LSE creators

Number of items: 109.
None
  • Huang, Da, Yao, Qiwei, Zhang, Rongmao (2020). Krigings over space and time based on latent low-dimensional structures. Science China Mathematics, https://doi.org/10.1007/s11425-019-1606-2
  • Robinson, Peter, Yao, Qiwei, Zhang, Rongmao (2018). Identifying Cointegration by Eigenanalysis. [Dataset]. figshare. https://doi.org/10.6084/m9.figshare.6080924
  • Kontoghiorghes, Erricos J., Van Dijk, Herman K., Belsley, David A., Bollerslev, Tim, Diebold, Francis X., Dufour, Jean-Marie, Engle, Robert F., Harvey, Andrew, Koopman, Siem Jan & Pesaran, Hashem et al (2014). CFE network: the annals of computational and financial econometrics. Computational Statistics and Data Analysis, 76, 1-3. https://doi.org/10.1016/j.csda.2014.04.006
  • Sgouropoulos, Nikolaos, Yao, Qiwei, Yastremiz, Claudia (2013). Matching quantiles estimation. London School of Economics and Political Science.
  • Yao, Qiwei (2011). Discussion of "Feature matching in time series modeling" by Y. Xia and H. Tong. Statistical Science, 26(1), 57-58. https://doi.org/10.1214/11-STS345D
  • Fan, Jian-qing, Peng, Liang, Yao, Qiwei, Zhang, Wenyang (2009). Approximating conditional density functions using dimension reduction. Acta Mathematicae Applicatae Sinica, English Series, 25(3), 445-456. https://doi.org/10.1007/s10255-008-8815-1
  • 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 (pp. 249-256). World Scientific (Firm).
  • Wolff, Rodney C., Yao, Qiwei, Tong, Howell (2003-06-06 - 2003-06-07) Statistical tests for Lyapunov exponents of deterministic systems [Paper]. Cofin 2000 Final Workshop, Bressanone, Italy, ITA.
  • Fan, Jianqing, Yao, Qiwei (2003). Nonlinear time series: nonparametric and parametric methods. Springer Berlin / Heidelberg.
  • Yao, Qiwei, Finkenstädt, Bärbel F., Tong, Howell (2001). A conditional density approach to the order determination of time series. Statistics and Computing, 11(3), 229-240. https://doi.org/10.1023/A:1016600304293
  • Yao, Qiwei, Morgan, B J T (1999). Empirical transform estimation for indexed stochastic models. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 61(1), 127-141. https://doi.org/10.1111/1467-9868.00167
  • Tong, Howell, Yao, Qiwei (1998). Threshold models. In Encyclopedia of Statistical Sciences (pp. 664-666). https://doi.org/10.1002/0471667196.ess0744.pub2
  • 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.
  • Yao, Qiwei (1993). Tests for change-points with epidemic alternatives. Biometrika, 80(1), 179-191. https://doi.org/10.1093/biomet/80.1.179
  • Yao, Qiwei (1993). Asymptotically optimal ditiction of a change in a linear model. Sequential Analysis, 12(3-4), 201-210. https://doi.org/10.1080/07474949308836279
  • Sun, Y., 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.
  • Zhang, Y., Yao, Qiwei (1991). Some maximal information and generalized maximal entropy priors. Chinese Journal of Applied Probability and Statistics, 7, 192-200.
  • Yao, Qiwei (1989). Large deviations for boundary crossing probabilities of some random fields. Journal of Mathematical Research and Exposition, 9, 181-192.
  • Yao, Qiwei (1987). The MVUE and the MINQE(I, U) of variance components. Journal of Nanjing Institute of Technology, 17, 111-122.
    • Public
  • Zhang, Bo, Hao, Sixing, Yao, Qiwei (2025). Blind source separation over space: an eigenanalysis approach. Statistica Sinica, 35, 2373 - 2390. https://doi.org/10.5705/ss.202023.0157 picture_as_pdf
  • Jiang, Binyan, Leng, Chenlei, Yan, Ting, Yao, Qiwei, Yu, Xinyang (2025). A two-way heterogeneity model for dynamic networks. Annals of Statistics, 53(6), 2617 - 2641. https://doi.org/10.1214/25-aos2557 picture_as_pdf
  • Chang, Jinyuan, Fang, Qin, Qiao, Xinghao, Yao, Qiwei (2024). On the Modeling and Prediction of High-Dimensional Functional Time Series. Journal of the American Statistical Association, 1-15. https://doi.org/10.1080/01621459.2024.2413201 picture_as_pdf
  • Chang, Jinyuan, Hu, Qiao, Kolaczyk, Eric D., Yao, Qiwei, Yi, Fengting (2024). Edge differentially private estimation in the β-model via jittering and method of moments. Annals of Statistics, 52(2), 708 - 728. https://doi.org/10.1214/24-AOS2365 picture_as_pdf
  • Zhou, Yunzhe, Shi, Chengchun, Li, Lexin, Yao, Qiwei (2023). Testing for the Markov property in time series via deep conditional generative learning. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 85(4), 1204 - 1222. https://doi.org/10.1093/jrsssb/qkad064 picture_as_pdf
  • Jiang, Binyan, Li, Jialiang, Yao, Qiwei (2023). Autoregressive networks. Journal of Machine Learning Research, picture_as_pdf
  • Zhang, Bo, Pan, Guangming, Yao, Qiwei, Wang, Jian-Zhou (2023). Factor modelling for clustering high-dimensional time series. Journal of the American Statistical Association, https://doi.org/10.1080/01621459.2023.2183132 picture_as_pdf
  • Chang, Jinyuan, Chen, Cheng, Qiao, Xinghao, Yao, Qiwei (2023). An autocovariance-based learning framework for high-dimensional functional time series. Journal of Econometrics, 239(2). https://doi.org/10.1016/j.jeconom.2023.01.007 picture_as_pdf
  • Chang, Jinyuan, Zhang, Henry, Yang, Lin, Yao, Qiwei (2023). Modelling matrix time series via a tensor CP-decomposition. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 85(1), 127 – 148. https://doi.org/10.1093/jrsssb/qkac011 picture_as_pdf
  • Hana, Yuefeng, Chenb, Rong, Zhangb, Cun-Hui, Yao, Qiwei (2023). Simultaneous decorrelation of matrix time series. Journal of the American Statistical Association, https://doi.org/10.1080/01621459.2022.2151448 picture_as_pdf
  • Chang, Jinyuan, Cheng, Guanghui, Yao, Qiwei (2022). Testing for unit roots based on sample autocovariances. Biometrika, 109(2), 543 - 550. https://doi.org/10.1093/biomet/asab034 picture_as_pdf
  • Yao, Qiwei (12 May 2022) Counterparty credit risk management: estimating extreme quantiles for a bank. LSE Business Review. picture_as_pdf
  • Chang, Jinyuan, Kolaczyk, Eric D., Yao, Qiwei (2022). Estimation of subgraph densities in noisy networks. Journal of the American Statistical Association, 117(537), 361 - 374. https://doi.org/10.1080/01621459.2020.1778482 picture_as_pdf
  • Xu, Xiuqin, Chen, Ying, Goude, Yannig, Yao, Qiwei (2021). Day-ahead probabilistic forecasting for French half-hourly electricity loads and quantiles for curve-to-curve regression. Applied Energy, 301, https://doi.org/10.1016/j.apenergy.2021.117465 picture_as_pdf
  • Tu, Yundong, Yao, Qiwei, Zhang, Rongmao (2020). Error-correction factor models for high-dimensional cointegrated time series. Statistica Sinica, 30(3), 1463 - 1484. https://doi.org/10.5705/ss.202017.0250 picture_as_pdf
  • Lin, Yingqian, Tu, Yundong, Yao, Qiwei (2020). Estimation for double-nonlinear cointegration. Journal of Econometrics, 216(1), 175 - 191. https://doi.org/10.1016/j.jeconom.2020.01.012 picture_as_pdf
  • Li, Zeng, Lam, Clifford, Yao, Jianfeng, Yao, Qiwei (2019). On testing for high-dimensional white noise. Annals of Statistics, 47(6), 3382 - 3412. https://doi.org/10.1214/18-AOS1782 picture_as_pdf
  • Zhang, Rongmao, Robinson, Peter, Yao, Qiwei (2019). Identifying cointegration by eigenanalysis. Journal of the American Statistical Association, 114(526), 916 - 927. https://doi.org/10.1080/01621459.2018.1458620
  • Gao, Zhaoxing, Ma, Yingying, Wang, Hansheng, Yao, Qiwei (2019). Banded spatio-temporal autoregressions. Journal of Econometrics, 208(1), 211-230. https://doi.org/10.1016/j.jeconom.2018.09.012 picture_as_pdf
  • Ke, Yuan, Li, Degui, Yao, Qiwei (2018). Nonlinear regression estimation using subset-based kernel principal components. Statistica Sinica, 28(4), 2771-2794. https://doi.org/10.5705/ss.202016.0369 picture_as_pdf
  • Chang, Jinyuan, Guo, Bin, Yao, Qiwei (2018). Principal component analysis for second-order stationary vector time series. Annals of Statistics, 46(5), 2094-2124. https://doi.org/10.1214/17-AOS1613
  • Chang, Jinyuan, Qiu, Yumou, Yao, Qiwei, Zou, Tao (2018). Confidence regions for entries of a large precision matrix. Journal of Econometrics, 206(1), 57-82. https://doi.org/10.1016/j.jeconom.2018.03.020
  • Peng, Liang, Yao, Qiwei (2017). Estimating conditional means with heavy tails. Statistics and Probability Letters, 127, 14-22. https://doi.org/10.1016/j.spl.2017.03.023
  • Gao, Wei, Bergsma, Wicher, Yao, Qiwei (2017). Estimation for dynamic and static panel probit models with large individual effects. Journal of Time Series Analysis, 38(2), 266-284. https://doi.org/10.1111/jtsa.12178
  • Chang, Jinyuan, Yao, Qiwei, Zhou, Wen (2017). Testing for high-dimensional white noise using maximum cross-correlations. Biometrika, 104(1), 111 - 127. https://doi.org/10.1093/biomet/asw066
  • Guo, Shaojun, Wang, Yazhen, Yao, Qiwei (2016). High-dimensional and banded vector autoregressions. Biometrika, 103(4), 889-903. https://doi.org/10.1093/biomet/asw046
  • Dou, Baojun, Parrella, Maria Lucia, Yao, Qiwei (2016). Generalized Yule–Walker estimation for spatio-temporal models with unknown diagonal coefficients. Journal of Econometrics, 194(2), 369-382. https://doi.org/10.1016/j.jeconom.2016.05.014
  • Li, Weiming, Gao, Jing, Li, Kunpeng, Yao, Qiwei (2016). Modelling multivariate volatilities via latent common factors. Journal of Business and Economic Statistics, 34(4), 564-573. https://doi.org/10.1080/07350015.2015.1092975
  • Chang, Jinyuan, Guo, Bin, Yao, Qiwei (2015). High dimensional stochastic regression with latent factors, endogeneity and nonlinearity. Journal of Econometrics, 189(2), 297-312. https://doi.org/10.1016/j.jeconom.2015.03.024
  • Gong, Jinguo, Li, Yadong, Peng, Liang, 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. https://doi.org/10.1111/rssb.12103
  • Sgouropoulos, Nikolaos, Yao, Qiwei, Yastremiz, Claudia (2015). Matching a distribution by matching quantiles estimation. Journal of the American Statistical Association, 110(510), 742 - 759. https://doi.org/10.1080/01621459.2014.929522
  • Wu, Billy, Yao, Qiwei, Zhu, Shiwu (2013). Estimation in the presence of many nuisance parameters: composite likelihood and plug-in likelihood. Stochastic Processes and Their Applications, 123(7), 2877-2896. https://doi.org/10.1016/j.spa.2013.03.017
  • Cho, Haeran, Goude, Yannig, Brossat, Xavier, Yao, Qiwei (2013). Modeling and forecasting daily electricity load curves: a hybrid approach. Journal of the American Statistical Association, 108(501), 7-21. https://doi.org/10.1080/01621459.2012.722900
  • Lam, Clifford, Yao, Qiwei (2012). Factor modeling for high-dimensional time series: inference for the number of factors. Annals of Statistics, 40(2), 694-726. https://doi.org/10.1214/12-AOS970
  • Lam, Clifford, Yao, Qiwei, Bathia, Neil (2011). Estimation of latent factors for high-dimensional time series. Biometrika, 98(4), 901-18. https://doi.org/10.1093/biomet/asr048
  • Tao, Minjing, Wang, Yahzen, Yao, Qiwei, 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. https://doi.org/10.1198/jasa.2011.tm10276
  • Liu, Jun M., Chen, Rong, Yao, Qiwei (2010). Nonparametric transfer function models. Journal of Econometrics, 157(1), 151-164. https://doi.org/10.1016/j.jeconom.2009.10.029
  • Bathia, Neil, Yao, Qiwei, Ziegelmann, Flavio (2010). Identifying the finite dimensionality of curve time series. Annals of Statistics, 38(6), 3352-3386. https://doi.org/10.1214/10-AOS819
  • Lu, Zudi, Steinskog, Dag Johan, Tjøstheim, Dag, Yao, Qiwei (2009). Adaptively varying-coefficient spatiotemporal models. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 71(4), 859-880. https://doi.org/10.1111/j.1467-9868.2009.00710.x
  • Penzer, Jeremy, Wang, Mingjin, Yao, Qiwei (2009). Approximating volatilities by asymmetric power GARCH functions. Australian and New Zealand Journal of Statistics, 51(2), 201-225. https://doi.org/10.1111/j.1467-842X.2009.00542.x
  • Li, Qiaoling, Pan, Jiazhu, Yao, Qiwei (2009). On determination of cointegration ranks. Statistics and Its Interface, 2(1), 45-56.
  • Lu, Zudi, Tjostheim, Dag, Yao, Qiwei (2008). Spatial smoothing, Nugget effect and infill asymptotics. Statistics and Probability Letters, 78(18), 3145-3151. https://doi.org/10.1016/j.spl.2008.06.002
  • Polonik, Wolfgang, Yao, Qiwei (2008). Testing for multivariate volatility functions using minimum volume sets and inverse regression. Journal of Econometrics, 147(1), 151-162. https://doi.org/10.1016/j.jeconom.2008.09.003
  • Huang, Da, Wang, Hansheng, Yao, Qiwei (2008). Estimating GARCH models: when to use what? Econometrics Journal, 11(1), 27-38. https://doi.org/10.1111/j.1368-423X.2008.00229.x
  • Kreiss, Jens-Peter, Neumann, Michael H., Yao, Qiwei (2008). Bootstrap tests for simple structures in nonparametric time series regression. Statistics and Its Interface, 1(2), 367-380.
  • Pan, Jiazhu, Yao, Qiwei (2008). Modelling multiple time series via common factors. Biometrika, 95(2), 365-379. https://doi.org/10.1093/biomet/asn009
  • Fan, Jianqing, Wang, Mingjin, Yao, Qiwei (2008). Modelling multivariate volatilities via conditionally uncorrelated components. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 70(4), 679-702. https://doi.org/10.1111/j.1467-9868.2008.00654.x
  • An, Hongzhi, Huang, Da, Yao, Qiwei, Zhang, Cun-Hui (2008). Stepwise searching for feature variables in high-dimensional linear regression. London School of Economics and Political Science.
  • Fan, Jianqing, Hall, Peter, 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. https://doi.org/10.1198/016214507000000969
  • Pan, Jiazhu, Wang, Hui, Yao, Qiwei (2007). Weighted least absolute deviations estimation for ARMA models with infinite variance. Econometric Theory, 23(5), 852-879. https://doi.org/10.1017/S0266466607070363
  • Lu, Zudi, Lundervold, Arvid, Tjøstheim, Dag, Yao, Qiwei (2007). Exploring spatial nonlinearity using additive approximation. Bernoulli, 13(2), 447-472. https://doi.org/10.3150/07-BEJ5093
  • Lu, Zudi, Tjøstheim, Dag, Yao, Qiwei (2007). Adaptive varying-coefficient linear models for stochastic processes: asymptotic theory. Statistica Sinica, 17(1), 177-198.
  • Yao, Qiwei, Brockwell, Peter J (2006). Gaussian maximum likelihood estimation for ARMA models. I. Time series. Journal of Time Series Analysis, 27(6), 857 - 875. https://doi.org/10.1111/j.1467-9892.2006.00492.x
  • Yao, Qiwei, Brockwell, Peter J (2006). Gaussian maximum likelihood estimation for ARMA models II: spatial processes. Bernoulli, 12(4), 403-429. https://doi.org/10.3150/bj/1151525128
  • Wang, Mingjin, Yao, Qiwei (2005). Modelling multivariate volatilities: an ad hoc method. In Fan, Jianqing, Li, Gang (Eds.), Contemporary Multivariate Analysis and Experimental Designs: in Celebration of Professor Kai-Tai Fang's 65th Birthday (pp. 87-97). World Scientific (Firm).
  • Hall, Peter, Yao, Qiwei (2005). Approximating conditional distribution functions using dimension reduction. Annals of Statistics, 33(3), 1404-1421. https://doi.org/10.1214/009053604000001282
  • Wolff, Rodney C., Yao, Qiwei, Tong, Howell (2004). Statistical tests for Lyapunov exponents of deterministic systems. Studies in Nonlinear Dynamics and Econometrics, 8(2), 174 - 193.
  • Peng, Liang, Yao, Qiwei (2004). Nonparametric regression under dependent errors with infinite variance. Annals of the Institute of Statistical Mathematics, 56(1), 73-86. https://doi.org/10.1007/BF02530525
  • Zhang, Wenyang, Yao, Qiwei, Tong, Howell, Stenseth, Nils Chr (2003). Smoothing for spatiotemporal models and its application to modeling Muskrat-Mink interaction. Biometrics, 59(4), 813-821. https://doi.org/10.1111/j.0006-341X.2003.00095.x
  • Hall, Peter, Yao, Qiwei (2003). Date tilting for time series. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 65(2), 425-442. https://doi.org/10.1111/1467-9868.00394
  • Peng, Liang, Yao, Qiwei (2003). Least absolute deviations estimation for ARCH and GARCH models. Biometrika, 90(4), 967-975. https://doi.org/10.1093/biomet/90.4.967
  • Hall, Peter, Yao, Qiwei (2003). Inference in components of variance models with low replication. Annals of Statistics, 31(2), 414-441.
  • Fan, Jianqing, Yao, Qiwei, Cai, Zongwu (2003). Adaptive varying co-efficient linear models. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 65(1), 57-80. https://doi.org/10.1111/1467-9868.00372
  • Hall, Peter, Yao, Qiwei (2003). Inference in ARCH and GARCH models with heavy-tailed errors. Econometrica, 71(1), 285-317. https://doi.org/10.1111/1468-0262.00396
  • Yao, Qiwei (2003). Exponential inequalities for spatial processes and uniform convergence rates for density estimation. In Zhang, Heping, Huang, Jiang (Eds.), Development of Modern Statistics and Related Topics: in Celebration of Prof. Yaoting Zhang's 70th Birthday (pp. 118-128). World Scientific (Firm).
  • Hall, Peter, Peng, Liang, Yao, Qiwei (2002). Prediction and nonparametric estimation for time series with heavy tails. Journal of Time Series Analysis, 23(3), 313-331. https://doi.org/10.1111/1467-9892.00266
  • Hall, Peter, Peng, Liang, Yao, Qiwei (2002). Moving-maximum models for extrema of time series. Journal of Statistical Planning and Inference, 103(1-2), 51-63. https://doi.org/10.1016/S0378-3758(01)00197-5
  • Yao, Qiwei, Polonik, Wolfgang (2002). Set-indexed conditional empirical and quantile processes based on dependent data. Journal of Multivariate Analysis, 80(2), 234-255. https://doi.org/10.1006/jmva.2001.1988
  • Tong, Howell, Stenseth, Nils Chr, 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.
  • Yao, Qiwei, Hyndman, Rob J. (2002). Nonparametric estimation and symmetry tests for conditional density functions. Journal of Nonparametric Statistics, 14(3), 259-278. https://doi.org/10.1080/10485250212374
  • Yao, Qiwei, Yang, Wengyan, Tong, Howell (2001). Bootstrap estimation of actual significance levels for tests based on estimated nuisance parameters. Statistics and Computing, 11(4), 367-371. https://doi.org/10.1023/A:1011977221590
  • Cai, Zongwu, Yao, Qiwei, Zhang, Wenyang (2001). Smoothing for discrete-valued time series. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 63(2), 357-375. https://doi.org/10.1111/1467-9868.00290
  • Yao, Qiwei, Tong, Howell, Finkenstädt, Bärbel, Stenseth, Nils Chr (2000). Common structure in panels of short time series. Proceedings of the Royal Society: B Biological Sciences, 267(1460), 2459-2467. https://doi.org/10.1098/rspb.2000.1306
  • Cai, Zongwu, Fan, Jianqing, Yao, Qiwei (2000). Functional-coefficient regression models for nonlinear time series. Journal of the American Statistical Association, 95(451), 941-956. https://doi.org/10.1080/01621459.2000.10474284
  • Tong, Howell, Yao, Qiwei (2000). Nonparametric estimation of ratios of noise to signal in stochastic regression. Statistica Sinica, 10(3), 751-770.
  • Polonik, Wolfgang, Yao, Qiwei (2000). Conditional minimum volume predictive regions for stochastic processes. Journal of the American Statistical Association, 95(450), 509-519. https://doi.org/10.2307/2669395
  • Fan, Jianqing, Yao, Qiwei, Cai, Zongwu (2000). Adaptive varying-coefficient linear models. (EM 388). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Hall, Peter, Wolff, Rodney C. L., Yao, Qiwei (1999). Methods for estimating a conditional distribution function. Journal of the American Statistical Association, 94(445), 154-163.
  • Fan, Jianqing, Yao, Qiwei (1998). Efficient estimation of conditional variance functions in stochastic regression. Biometrika, 85(3), 645-660. https://doi.org/10.1093/biomet/85.3.645
  • Tong, Howell, Yao, Qiwei (1998). Cross-validatory bandwidth selection for regression estimation based on dependent data. Journal of Statistical Planning and Inference, 68(2), 387-415. https://doi.org/10.1016/S0378-3758(97)00151-1
  • Hjellvik, Vidar, Yao, Qiwei, Tjostheim, Dag (1998). Linearity testing using local polynominal approximation. Journal of Statistical Planning and Inference, 68(2), 295-321. https://doi.org/10.1016/S0378-3758(97)00146-8
  • Yao, Qiwei, Tong, Howell (1998). A bootstrap detection for operational determinism. Physica D: Nonlinear Phenomena, 115(1/2), 49-58. https://doi.org/10.1016/S0167-2789(97)00228-5
  • Fan, Jianqing, Yao, Qiwei, Tong, Howell (1996). Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems. Biometrika, 83(1), 189-206. https://doi.org/10.1093/biomet/83.1.189
  • Yao, Qiwei, Tong, Howell (1996). Asymmetric least squares regression estimation: a nonparametric approach. Journal of Nonparametric Statistics, 6(2-3), 273-292. https://doi.org/10.1080/10485259608832675
  • Yao, Qiwei (1996). Conditional boundary crossing probabilities and two-stage tests for a change-point. Scandinavian Journal of Statistics, 23(4), 511-525.
  • Yao, Qiwei, Tong, Howell (1995). On initial-condition sensitivity and prediction in nonlinear stochastic systems. Bulletin of the International Statistical Institute, 50(4), 395-412.
  • Yao, Qiwei, Tong, Howell (1994). On subset selection in non-parametric stochastic regression. Statistica Sinica, 4(1), 51-70.
  • Tong, Howell, Yao, Qiwei (1994). On prediction and chaos in stochastic systems. Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences, 348(1688), 357-369. https://doi.org/10.1098/rsta.1994.0096
  • Yao, Qiwei, 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.
    • Restricted
  • Chang, Jinyuan, Du, Yue, Huang, Guanglin, Yao, Qiwei (2025). Identification and estimation for matrix time series CP-factor models. Annals of Statistics, picture_as_pdf