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Theory and Methods - Functional-Coefficient Regression Models for Nonlinear Time Series
Cai, Zongwu; Fan, Jianqing; Yao, Qiwei - In: Journal of the American Statistical Association : JASA 95 (2000) 451, pp. 941-956
Persistent link: https://www.econbiz.de/10006623155
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To How Many Simultaneous Hypothesis Tests Can Normal, Student's t or Bootstrap Calibration Be Applied?
Fan, Jianqing; Hall, Peter; Yao, Qiwei - In: Journal of the American Statistical Association : JASA 102 (2007) 480, pp. 1282-1288
Persistent link: https://www.econbiz.de/10007897768
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Theory and Methods - Conditional Minimum Volume Predictive Regions For Stochastic Processes
Polonik, Wolfgang; Yao, Qiwei - In: Journal of the American Statistical Association : JASA 95 (2000) 450, pp. 509-519
Persistent link: https://www.econbiz.de/10006624011
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Theory and Methods - Methods for Estimating a Conditional Distribution Function
Hall, Peter; Wolff, Rodney C.L.; Yao, Qiwei - In: Journal of the American Statistical Association : JASA 94 (1999) 445, pp. 154-163
Persistent link: https://www.econbiz.de/10006627270
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Nonparametric regression under dependent errors with infinite variance
Peng, Liang; Yao, Qiwei - In: Annals of the Institute of Statistical Mathematics : AISM 56 (2004) 4, pp. 73-86
Persistent link: https://www.econbiz.de/10006550171
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Nonparametric regression - Nonparametric regession under dependent errors with infinite variance
Peng, Liang; Yao, Qiwei - In: Annals of the Institute of Statistical Mathematics : AISM 56 (2004) 1, pp. 73-86
Persistent link: https://www.econbiz.de/10006550712
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Large Volatility Matrix Inference via Combining Low-Frequency and High-Frequency Approaches
Tao, Minjing; Wang, Yazhen; Yao, Qiwei; Zou, Jian - In: Journal of the American Statistical Association : JASA 106 (2011) 495, pp. 1025-1041
Persistent link: https://www.econbiz.de/10009797116
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WEIGHTED LEAST ABSOLUTE DEVIATIONS ESTIMATION FOR ARMA MODELS WITH INFINITE VARIANCE
Pan, Jiazhu; Wang, Hui; Yao, Qiwei; Adler, R.J.; … - In: Econometric theory 23 (2007) 5, pp. 852-879
Persistent link: https://www.econbiz.de/10007762703
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Estimating GARCH models: when to use what?
Huang, Da; Wang, Hansheng; Yao, Qiwei - In: The econometrics journal 11 (2008) 1, pp. 27-38
Persistent link: https://www.econbiz.de/10007916434
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Testing for multivariate volatility functions using minimum volume sets and inverse regression
Polonik, Wolfgang; Yao, Qiwei - In: Journal of econometrics 147 (2008) 1, pp. 151-162
Persistent link: https://www.econbiz.de/10008143196