Ngai Hang Chan

19 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-4755-5180

Department of Biostatistics, City University of Hong Kong, Kowloon, Hong Kong

Publications

• Coefficient Shape Alignment in Multiple Functional Linear Regression — Journal of the American Statistical Association 2025
• Consistent order selection for ARFIMA processes — The Annals of Statistics 2022
• Optimal change-point estimation in time series — The Annals of Statistics 2021
• Group LASSO for Structural Break Time Series — Journal of the American Statistical Association 2014
• Moment bounds and mean squared prediction errors of long-memory time series — The Annals of Statistics 2013
• Uniform moment bounds of Fisher’s information with applications to time series — The Annals of Statistics 2011
• Correction: Residual empirical processes for long and short memory time series — The Annals of Statistics 2010
• Empirical Likelihood Methods Based on Characteristic Functions With Applications to Lévy Processes — Journal of the American Statistical Association 2009
• Residual empirical processes for long and short memory time series — The Annals of Statistics 2008
• Asymptotic theory of least squares estimators for nearly unstable processes under strong dependence — The Annals of Statistics 2007
• Simulation Techniques in Financial Risk Management — Journal of the American Statistical Association 2007
• Weighted least absolute deviations estimation for an AR(1) process with ARCH(1) errors — Biometrika 2005
• State space modeling of long-memory processes — The Annals of Statistics 1998
• Inference for Unstable Long-Memory Processes with Applications to Fractional Unit Root Autoregressions — The Annals of Statistics 1995
• Inference for Near-Integrated Time Series with Infinite Variance — Journal of the American Statistical Association 1990
• Spatial Modeling of Regional Variables — Journal of the American Statistical Association 1989
• The Parameter Inference for Nearly Nonstationary Time Series — Journal of the American Statistical Association 1988
• Limiting Distributions of Least Squares Estimates of Unstable Autoregressive Processes — The Annals of Statistics 1988
• Asymptotic Inference for Nearly Nonstationary AR(1) Processes — The Annals of Statistics 1987