C Lam, Q Yao
The Annals of Statistics, 694-726, 2012
Adaptive varying‐coefficient linear models
J Fan, Q Yao, Z Cai
Journal of the Royal Statistical Society: series B (statistical methodology …, 2003
Least absolute deviations estimation for ARCH and GARCH models
L Peng, Q Yao
Biometrika 90 (4), 967-975, 2003
Nonparametric estimation and symmetry tests for conditional density functions
RJ Hyndman, Q Yao
Journal of nonparametric statistics 14 (3), 259-278, 2002
Asymmetric least squares regression estimation: A nonparametric approach
Q Yao, H Tong
Journal of nonparametric statistics 6 (2-3), 273-292, 1996
Estimation of latent factors for high-dimensional time series
C Lam, Q Yao, N Bathia
Biometrika 98 (4), 901-918, 2011
Linearity testing using local polynomial approximation
V Hjellvik, Q Yao, D Tjøstheim
Journal of Statistical Planning and Inference 68 (2), 295-321, 1998
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
Modelling multiple time series via common factors
J Pan, Q Yao
Biometrika 95 (2), 365-379, 2008
Tests for change-points with epidemic alternatives
Q Yao
Biometrika 80 (1), 179-191, 1993
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
Modelling multivariate volatilities via conditionally uncorrelated components
J Fan, M Wang, Q Yao
Journal of the Royal Statistical Society: series B (statistical methodology …, 2008
On subset selection in non-parametric stochastic regression
Q Yao, H Tong
Statistica Sinica, 51-70, 1994
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
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