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Researcher Details
 
Name: Professor Q Yao
Organisation: London School of Economics & Pol Sci
Department: Statistics
Current EPSRC-Supported Research Topics:
Non-linear Systems Mathematics Statistics & Appl. Probability

Current EPSRC Support
EP/Z531327/1 Statistical Foundations for Detecting Anomalous Structure in Stream Settings (DASS)(C)
EP/X002195/1 Network Stochastic Processes and Time Series (NeST)(C)
Previous EPSRC Support
EP/V007556/1 Statistical Network Analysis: Model Selection, Differential Privacy, and Dynamic Structures(P)
EP/L01226X/1 Modelling Vast Time Series: Sparsity and Segmentation(P)
EP/H010408/1 High-Dimensional Time Series, Common Factors, and Nonstationarity(P)
EP/C549058/1 Dimension Reduction for Multivariate Time Series: Modelling and First and Second Conditional Moments(C)
GR/R97436/01 Statistical inference for volatility of time series(P)
GR/M10076/01 LOCAL FITTING TECHNIQUES FOR FORECASTING AND MODELLING TIME SERIES DATA(P)
GR/L67561/01 MINIMUM VOLUME SETS APPROACH TO NONLINEAR PREDICTION(P)
GR/L16385/01 A DYNAMICAL SYSTEM APPROACH TO MULTI-INPUT-OUTPUT NONLINEAR STOCHASTIC SYSTEMS(C)
GR/L16828/01 BOOTSTRAPS METHODS FOR NONLINEAR TIME SERIES(P)
Key: (P)=Principal Investigator, (C)=Co-Investigator, (R)=Researcher Co-Investigator