Ngai Hang Chan

Publication Activity (10 Years)

Years Active: 2001-2023
Publications (10 Years): 3

Top Topics

Efficient Inference

Top Venues

J. Multivar. Anal.

Comput. Stat. Data Anal.

Publications

Rongmao Zhang, Ngai Hang Chan, Changxiong Chi
Nonparametric testing for the specification of spatial trend functions. J. Multivar. Anal. 196 (2023)
Kun Chen, Ngai Hang Chan, Chun Yip Yau, Jie Hu
Penalized Whittle likelihood for spatial data. J. Multivar. Anal. 195 (2023)
Jing Cheng, Ngai Hang Chan
Efficient inference for nonlinear state space models: An automatic sample size selection rule. Comput. Stat. Data Anal. 138 (2019)
Ngai Hang Chan, Rong-Mao Zhang
Limit theory of quadratic forms of long-memory linear processes with heavy-tailed GARCH innovations. J. Multivar. Anal. 120 (2013)
Ngai Hang Chan, Weiwei Liu
Least squares estimators for nearly unstable processes for functionals of long-memory noises. Risk Decis. Anal. 3 (4) (2012)
Ngai Hang Chan, Hoi Ying Wong, Jing Zhao
Structural model of credit migration. Comput. Stat. Data Anal. 56 (11) (2012)
Ngai Hang Chan, Thomas C. M. Lee, Liang Peng
On nonparametric local inference for density estimation. Comput. Stat. Data Anal. 54 (2) (2010)
Gopal K. Basak, Ngai Hang Chan, Philip P. K. Lee
Order selection of continuous time models: Applications to estimation of risk premiums. CIFEr (2003)
Mengzhi Wang, Ngai Hang Chan, Spiros Papadimitriou, Christos Faloutsos, Tara M. Madhyastha
Data Mining Meets Performance Evaluation: Fast Algorithms for Modeling Bursty Traffic. ICDE (2002)
Ngai Hang Chan, Christopher R. Genovese
A comparison of linear and nonlinear statistical techniques in performance attribution. IEEE Trans. Neural Networks 12 (4) (2001)