Technical Reports --- Qiwei Yao

• Autoregressive networks with dependent edges. (With J. Chang, Q. Fang, E.D. Kolaczyk and P.W. MacDonald.)

• Identification and estimation for matrix time series CP-factor models. (with J. Chang, Y. Du and G. Huang.)

• Autoregressive Hypergraph. (with Xianghe Zhu.)

• Weight-calibrated estimation for factor models of high-dimensional time series. (with Xinghao Qiao, Zihan Wang and Bo Zhang.)

• Testing independence and conditional independence in high dimensions via coordinatewise Gaussianization. (with Jinyuan Chang, Yue Du and Jing He.)

• HDTSA: An R package for high-dimensional time series analysis. (with Jinyuan Chang, Jing He and Chen Lin.)

• 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.)

  
  

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