Prof. CHAN Ngai Hang (陳毅恒)
Research Output
- 2025
- Published
Self-normalized inference for stationarity of irregular spatial data
Hu, R., Chan, N.-H. & Zhang, R., Jan 2025, In: Journal of Statistical Planning and Inference. 234, 106191.Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
- 2024
- Online published
Coefficient Shape Alignment in Multiple Functional Linear Regression
Jiao, S. & Chan, N.-H., 4 Nov 2024, (Online published) In: Journal of the American Statistical Association. 29 p.Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
- Published
Nearly unstable integer-valued ARCH process and unit root testing
Barreto-Souza, W. & Chan, N. H., Mar 2024, In: Scandinavian Journal of Statistics. 51, 1, p. 402-424Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 2 - Online published
An Extreme-value Test for Structural Breaks in Spatial Trends
HAN, C., CHAN, N. H. & Yau, C.-Y., 2024, (Online published) In: Statistica Sinica.Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
- 2023
- Published
Testing of Constant Parameters for Semi-Parametric Functional Coefficient Models with Integrated Covariates
Dai, S. & Chan, N. H., Sept 2023, In: Journal of Time Series Analysis. 44, 5-6, p. 474-486Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
- Published
Excess Mean of Power Estimator of Extreme Value Index
Chan, N. H., Li, Y. & Sit, T., 23 Jul 2023, Research Papers in Statistical Inference for Time Series and Related Models: Essays in Honor of Masanobu Taniguchi. Liu, Y., Hirukawa, J. & Kakizawa, Y. (eds.). Singapore: Springer, p. 25-82 58 p.Research output: Chapters, Conference Papers, Creative and Literary Works › RGC 12 - Chapter in an edited book (Author) › peer-review
- Published
Nonparametric testing for the specification of spatial trend functions
Zhang, R., Chan, N. H. & Chi, C., Jul 2023, In: Journal of Multivariate Analysis. 196, 105180.Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
- Published
COINTEGRATION RANK ESTIMATION FOR HIGH-DIMENSIONAL TIME SERIES WITH BREAKS
Chan, N. H. & Zhang, R., May 2023, In: Statistica Sinica. 33, Online Special Issue, p. 1193-1217 25 p.Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
- Published
Penalized Whittle likelihood for spatial data
Chen, K., Chan, N. H., Yau, C. Y. & Hu, J., May 2023, In: Journal of Multivariate Analysis. 195, 105156.Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 4 - Accepted/In press/Filed
Enhanced Structural Break Detection in Functional Means
Jiao, S., Chan, N. H. & Yau, C.-Y., 2023, (Accepted/In press/Filed) In: Statistica Sinica. 44 p.Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
- 2022
INFERENCE FOR STRUCTURAL BREAKS IN SPATIAL MODELS
Chan, N. H., Zhang, R. & Yau, C. Y., Oct 2022, In: Statistica Sinica. 32, 4, p. 1961-1981Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 2Simultaneous variable selection and structural identification for time-varying coefficient models
CHAN, N. H., GAO, L. & PALMA, W., Jul 2022, In: Journal of Time Series Analysis. 43, 4, p. 511-531Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 1CONSISTENT ORDER SELECTION FOR ARFIMA PROCESSES
HUANG, H.-H., CHAN, N. H., CHEN, K. & ING, C.-K., Jun 2022, In: Annals of Statistics. 50, 3, p. 1297-1319Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 5- 2021
Nonstationary linear processes with infinite variance garch errors
ZHANG, R. & CHAN, N. H., Oct 2021, In: Econometric Theory. 37, 5, p. 892-925Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 6Optimal change-point estimation in time series
CHAN, N. H., NG, W. L., YAU, C. Y. & YU, H., Aug 2021, In: Annals of Statistics. 49, 4, p. 2336-2355Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 2Group orthogonal greedy algorithm for change-point estimation of multivariate time series
Li, Y., Chan, N. H., Yau, C. Y. & Zhang, R., May 2021, In: Journal of Statistical Planning and Inference. 212, p. 14-33Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 5A self-normalized approach to sequential change-point detection for time series
Chan, N. H., Ng, W. L. & Yau, C. Y., Jan 2021, In: Statistica Sinica. 31, 1, p. 491-517Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 4- 2020
Bartlett correction of frequency domain empirical likelihood for time series with unknown innovation variance
Chen, K., Chan, N. H. & Yau, C. Y., Oct 2020, In: Annals of the Institute of Statistical Mathematics. 72, 5, p. 1159-1173Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 1LASSO-BASED VARIABLE SELECTION OF ARMA MODELS
Chan, N. H., Ling, S. & Yau, C. Y., Oct 2020, In: Statistica Sinica. 30, 4, p. 1925-1948Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 4Markowitz portfolio and the blur of history
NG, C. T., SHI, Y. & CHAN, N. H., Aug 2020, In: International Journal of Theoretical and Applied Finance. 23, 5, 2050030.Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 3
