Narrow search
Showing 1 - 10 of 19
Cover Image
Nonlinear time series : nonparametric and parametric methods
Fan, Jianqing; Yao, Qiwei - 2005
Persistent link: https://www.econbiz.de/10002759942
Cover Image
High dimensional stochastic regression with latent factors, endogeneity and nonlinearity
Chang, Jinyuan; Guo, Bin; Yao, Qiwei - In: Journal of econometrics 189 (2015) 2, pp. 297-312
Persistent link: https://www.econbiz.de/10011504536
Cover Image
Estimation for double-nonlinear cointegration
Lin, Yingqian; Tu, Yundong; Yao, Qiwei - In: Journal of econometrics 216 (2020) 1, pp. 175-191
Persistent link: https://www.econbiz.de/10012439669
Cover Image
Nonparametric transfer function models
Liu, Jun M.; Chen, Rong; Yao, Qiwei - In: Journal of econometrics 157 (2010) 1, pp. 151-164
Persistent link: https://www.econbiz.de/10008661724
Cover Image
An autocovariance-based learning framework for high-dimensional functional time series
Chang, Jinyuan; Chen, Cheng; Qiao, Xinghao; Yao, Qiwei - In: Journal of econometrics 239 (2024) 2, pp. 1-25
Persistent link: https://www.econbiz.de/10015074461
Cover Image
Nonparametric transition-based tests for jump diffusions
Aït-Sahalia, Yacine; Fan, Jianqing; Peng, Heng - In: Journal of the American Statistical Association : JASA 104 (2009) 487, pp. 1102-1116
Persistent link: https://www.econbiz.de/10003902802
Cover Image
Analysis of longitudinal data with semiparametric estimation of covariance function
Fan, Jianqing; Huang, Tao; Li, Runze - In: Journal of the American Statistical Association : JASA 102 (2007) 478, pp. 632-641
Persistent link: https://www.econbiz.de/10003490446
Cover Image
Option pricing with model-guided nonparametric methods
Fan, Jianqing; Mancini, Loriano - In: Journal of the American Statistical Association : JASA 104 (2009) 488, pp. 1351-1372
Persistent link: https://www.econbiz.de/10003992951
Cover Image
Aggregation of nonparametric estimators for volatility matrix
Fan, Jianqing; Fan, Yingying; Lv, Jinchi - In: Journal of financial econometrics : official journal of … 5 (2007) 3, pp. 321-357
Persistent link: https://www.econbiz.de/10003518410
Cover Image
Nonparametric independence screening in sparse ultra-high-dimensional additive models
Fan, Jianqing; Yang, Feng; Song, Rui - In: Journal of the American Statistical Association : JASA 106 (2011) 494, pp. 544-557
Persistent link: https://www.econbiz.de/10009267689