Concepedia

Qiwei Yao

QY

Statistics

Publications

70

Citations

4K

H-Index

35

Active since

1989

Affiliations

London School of Economics and Political Science(Current)

Peking University

Southwestern University of Finance and Economics

University of Kent

Australian National University

Qiwei Yao is an author at London School of Economics and Political Science specializing in time series analysis, econometrics, and computing.

ORCID

Publications per year

1989–2025

70

Publications

70

Functional-Coefficient Regression Models for Nonlinear Time Series

Zongwu Cai, Jianqing Fan, Qiwei Yao · Journal of the American Statistical Association · 2000 · 547 citations · Full text

, , +16

Inference in Arch and Garch Models with Heavy-Tailed Errors

Peter Hall, Qiwei Yao · Econometrica · 2003 · 377 citations · Full text

, , +17

Estimation of latent factors for high-dimensional time series

Clifford Lam, Qiwei Yao, Neil Bathia · Biometrika · 2011 · 209 citations · Full text

, , +8

Nonparametric estimation and symmetry tests for conditional density functions

Qiwei Yao, Rob J. Hyndman · London School of Economics and Political Science Research Online (London School of Economics and Political Science) · 2002 · 141 citations · Full text

, , +15

Functional-Coefficient Regression Models for Nonlinear Time Series

Zongwu Cai, Jianqing Fan, Qiwei Yao · Journal of the American Statistical Association · 2000 · 140 citations

, , +16

1–5 of 70