Statistical Foundations for Detecting Anomalous Structure in Stream Settings (DASS)
Led by 5 academics from Lancaster, Bristol, Warwick and LSE.
Network Stochastic Processes and Time Series (NeST)
Led by 9 academics from Imperial College, Bath, Bristol, Oxford, York and LSE.
Statistical Network Analysis: Model Selection, Differential Privacy, and Dynamic Structures
Q. Yao
Forecasting Oil Prices Based on Quantitative Methods
Q. Yao and Y. Chen
Modelling Vast Time Series: Sparsity and Segmentation
Q. Yao
High-Dimensional Time Series, Common Factors, and Nonstationarity
Q. Yao
Dimension Reduction for Multivariate Time Series: Modelling and First and Second Conditional Moments
Statistical Inference for Volatility of Time Series
Spatial and Spatio-Temporal Modelling
Q. Yao
H. Tong, N. C. Stenseth and Q. Yao
A Dynamical System Approach to Multi-Input-Output Nonlinear Stochastic Systems
H. Tong and Q. Yao