Spatio-temporal modelling (by Qiwei Yao)
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Krigings over space and time based on latent low-dimensional
structures.
(With D. Huang and R. Zhang.)
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Banded spatio-temporal autoregressions.
(With Z. Gao, Y. Ma and H. Wang.)
Accepted by Journal of Econometrics.
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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.
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Adaptively varying coefficient spatio-temporal models
(With Z Lu, DJ Steinskog and D Tjostheim.)
J. Roy. Statist. Soc. B, 2009, 71, 859-880.
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Spatial smoothing, nugget effect and infill asymptotics
(With Z Lu and D Tjostheim.)
Statistics and Probability Letters, 2008, 18, 3145-3151.
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Exploring spatial nonlinearity using additive approximation.
(With Z.Lu, A.Lundervold, D.Tjostheim.)
Bernoulli, 2007, 13, 447-472.
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Gaussian maximum likelihood estimation for ARMA models II: spatial
processes.
(With P.J. Brockwell)
Bernoulli, 2006, 12, 403-429.
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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.
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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.
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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.
Last update: 7 March 2018
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