Ngai Hang Chan - researchr alias

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Viewing Publication 1 - 10 from 10

2023

Penalized Whittle likelihood for spatial dataKun Chen, Ngai Hang Chan, Chun Yip Yau, Jie Hu. ma, 195:105156, May 2023. [doi]

Nonparametric testing for the specification of spatial trend functionsRongmao Zhang, Ngai Hang Chan, Changxiong Chi. ma, 196:105180, 2023. [doi]

2019

Efficient inference for nonlinear state space models: An automatic sample size selection ruleJing Cheng, Ngai Hang Chan. csda, 138:143-154, 2019. [doi]

2013

Limit theory of quadratic forms of long-memory linear processes with heavy-tailed GARCH innovationsNgai Hang Chan, Rong-Mao Zhang. ma, 120:18-33, 2013. [doi]

2012

Least squares estimators for nearly unstable processes for functionals of long-memory noisesNgai Hang Chan, Wei-wei Liu. rda, 3(4):239-246, 2012. [doi]

Structural model of credit migrationNgai Hang Chan, Hoi Ying Wong, Jing Zhao. csda, 56(11):3477-3490, 2012. [doi]

2010

On nonparametric local inference for density estimationNgai Hang Chan, Thomas C. M. Lee, Liang Peng. csda, 54(2):509-515, 2010. [doi]

2003

Order selection of continuous time models: Applications to estimation of risk premiumsGopal K. Basak, Ngai Hang Chan, Philip P. K. Lee. cifer 2003: 293-300 [doi]

2002

Data Mining Meets Performance Evaluation: Fast Algorithms for Modeling Bursty TrafficMengzhi Wang, Ngai Hang Chan, Spiros Papadimitriou, Christos Faloutsos, Tara M. Madhyastha. icde 2002: 507-516 [doi]

2001

A comparison of linear and nonlinear statistical techniques in performance attributionNgai Hang Chan, Christopher Genovese. tnn, 12(4):922-928, 2001. [doi]

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