Chen, Kun; Chan, Ngai Hang; Yau, Chun Yip; Hu, Jie Penalized Whittle likelihood for spatial data. (English) Zbl 1520.62114 J. Multivariate Anal. 195, Article ID 105156, 21 p. (2023). MSC: 62M15 62G07 62M30 PDFBibTeX XMLCite \textit{K. Chen} et al., J. Multivariate Anal. 195, Article ID 105156, 21 p. (2023; Zbl 1520.62114) Full Text: DOI
Chan, Ngai Hang; Gao, Linhao; Palma, Wilfredo Simultaneous variable selection and structural identification for time-varying coefficient models. (English) Zbl 07570753 J. Time Ser. Anal. 43, No. 4, 511-531 (2022). MSC: 62Mxx 62M10 PDFBibTeX XMLCite \textit{N. H. Chan} et al., J. Time Ser. Anal. 43, No. 4, 511--531 (2022; Zbl 07570753) Full Text: DOI
Chan, Ngai Hang; Ng, Wai Leong; Yau, Chun Yip; Yu, Haihan Optimal change-point estimation in time series. (English) Zbl 1480.62172 Ann. Stat. 49, No. 4, 2336-2355 (2021). MSC: 62M10 62G10 60F25 PDFBibTeX XMLCite \textit{N. H. Chan} et al., Ann. Stat. 49, No. 4, 2336--2355 (2021; Zbl 1480.62172) Full Text: DOI Link
Chan, Ngai Hang; Huang, Shih-Feng; Ing, Ching-Kang Moment bounds and mean squared prediction errors of long-memory time series. (English) Zbl 1292.62099 Ann. Stat. 41, No. 3, 1268-1298 (2013). MSC: 62J02 62M10 62F12 60F25 PDFBibTeX XMLCite \textit{N. H. Chan} et al., Ann. Stat. 41, No. 3, 1268--1298 (2013; Zbl 1292.62099) Full Text: DOI arXiv Euclid
Chan, Ngai Hang; Kutoyants, Yury A. On parameter estimation of threshold autoregressive models. (English) Zbl 1236.62099 Stat. Inference Stoch. Process. 15, No. 1, 81-104 (2012). MSC: 62M10 62F15 62F12 62E20 65C60 PDFBibTeX XMLCite \textit{N. H. Chan} and \textit{Y. A. Kutoyants}, Stat. Inference Stoch. Process. 15, No. 1, 81--104 (2012; Zbl 1236.62099) Full Text: DOI arXiv
Chan, Ngai Hang; Zhang, Rong-Mao Quantile inference for near-integrated autoregressive time series under infinite variance and strong dependence. (English) Zbl 1177.62105 Stochastic Processes Appl. 119, No. 12, 4124-4148 (2009). MSC: 62M10 62E20 62G05 62G08 60F17 PDFBibTeX XMLCite \textit{N. H. Chan} and \textit{R.-M. Zhang}, Stochastic Processes Appl. 119, No. 12, 4124--4148 (2009; Zbl 1177.62105) Full Text: DOI
Chan, Ngai Hang; Zhang, Rongmao M-estimation in nonparametric regression under strong dependence and infinite variance. (English) Zbl 1332.62129 Ann. Inst. Stat. Math. 61, No. 2, 391-411 (2009). MSC: 62G08 62G35 62G20 62M10 60E07 PDFBibTeX XMLCite \textit{N. H. Chan} and \textit{R. Zhang}, Ann. Inst. Stat. Math. 61, No. 2, 391--411 (2009; Zbl 1332.62129) Full Text: DOI
Buchmann, Boris; Chan, Ngai Hang Asymptotic theory of least squares estimators for nearly unstable processes under strong dependence. (English) Zbl 1126.62069 Ann. Stat. 35, No. 5, 2001-2017 (2007). MSC: 62M05 62M10 62E20 62F12 PDFBibTeX XMLCite \textit{B. Buchmann} and \textit{N. H. Chan}, Ann. Stat. 35, No. 5, 2001--2017 (2007; Zbl 1126.62069) Full Text: DOI arXiv Euclid