110 citations · 630 across the 32 of their papers we have counts for
Showing 2012Show all
3 papers · 1 filter
math.ST2012★ 60 cited
Identifying the finite dimensionality of curve time series
Neil Bathia, Qiwei Yao, Flavio Ziegelmann
The curve time series framework provides a convenient vehicle to accommodate some nonstationary features into a stationary setup. We propose a new method to identify the dimensiona…
math.ST2012★ 62 cited
Factor modeling for high-dimensional time series: Inference for the number of factors
Clifford Lam, Qiwei Yao
This paper deals with the factor modeling for high-dimensional time series based on a dimension-reduction viewpoint. Under stationary settings, the inference is simple in the sense…
stat.ME2012
Discussion of "Feature Matching in Time Series Modeling" by Y. Xia and H. Tong
Qiwei Yao
Discussion of "Feature Matching in Time Series Modeling" by Y. Xia and H. Tong [arXiv:1104.3073]