2026 Qiwei Yao: Mathematics Researcher – H-Index, Publications & Awards

Discipline name	D-Index	World Ranking	Current World Ranking	National Ranking	Current National Ranking	Publications	Citations
Mathematics	41	1867	1629	129	112	154	10621

Discipline name

D-Index

World Ranking

Current World Ranking

National Ranking

Current National Ranking

Publications

Citations

Mathematics

1867

1629

129

112

154

10621

Research.com Recognitions

2009 - Fellow of the American Statistical Association (ASA)

Overview

Qiwei Yao is affiliated with the London School of Economics and Political Science in the United Kingdom. Their research primarily focuses on the field of Computer Science, with a particular emphasis on subfields such as Signal Processing, Economics and Econometrics, Statistics and Probability, Artificial Intelligence, and Management Science and Operations Research.

The scientist's work addresses several main topics including:

Statistical Methods and Inference
Time Series Analysis and Forecasting
Complex Systems and Time Series Analysis
Blind Source Separation Techniques
Forecasting Techniques and Applications
Financial Risk and Volatility Modeling
Tensor decomposition and applications

Yao has contributed to multiple research papers, some of the recent notable publications are:

"A novel in-situ sensor calibration method for building thermal systems based on virtual samples and autoencoder" (2024), published in Energy
"Modelling matrix time series via a tensor CP-decomposition" (2023), published in Journal of the Royal Statistical Society Series B (Statistical Methodology)
"Estimation of Subgraph Densities in Noisy Networks" (2020), published in Journal of the American Statistical Association
"Day-ahead probabilistic forecasting for French half-hourly electricity loads and quantiles for curve-to-curve regression" (2021), published in Applied Energy
"An autocovariance-based learning framework for high-dimensional functional time series" (2023), published in Journal of Econometrics

Yao's frequent co-authors include Jinyuan Chang, Zhe Sun, Xinghao Qiao, Huaqiang Jin, and Yingjie Xu. This reflects a collaboration pattern across multiple research efforts and publications.

The scientist has regularly published in several academic venues, with multiple papers appearing in:

arXiv (Cornell University)
Journal of the American Statistical Association
Journal of the Royal Statistical Society Series B (Statistical Methodology)
Journal of Econometrics
SSRN Electronic Journal

Qiwei Yao was recognized as a Fellow of the American Statistical Association (ASA) in 2009, indicating a distinguished status within the professional statistical community.

Best Publications

Nonlinear Time Series: Nonparametric and Parametric Methods

Jianqing Fan;Qiwei Yao

2437
Citations
Functional-Coefficient Regression Models for Nonlinear Time Series

Zongwu Cai;Jianqing Fan;Qiwei Yao

841
Citations
Efficient Estimation of Conditional Variance Functions in Stochastic Regression

Jianqing Fan;Qiwei Yao

650
Citations
Inference in ARCH and GARCH models with heavy-tailed errors

Peter Hall;Qiwei Yao

478
Citations
Methods for estimating a conditional distribution function

Peter Hall;Rodney C. L. Wolff;Qiwei Yao

463
Citations
Factor modeling for high-dimensional time series: inference for the number of factors

Clifford Lam;Qiwei Yao

462
Citations
Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems

Jianqing Fan;Qiwei Yao;Howell Tong

406
Citations
Adaptive varying-coefficient linear models

Jianqing Fan;Qiwei Yao;Zongwu Cai

306
Citations
Modelling multiple time series via common factors

Jiazhu Pan;Qiwei Yao

291
Citations
Least absolute deviations estimation for ARCH and GARCH models

Liang Peng;Qiwei Yao

241
Citations
Estimation of latent factors for high-dimensional time series

Clifford Lam;Qiwei Yao;Neil Bathia

238
Citations
Asymmetric least squares regression estimation: a nonparametric approach

Qiwei Yao;Howell Tong

210
Citations
Nonparametric estimation and symmetry tests for conditional density functions

Robert J Hyndman;Qiwei Yao

184
Citations
Linearity testing using local polynomial approximation

Vidar Hjellvik;Qiwei Yao;Dag Tjøstheim

150
Citations
Modeling and forecasting daily electricity load curves: a hybrid approach

Haeran Cho;Yannig Goude;Xavier Brossat;Qiwei Yao

147
Citations
Tests for change-points with epidemic alternatives

Qiwei Yao

134
Citations
Quantifying the Influence of Initial Values on Non‐Linear Prediction

Qiwei Yao;Howell Tong

131
Citations
Large Volatility Matrix Inference via Combining Low-Frequency and High-Frequency Approaches

Minjing Tao;Yazhen Wang;Qiwei Yao;Jian Zou

122
Citations
Modelling multivariate volatilities via conditionally uncorrelated components

Jianqing Fan;Mingjin Wang;Qiwei Yao

113
Citations
Methods for estimating a conditional distribution function

Rodney C Wolff;Peter Hall;Qiwei Yao

28
Citations
Adaptive Varying-Coefficient Linear Models

Zongwu Cai;Jianqin Fan;Qiwei Yao

0
Citations

Frequent Co-Authors

Jianqing Fan Princeton University

Howell Tong London School of Economics and Political Science

Liang Peng Georgia State University

Dag Tjøstheim University of Bergen

Hansheng Wang Peking University

Peter J. Brockwell Colorado State University

Peter C. B. Phillips Yale University

Carl Chiarella University of Technology Sydney

Stefan Mittnik Ludwig-Maximilians-Universität München

Olivier Scaillet University of Geneva

External Links

Personal website of Qiwei Yao Google Scholar page

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