Asymptotic theory, tools for dependent data (by Qiwei Yao)
-
Adaptive varying-coefficient linear
models for stochastic processes: asymptotic theory.
(With Z.Lu and D.Tjostheim)
Statistica Sinica, 2007, 17, 177-197.
-
Gaussian maximum likelihood estimation for ARMA models I: time series.
(With P.J. Brockwell)
Journal of Time Series Analysis, 2006, 27, 857-875.
-
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.
-
Asymptotics of set-indexed conditional
empirical processes based on dependent data.
(With W. Polonik)
J. Multivariate Analysis .
2002, 80, 234-255.
Last update: 25 May 2015
Qiwei Yao Home Page
Department Home Page