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Publications by Qiwei Yao

Modeling and Forecasting Daily Electricity Load Curves: A Hybrid Approach

Journal of the American Statistical Association

English

Principal Component Analysis for Second-Order Stationary Vector Time Series

Annals of Statistics

English

Nonparametric Transfer Function Models

Journal of Econometrics

Philosophy of Science

Applied Mathematics

English

Mini-Workshop: Semiparametric Modelling of Multivariate Economic Time Series With Changing Dynamics

Oberwolfach Reports

English

Data Tilting for Time Series

Journal of the Royal Statistical Society. Series B: Statistical Methodology

English

Functional-Coefficient Regression Models for Nonlinear Time Series

Journal of the American Statistical Association

English

Weighted Least Absolute Deviations Estimation for Arma Models With Infinite Variance

Econometric Theory

Social Sciences

English

Approximating Volatilities by Asymmetric Power Garch Functions

Australian and New Zealand Journal of Statistics

English

Modelling Multivariate Volatilities: An Ad Hoc Method

English