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Weighted least absolute deviations estimation for ARMA models with infinite variance
Pan, Jiazhu; Wang, Hui; Yao, Qiwei - In: Econometric theory 23 (2007) 5, pp. 852-879
Persistent link: https://www.econbiz.de/10003549656
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Estimation for a nonstationary semi-strong GARCH (1,1) model with heavy-tailed errors
Linton, Oliver; Pan, Jiazhu; Wang, Hui - In: Econometric theory 26 (2010) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10003968440
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Exponential inequalities for spatial processes and uniform convergence rates for density estimation
Yao, Qiwei (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001755609
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Adaptive varying-coefficient linear models
Fan, Jianqing; Yao, Qiwei; Cai, Zongwu - 2000
Persistent link: https://www.econbiz.de/10001551042
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Gaussian maximum likelihood estimation for ARMA models I
Yao, Qiwei (contributor); Brockwell, Peter J. (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001755611
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Gaussian maximum likelihood estimation for ARMA models ; 1
Yao, Qiwei (contributor); Brockwell, Peter J. (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001755619
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Gaussian maximum likelihood estimation for ARMA models ; 2
Yao, Qiwei (contributor); Brockwell, Peter J. (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001755622
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Least absolute deviations estimation for ARCH and GARCH models
Peng, Liang (contributor); Yao, Qiwei (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001755629
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Estimating conditional distribution functions using dimension reduction
Hall, Peter (contributor); Yao, Qiwei (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001755567
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Statistical tests for Lyapunov exponents of deterministic systems
Wolff, Rodney; Yao, Qiwei; Tong, Howell - 2003
Persistent link: https://www.econbiz.de/10001876295