Technical Reports --- Qiwei Yao
Autoregressive networks with dependent edges.
(With J. Chang, Q. Fang, E.D. Kolaczyk and P.W. MacDonald.)
A two-way heterogeneity model for dynamic networks.
(With B. Jiang, C. Leng, T. Yan and X. Yu.)
Modeling multivariate spatial-Temporal data with latent low-dimensional dynamics.
(With E.Y. Chen, X. Yun and R. Chen.)
Estimating spillovers under factor-induced constraints.
(With H. Dong.)
Stepwise searching for feature variables in high-dimensional linear regression.
(with H.-Z.An, D.Huang and C.-H.Zhang.)
Modelling multivariate volatilities by common factors: An innovation expansion method.
(with J. Pan, D. Pena and W. Polonik.)
Last update: 7 April 2024
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