Spatio-temporal modelling (by Qiwei Yao)



• Krigings over space and time based on latent low-dimensional structures. (With D. Huang and R. Zhang.)

• Banded spatio-temporal autoregressions. (With Z. Gao, Y. Ma and H. Wang.) Accepted by Journal of Econometrics.

• Generalized Yule-Walker estimation for spatio-temporal models with unknown diagonal coefficients. (with B. Dou and M.L. Parrella.) Journal of Econometrics, 2016, 194, 369-382.

• Adaptively varying coefficient spatio-temporal models (With Z Lu, DJ Steinskog and D Tjostheim.) J. Roy. Statist. Soc. B, 2009, 71, 859-880.

• Spatial smoothing, nugget effect and infill asymptotics (With Z Lu and D Tjostheim.) Statistics and Probability Letters, 2008, 18, 3145-3151.

• Exploring spatial nonlinearity using additive approximation. (With Z.Lu, A.Lundervold, D.Tjostheim.) Bernoulli, 2007, 13, 447-472.

• Gaussian maximum likelihood estimation for ARMA models II: spatial processes. (With P.J. Brockwell) Bernoulli, 2006, 12, 403-429.

• Smoothing for spatio-temporal models and its application in modelling muskrat-mink interaction. (With W.Zhang, H.Tong and N.C.Stenseth) Biometrics. 2003, 59, 813-821.

• Exponential inequalities for spatial processes and uniform convergence rates for density estimation. In Development of Modern Statistics and Related Topics --- In Celebration of Professor Yaoting Zhang's 70th Birthday, J. Huang and H. Zhang (edit.), 118-128, 2003. World Scientific, Singapore.

• Common structure in panels of short time series. (With H.Tong, B.Finkenstaedt and N.C.Stenseth) Proceeding Royal Soc. Land. B. 2000, 267, 2457-2467.

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