Yao, Qiwei

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). pp. 7-21. ISSN 0162-1459

Lam, Clifford and Yao, Qiwei (2012) Factor modelling for high dimensional time series: inference for the number of factors. Annals of statistics, 40 (2). pp. 694-726. ISSN 0090-5364

Lam, Clifford and Yao, Qiwei (2012) Factor modeling for high-dimensional time series: inference for the number of factors. Annals of statistics, 40 (2). pp. 694-726. ISSN 0090-5364

Lam, Clifford and Yao, Qiwei and Bathia, Neil (2011) Estimation of latent factors for high-dimensional time series. Biometrika, 98 (4). pp. 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). pp. 1025-1040. ISSN 0162-1459

Yao, Qiwei (2011) Discussion of "Feature matching in time series modeling" by Y. Xia and H. Tong. Statistical science, 26 (1). pp. 57-58. ISSN 0883-4237

Liu, Jun M. and Chen, Rong and Yao, Qiwei (2010) Nonparametric transfer function models. Journal of econometrics, 157 (1). pp. 151-164. ISSN 0304-4076

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

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). pp. 859-880. ISSN 1369-7412

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

Yao, Qiwei (2009) Chaos perspective of nonlinear time series: a selective review. In: Chan, Kung-Sik, (ed.) An exploration of a nonlinear world: an appreciation of Howell Tong’s contributions to statistics. World Scientific Publishing, Singapore, pp. 249-256. ISBN 9789812836274

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). pp. 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). pp. 45-56. ISSN 1938-7997

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

Polonik, Wolfgang and Yao, Qiwei (2008) Testing for multivariate volatility functions using minimum volume sets and inverse regression. Journal of econometrics, 147 (1). pp. 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). pp. 27-38. ISSN 1368-423X

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). pp. 679-702. ISSN 1369-7412

Pan, Jiazhu and Yao, Qiwei (2008) Modelling multiple time series via common factors. Biometrika, 95 (2). pp. 365-379. ISSN 0006-3444

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). pp. 367-380. ISSN 1938-7997

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). pp. 1282-1288. ISSN 0162-1459

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

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

Lu, Zudi and Tjøstheim, Dag and Yao, Qiwei (2007) Adaptive varying-coefficient linear models for stochastic processes: asymptotic theory. Statistica Sinica, 17 (1). pp. 177-198. ISSN 1017-0405

Yao, Qiwei and Brockwell, Peter J (2006) Gaussian maximum likelihood estimation for ARMA models I: time series. Journal of time series analysis, 27 (6). pp. 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). pp. 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. World Scientific, Singapore, pp. 87-97. ISBN 9789812561206

Hall, Peter and Yao, Qiwei (2005) Approximating conditional distribution functions using dimension reduction. Annals of statistics, 33 (3). pp. 1404-1421. ISSN 0090-5364

Wolff, Rodney C. and Yao, Qiwei and Tong, Howell (2004) Statistical tests for Lyapunov exponents of deterministic systems. Studies in nonlinear dynamics & econometrics, 8 (2). pp. 174-193. ISSN 1081-1826

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

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). pp. 813-821. ISSN 1541-0420

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

Wolff, Rodney C. and Yao, Qiwei and Tong, Howell (2003) Statistical tests for Lyapunov exponents of deterministic systems. In:.

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

Hall, Peter and Yao, Qiwei (2003) Inference in components of variance models with low replication. Annals of statistics, 31 (2). pp. 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). pp. 57-80. ISSN 1369-7412

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

Fan, Jianqing and Yao, Qiwei (2003) Nonlinear time series: nonparametric and parametric methods. Springer, New York, USA. ISBN 9780387261423

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. World Scientific, Singapore, pp. 118-128. ISBN 9789812383952

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). pp. 251-375. 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). pp. 51-63. ISSN 0378-3758

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, W. (2002) Set-indexed conditional empirical and quantile processes based on dependent data. Journal of multivariate analysis, 80 (2). pp. 234-255. ISSN 0047-259X

Yao, Qiwei and Hyndman, Rob J. (2002) Nonparametric estimation and symmetry tests for conditional density functions. Journal of nonparametric statistics, 14 (3). pp. 259-278. ISSN 1048-5252

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). pp. 367-371. ISSN 0960-3174

Yao, Qiwei and Finkenstädt, Bärbel F. and Tong, Howell (2001) A conditional density approach to the order determination of time series. Statistics and computing, 11 (3). pp. 229-240. 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). pp. 357-375. ISSN 1369-7412

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). pp. 2459-2467. ISSN 1471-2954

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). pp. 941-956. ISSN 0162-1459

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

Polonik, Wolfgang and Yao, Qiwei (2000) Conditional minimum volume predictive regions for stochastic processes. Journal of the American Statistical Association, 95 (450). pp. 509-519. ISSN 0162-1459

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). pp. 154-163. ISSN 0162-1459

Yao, Qiwei and Morgan, B J T (1999) Empirical transform estimation for indexed stochastic models. Journal of the Royal Statistical Society: series B (statistical methodology), 61 (1). pp. 127-141. ISSN 1369-7412

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

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). pp. 387-415. ISSN 0378-3758

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

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

Tong, Howell and Yao, Qiwei (1998) Threshold models. Encyclopaedia of statistical sciences, 2 pp. 664-666. ISSN 0960-3174

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

Yao, Qiwei (1996) Conditional boundary crossing probabilities and two-stage tests for a change-point. Scandinavian journal of statistics, 23 (4). pp. 511-525. ISSN 0303-6898

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

Yao, Qiwei and Tong, Howell (1995) On initial-condition sensitivity and prediction in nonlinear stochastic systems. Bulletin of the International Statistical Institute, 50 (4). pp. 395-412. ISSN 0074-8609

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

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). pp. 701-725. ISSN 1369-7412

Tong, Howell and Yao, Qiwei (1994) On prediction and chaos in stochastic systems. Philosophical transactions A: mathematical, physical and engineering sciences, 348 (1688). pp. 357-369. ISSN 1364-503X

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

Yao, Qiwei (1993) Tests for change-points with epidemic alternatives. Biometrika, 80 (1). pp. 179-191. ISSN 0006-3444

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

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). pp. 1-10. ISSN 1001-4268

Zhang, Y. and Yao, Qiwei (1991) Some maximal information and generalized maximal entropy priors. Chinese journal of applied probability and statistics, 7 pp. 192-200. ISSN 1001-4268

Yao, Qiwei (1989) Large deviations for boundary crossing probabilities of some random fields. Journal of mathematical research and exposition, 9 pp. 181-192. ISSN 1000-341X

Yao, Qiwei (1987) The MVUE and the MINQE(I, U) of variance components. Journal of Nanjing Institute of Technology, 17 pp. 111-122. ISSN 0254-4180