Concepedia

Qiwei Yao

QY

66

Publications

3.7K

Citations

34

H-Index

1989

Active since

Affiliations

London School of Economics and Political Science(Current)

Peking University

University of Kent

Australian National University

Southwestern University of Finance and Economics

Qiwei Yao is an author at London School of Economics and Political Science specializing in statistics, engineering, and statistical inference.

Top concepts

EngineeringStatisticsStatistical InferenceData ScienceEstimation TheoryEconometricsFunctional Data AnalysisForecastingBusinessTime Series Econometrics

Publications per year

1989–2024

66

Publications

66

Functional-Coefficient Regression Models for Nonlinear Time Series

Zongwu Cai, Jianqing Fan, Qiwei Yao · Journal of the American Statistical Association · 2000 · 540 citations · Full text

Inference in Arch and Garch Models with Heavy-Tailed Errors

Peter Hall, Qiwei Yao · Econometrica · 2003 · 369 citations

Volatility Modeling, Engineering, Subsample Bootstrap +18

Estimation of latent factors for high-dimensional time series

Clifford Lam, Qiwei Yao, Neil Bathia · Biometrika · 2011 · 202 citations · Full text

Functional-Coefficient Regression Models for Nonlinear Time Series

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

Forecasting Methodology, Parameter Estimation, Engineering +15

Modelling multiple time series via common factors

Jiazhu Pan, Qiwei Yao · Biometrika · 2008 · 129 citations · Full text

Multiple Time Series, Statistical Signal Processing, Engineering +13

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