1 citations · 1 across the 5 of their papers we have counts for
4 papers · 1 filter
Convergence of covariance and spectral density estimates for high-dimensional functional time series
Bufan Li, Xinghao Qiao, Weichi Wu +1
Second-order characteristics including covariance and spectral density functions are fundamentally important for both statistical applications and theoretical analysis in functiona…
Weight-calibrated estimation for factor models of high-dimensional time series
Xinghao Qiao, Zihan Wang, Qiwei Yao +1
The factor modeling for high-dimensional time series is powerful in discovering latent common components for dimension reduction and information extraction. Most available estimati…
On a new robust method of inference for general time series models
Zihan Wang, Xinghao Qiao, Dong Li +1
In this article, we propose a novel logistic quasi-maximum likelihood estimation (LQMLE) for general parametric time series models. Compared to the classical Gaussian QMLE and exis…
Large covariance matrix estimation with factor-assisted variable clustering
Dong Li, Xinghao Qiao, Cheng Yu
This paper studies the covariance matrix estimation for high-dimensional time series within a new framework that combines low-rank factor and latent variable-specific cluster struc…