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Tu, Yundong, Yao, Qiwei ORCID: 0000-0003-2065-8486 and Zhang, Rongmao
(2020)
Error-correction factor models for high-dimensional cointegrated time series.
Statistica Sinica, 30 (3).
1463 - 1484.
ISSN 1017-0405
Huang, Da, Yao, Qiwei ORCID: 0000-0003-2065-8486 and Zhang, Rongmao
(2020)
Krigings over space and time based on latent low-dimensional structures.
Science China Mathematics.
ISSN 1674-7283
Zhang, Rongmao, Robinson, Peter and Yao, Qiwei ORCID: 0000-0003-2065-8486
(2019)
Identifying cointegration by eigenanalysis.
Journal of the American Statistical Association, 114 (526).
916 - 927.
ISSN 0162-1459