A Conditional Density Approach to the Order Determination of Time Series. - Bärbel F. Finkenstädt; Qiwei Yao; Howell Tong (Stat. Comput., 2001)

Bootstrap estimation of actual significance levels for tests based on estimated nuisance parameters. - Qiwei Yao; Wenyang Zhang; Howell Tong (Stat. Comput., 2001)

Estimating Factor Models for Multivariate Volatilities: An Innovation Expansion Method. - Jiazhu Pan; Wolfgang Polonik; Qiwei Yao (COMPSTAT, 2010)

CFEnetwork: The Annals of Computational and Financial Econometrics: 2nd Issue. - Erricos John Kontoghiorghes; Herman K. van Dijk; David A. Belsley; Tim Bollerslev; Francis X. Diebold; Jean-Marie Dufour; Robert F. Engle; Andrew Harvey; Siem Jan Koopman; Hashem Pesaran; Peter C. B. Phillips; Richard J. Smith; et al. (Comput. Stat. Data Anal., 2014)

Testing for the Markov Property in Time Series via Deep Conditional Generative Learning. - Yunzhe Zhou; Chengchun Shi; Lexin Li; Qiwei Yao (CoRR, 2023)

Autoregressive Networks. - Binyan Jiang; Jialiang Li 001; Qiwei Yao (J. Mach. Learn. Res., 2023)

Identification and estimation for matrix time series CP-factor models. - Jinyuan Chang; Yue Du; Guanglin Huang; Qiwei Yao (CoRR, 2024)