5 citations · 6 across the 4 of their papers we have counts for
5 papers
Time Series Gaussian Chain Graph Models
Qin Fang, Xinghao Qiao, Zihan Wang
Time series graphical models have recently received considerable attention for characterizing (conditional) dependence structures in multivariate time series. In many applications,…
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…
Factor-guided estimation of large covariance matrix function with conditional functional sparsity
Dong Li, Xinghao Qiao, Zihan Wang
This paper addresses the fundamental task of estimating covariance matrix functions for high-dimensional functional data/functional time series. We consider two functional factor s…
Factor modelling for high-dimensional functional time series
Shaojun Guo, Xinghao Qiao, Qingsong Wang +1
Many economic and scientific problems involve the analysis of high-dimensional functional time series, where the number of functional variables diverges as the number of serial…