Prof. CHAN Ngai Hang (陳毅恒)

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Research Output

  1. 2023
  2. Online 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, 22, 62) › 21_Publication in refereed journal › peer-review

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  3. 2022

  4. Simultaneous 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. 511-531

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

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  5. CONSISTENT ORDER SELECTION FOR ARFIMA PROCESSES

    HUANG, H., CHAN, N. H., CHEN, K. & ING, C., Jun 2022, In: Annals of Statistics. 50, 3, p. 1297-1319

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 2
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  6. 2021

  7. Nonstationary linear processes with infinite variance garch errors

    ZHANG, R. & CHAN, N. H., Oct 2021, In: Econometric Theory. 37, 5, p. 892-925

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 2
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  8. Optimal 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. 2336-2355

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 1
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  9. Group 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. 14-33

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 3
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  10. A 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. 491-517

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 2
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  11. 2020

  12. 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. 1159-1173

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 1
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  13. LASSO-BASED VARIABLE SELECTION OF ARMA MODELS

    Chan, N. H., Ling, S. & Yau, C. Y., Oct 2020, In: Statistica Sinica. 30, 4, p. 1925-1948

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 1
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  14. Markowitz 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, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 2
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  15. Inference for the degree distributions of preferential attachment networks with zero-degree nodes

    Chan, N. H., Cheung, S. K. C. & Wong, S. P. S., May 2020, In: Journal of Econometrics. 216, 1, p. 220-234

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 1
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  16. Published

    WALSH FOURIER TRANSFORM OF LOCALLY STATIONARY TIME SERIES

    HUANG, Z. & CHAN, N. H., Mar 2020, In: Journal of Time Series Analysis. 41, 2, p. 312-340

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 1
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  17. On the estimation of locally stationary long-memory processes

    Chan, N. H. & Palma, W., Jan 2020, In: Statistica Sinica. 30, 1, p. 111-134

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 1
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  18. 2019

  19. Efficient inference for nonlinear state space models: An automatic sample size selection rule

    Cheng, J. & Chan, N. H., Oct 2019, In: Computational Statistics and Data Analysis. 138, p. 143-154

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

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  20. On Bartlett correction of empirical likelihood for regularly spaced spatial data

    CHEN, K., CHAN, N. H., WANG, M. & YAU, C. Y., Sep 2019, In: Canadian Journal of Statistics. 47, 3, p. 455-472

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

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  21. Subgroup analysis of zero-inflated Poisson regression model with applications to insurance data

    Chen, K., Huang, R., Chan, N. H. & Yau, C. Y., 1 May 2019, In: Insurance: Mathematics and Economics. 86, p. 8-18

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 9
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  22. Modeling eBay price using stochastic differential equations

    Liu, W. W., Liu, Y. & Chan, N. H., Jan 2019, In: Journal of Forecasting. 38, 1, p. 63-72

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 6
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  23. Nearly unstable processes: A prediction perspective

    Chan, N. H., Ing, C. & Zhang, R., Jan 2019, In: Statistica Sinica. 29, 1, p. 139-163

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

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  24. 2018

  25. Portmanteau-type tests for unit-root and cointegration

    Zhang, R. & Chan, N. H., 1 Dec 2018, In: Journal of Econometrics. 207, 2, p. 307-324

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 2
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  26. Mildly explosive autoregression with mixing innovations

    Oh, H., Lee, S. & Chan, N. H., 1 Mar 2018, In: Journal of the Korean Statistical Society. 47, 1, p. 41-53

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 5
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