Scholar
Qiwei Yao
Google Scholar ID: 6otVU08AAAAJ
London School of Economics
Time series
dimension reduction and factor models
spatio-temporal modelling
financial econometrics
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Citations
4,155
H-index
30
i10-index
57
Publications
20
Co-authors
27
list available
Contact
Email
q.yao@lse.ac.uk
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Publications
9 items
Estimation and Inference for Latent Markov Models by Fourier Recursions
2026
Cited
0
Dynamic Networks with Node Heterogeneity and Homophily
2026
Cited
0
CP-factorization for high dimensional tensor time series and double projection iterations
2026
Cited
0
Hedging Memory Horizons for Non-Stationary Prediction via Online Aggregation
2026
Cited
0
Factor Models of Matrix-Valued Time Series: Nonstationarity and Cointegration
2025
Cited
0
Spatio-Temporal Autoregressions for High Dimensional Matrix-Valued Time Series
2025
Cited
0
Autoregressive Hypergraph
2025
Cited
0
Weight-calibrated estimation for factor models of high-dimensional time series
2025
Cited
0
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Co-authors
8 total
Yannig Goude
EDF R&D, LMO Université Paris-Saclay
Rong Chen
Rong Chen, Professor of Statistics, Rutgers University
Eric Kolaczyk
Professor, Department of Mathematics & Statistics, McGill University
Flavio Ziegelmann
Universidade Federal do Rio Grande do Sul
Shaojun Guo
Institute of Statistics and Big Data, Renmin University of China
Rob J Hyndman
Professor of Statistics, Monash University
Tao Zou
The Australian National University
Jianfeng (Jeff) Yao
The Chinese University of Hong Kong (Shenzhen)
