Qiwei Yao 个人学术档案 - 学术资源搜索

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	总计	2019 年至今
引用	11578	3760
h 指数	42	29
i10 指数	81	52

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Jinyuan Chang (常晋源)Southwestern University of Finance and Economics, Chinese Academy of Sciences在 swufe.edu.cn 的电子邮件经过验证
Liang PengDepartment of Risk Management and Insurance, Robinson College of Business, Georgia State University在 gsu.edu 的电子邮件经过验证
Zongwu CaiDepartment of Economics, University of Kansas在 ku.edu 的电子邮件经过验证
Yannig GoudeEDF R&D, LMO Université Paris-Saclay在 edf.fr 的电子邮件经过验证
Jiazhu PanUniversity of Strathclyde在 strath.ac.uk 的电子邮件经过验证
Zudi LuUniversity of Southampton, S3RI and School of Mathematical Sciences在 soton.ac.uk 的电子邮件经过验证
Rong ChenRong Chen, Professor of Statistics, Rutgers University在 stat.rutgers.edu 的电子邮件经过验证
Eric KolaczykProfessor, Department of Mathematics & Statistics, McGill University在 mcgill.ca 的电子邮件经过验证
Jian ZouWorcester Polytechnic Institute在 wpi.edu 的电子邮件经过验证
Flavio ZiegelmannUniversidade Federal do Rio Grande do Sul在 ufrgs.br 的电子邮件经过验证
Jens-Peter KreissProfessor für Mathematik, TU Braunschweig在 tu-bs.de 的电子邮件经过验证
Michael H. NeumannProfessor of Mathematical Statistics, Friedrich-Schiller-Universität Jena在 uni-jena.de 的电子邮件经过验证
Rob J HyndmanProfessor of Statistics, Monash University在 monash.edu 的电子邮件经过验证
Shaojun GuoInstitute of Statistics and Big Data, Renmin University of China在 ruc.edu.cn 的电子邮件经过验证
Nils Chr. StensethProfessor in ecology and evolution, University of Oslo, Norway在 mn.uio.no 的电子邮件经过验证
Tao ZouThe Australian National University在 anu.edu.au 的电子邮件经过验证
Barbel FinkenstadtProfessor of Statistics, University of Warwick UK在 warwick.ac.uk 的电子邮件经过验证
Jianfeng (Jeff) YaoThe Chinese University of Hong Kong (Shenzhen)在 cuhk.edu.cn 的电子邮件经过验证
B.J.T.MorganProfessor of Applied Statistics, University of Kent在 kent.ac.uk 的电子邮件经过验证
Jun M. LiuGeorgia Southern University在 georgiasouthern.edu 的电子邮件经过验证

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Qiwei Yao

London School of Economics

在 lse.ac.uk 的电子邮件经过验证 - 首页

Time series dimension reduction and factor models spatio-temporal modelling financial econometrics


标题按引用次数排序按年份排序按标题排序	引用次数引用次数	年份
Nonlinear time series: nonparametric and parametric methods J Fan, Q Yao Springer, 2003	3563*	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	788	2000
Efficient estimation of conditional variance functions in stochastic regression J Fan, Q Yao Biometrika 85 (3), 645-660, 1998	637	1998
Factor modeling for high-dimensional time series: inference for the number of factors C Lam, Q Yao The Annals of Statistics, 694-726, 2012	550	2012
Methods for estimating a conditional distribution function P Hall, RCL Wolff, Q Yao Journal of the American Statistical association 94 (445), 154-163, 1999	505	1999
Inference in ARCH and GARCH models with heavy–tailed errors P Hall, Q Yao Econometrica 71 (1), 285-317, 2003	471	2003
Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems J Fan, Q Yao, H Tong Biometrika 83 (1), 189-206, 1996	414	1996
Adaptive varying-coefficient linear models J Fan, Q Yao, Z Cai Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2003	302	2003
Estimation of latent factors for high-dimensional time series C Lam, Q Yao, N Bathia Biometrika 98 (4), 901-918, 2011	229	2011
Least absolute deviations estimation for ARCH and GARCH models L Peng, Q Yao Biometrika 90 (4), 967-975, 2003	227	2003
Asymmetric least squares regression estimation: A nonparametric approach Q Yao, H Tong Journal of nonparametric statistics 6 (2-3), 273-292, 1996	207	1996
Nonparametric estimation and symmetry tests for conditional density functions RJ Hyndman, Q Yao Journal of nonparametric statistics 14 (3), 259-278, 2002	171	2002
Modelling multiple time series via common factors J Pan, Q Yao Biometrika 95 (2), 365-379, 2008	161	2008
Linearity testing using local polynomial approximation V Hjellvik, Q Yao, D Tjøstheim Journal of Statistical Planning and Inference 68 (2), 295-321, 1998	150	1998
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	144	2013
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	131	1994
Tests for change-points with epidemic alternatives Q Yao Biometrika 80 (1), 179-191, 1993	129	1993
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	123	2011
Modelling multivariate volatilities via conditionally uncorrelated components J Fan, M Wang, Q Yao Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2008	113	2008
To How Many Simultaneous Hypothesis Tests Can Normal, Student's t or Bootstrap Calibration Be Applied? J Fan, P Hall, Q Yao Journal of the American Statistical Association 102 (480), 1282-1288, 2007	102	2007

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