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Name: |
Professor Q Yao |
Organisation: |
London School of Economics & Pol Sci |
Department: |
Statistics |
Current EPSRC-Supported Research
Topics: |
Non-linear Systems Mathematics
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Statistics & Appl. Probability
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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) |
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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) |
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Key: (P)=Principal Investigator, (C)=Co-Investigator, (R)=Researcher Co-Investigator
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