Research output per year
Research output per year
Personal profile
Author IDs
ORCID iD: 0000-0002-4755-5180
Scopus Author ID: 57203013901
Impact
Biography
Professor Chan received his BSc from The Chinese University of Hong Kong and PhD degree from the University of Maryland, USA. Prior to joining CityU, he was the Choh-Ming Li Chair Professor of Statistics at The Chinese University of Hong Kong. Professor Chan is a distinguished scholar in the area of time series analysis. He is an elected Fellow of the American Statistical Association and the Institute of Mathematical Statistics, an honorary member of the Hong Kong Statistical Society and an elected member of the International Statistical Institute. His research interests also include statistical inference for stochastic processes, oceanography, risk management and statistical finance. He is currently the Managing Editor of the International Journal of Theoretical and Applied Finance, and Co-Editor of the Journal of Time Series Analysis and the Journal of Forecasting.
Research Interests/Areas
Time Series, Statistical Inference for Stochastic Processes, Oceanography, Risk Management and Statistical Finance
Expertise related to UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
Related Links
Education/Academic qualification
PhD, University of Maryland, College Park
BSc, Chinese University of Hong Kong
FASA, FIMS, MISI, Hon M HKSS
Fingerprint
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- 1 Similar Profiles
Collaborations from the last five years
Recent external collaboration based on locations. Dive into details by clicking on the dots or
Research output
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An Extreme-value Test for Structural Breaks in Spatial Trends
Han, C., Chan, N. H. & Yau, C.-Y., Jul 2025, In: Statistica Sinica. 35, 3, p. 1301-1322Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
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Enhanced Structural Break Detection in Functional Means
Jiao, S., Chan, N. H. & Yau, C. Y., Apr 2025, In: Statistica Sinica. 35, 2, p. 873-896 24 p.Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
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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
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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
1 Citation (Scopus) -
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
Open AccessFile4 Citations (Scopus)12 Downloads (CityUHK Scholars)
Projects
- 2 Active
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GRF: Statistical Inference for Spatial Trends
CHAN, N. H. (Principal Investigator / Project Coordinator) & YAU, C. Y. (Co-Investigator)
1/01/25 → …
Project: Research
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GRF: Statistical Modeling of Big Data Networks
CHAN, N. H. (Principal Investigator / Project Coordinator) & CHEUNG, K. C. (Co-Investigator)
1/01/22 → …
Project: Research