Qiwei Yao is a Professor of Statistics at the London School of Economics and has a B.A. in Mathematics and M.Sc. in Statistics from Southeast University and a Ph.D. in Statistics from Wuhan University. 

The majority of Professor Yao’s research deals with statistical inference for time series, including high-dimensional time series, nonlinear time series, high-frequency data, spatio-temporal processes, and dynamical network data.

Representative Publications

Factor modelling for high-dimensional time series: inference for the number of factors. (With C Lam.) The Annals of Statistics, 2012, 40, 694-726

Testing for multivariate volatility functions. (With W.Polonik.) Journal of Econometrics, 2008, 147, 151-162

Functional-coefficient regression models for nonlinear time series. (With Z. Cai and J. Fan) Journal of the American Statistical Association 2000, 95, 941-956