Edit Profile (opens in new tab) Chan, Ngai Hang Co-Author Distance Author ID: chan.ngai-hang Published as: Chan, Ngai Hang; Chan, N. H.; Chan, Ngai-Hang; Chan, Ngai H. more...less Documents Indexed: 102 Publications since 1987, including 5 Books Co-Authors: 60 Co-Authors with 92 Joint Publications 2,515 Co-Co-Authors all top 5 Co-Authors 10 single-authored 20 Zhang, Rongmao 16 Yau, Chun Yip 11 Peng, Liang 7 Chen, Kun 7 Ng, Chi Tim 5 Palma, Wilfredo 4 Ing, Ching-Kang 4 Ling, Shiqing 4 Wong, Hoi Ying 3 Buchmann, Boris 3 Li, Deyuan 3 Liu, Weiwei 3 Wang, Man 2 Ng, Wai Leong 2 Tian, Maozai 2 Tsay, Ruey S. 2 Wei, Ching-Zong 2 Wong, Samuel Po-Shing 1 An, Yang 1 Barreto-Souza, Wagner 1 Bhattacharya, Rabi N. 1 Chen, Jian 1 Chen, Songxi 1 Chen, Xiaohong 1 Cheng, Jing 1 Cheung, Simon K. C. 1 Chi, Changxiong 1 Chuang, Chin-Shan 1 Cressie, Noel A. C. 1 Dai, Shan 1 Deng, Shijie 1 Fan, Yanqin 1 Gao, Linhao 1 Hu, Jie 1 Huang, Hsueh-Han 1 Huang, Rui 1 Huang, Shih-Feng 1 Huang, Zhelin 1 Kadane, Joseph Born 1 Kutoyants, Yury A. 1 Lee, P. K. 1 Lee, Sangyeol 1 Lee, Thomas C. M. 1 Li, Yuanbo 1 Li, Zehang Richard 1 Liu, Yan 1 Lu, Ye 1 Oh, Haejune 1 Petris, Giovanni 1 Qi, Yongcheng 1 Shi, Yue 1 Sit, Tony 1 Terrin, Norma 1 Wang, Bin 1 Wolfson, Lara J. 1 Xia, Zhendong 1 Yu, Cindy Long 1 Yu, Haihan 1 Zhang, Dabao 1 Zhao, Jing all top 5 Serials 14 Statistica Sinica 11 The Annals of Statistics 9 Journal of Time Series Analysis 8 Econometric Theory 5 Journal of the American Statistical Association 5 Journal of Econometrics 3 Journal of Multivariate Analysis 3 Journal of Statistical Planning and Inference 3 Computational Statistics and Data Analysis 3 Journal of Forecasting 3 Electronic Journal of Statistics 2 The Canadian Journal of Statistics 2 Annals of the Institute of Statistical Mathematics 2 Stochastic Processes and their Applications 2 International Journal of Theoretical and Applied Finance 2 Journal of the Korean Statistical Society 2 Wiley Series in Probability and Statistics 1 Scandinavian Journal of Statistics 1 Biometrika 1 Sankhyā. Series A. Methods and Techniques 1 Insurance Mathematics & Economics 1 Statistics & Probability Letters 1 Economics Letters 1 The Annals of Applied Probability 1 Communications in Statistics. Theory and Methods 1 Test 1 Bernoulli 1 Journal of the Royal Statistical Society. Series C. Applied Statistics 1 Statistical Inference for Stochastic Processes 1 Quantitative Finance 1 Statistics and Its Interface 1 Risk and Decision Analysis 1 Science China. Mathematics all top 5 Fields 95 Statistics (62-XX) 26 Probability theory and stochastic processes (60-XX) 19 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 10 Numerical analysis (65-XX) 2 History and biography (01-XX) 1 General and overarching topics; collections (00-XX) 1 Combinatorics (05-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Operations research, mathematical programming (90-XX) 1 Biology and other natural sciences (92-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 75 Publications have been cited 986 times in 778 Documents Cited by ▼ Year ▼ Limiting distributions of least squares estimates of unstable autoregressive processes. Zbl 0666.62019 Chan, N. H.; Wei, C. Z. 183 1988 Asymptotic inference for nearly nonstationary AR(1) processes. Zbl 0638.62082 Chan, N. H.; Wei, C. Z. 159 1987 Spatial modeling of regional variables. Zbl 1248.62211 Cressie, Noe; Chan, Ngai H. 45 1989 Empirical likelihood for GARCH models. Zbl 1125.62097 Chan, Ngai Hang; Ling, Shiqing 44 2006 State space modeling of long-memory processes. Zbl 0929.62091 Chan, Ngai Hang; Palma, Wilfredo 39 1998 Empirical likelihood for autoregressive models, with applications to unstable time series. Zbl 0998.62075 Chuang, Chin-Shan; Chan, Ngai Hang 39 2002 Group Lasso for structural break time series. Zbl 1367.62251 Chan, Ngai Hang; Yau, Chun Yip; Zhang, Rong-Mao 37 2014 The parameter inference for nearly nonstationary time series. Zbl 0665.62091 Chan, Ngai Hang 25 1988 Inference for unstable long-memory processes with applications to fractional unit root autoregressions. Zbl 0843.62084 Chan, Ngai Hang; Terrin, Norma 23 1995 Interval estimation of value-at-risk based on GARCH models with heavy-tailed innovations. Zbl 1360.62500 Chan, Ngai Hang; Deng, Shi-Jie; Peng, Liang; Xia, Zhendong 23 2007 Weighted least absolute deviations estimation for an AR(1) process with ARCH(1) errors. Zbl 1094.62111 Chan, Ngai Hang; Peng, Liang 22 2005 Asymptotic theory of least squares estimators for nearly unstable processes under strong dependence. Zbl 1126.62069 Buchmann, Boris; Chan, Ngai Hang 21 2007 Statistical inference for multivariate residual copula of GARCH models. Zbl 1153.62068 Chan, Ngai-Hang; Chen, Jian; Chen, Xiaohong; Fan, Yanqin; Peng, Liang 18 2009 Toward a unified interval estimation of autoregressions. Zbl 1239.62104 Chan, Ngai Hang; Li, Deyuan; Peng, Liang 18 2012 Inference for unit-root models with infinite variance GARCH errors. Zbl 1200.62101 Chan, Ngai Hang; Zhang, Rong-Mao 17 2010 Quantile inference for near-integrated autoregressive times series with infinite variance. Zbl 1087.62097 Chan, Ngai Hang; Peng, Liang; Qi, Yongcheng 15 2006 Inference for near-integrated time series with infinite variance. Zbl 0717.62081 Chan, Ngai Hang 15 1990 Uniform moment bounds of Fisher’s information with applications to time series. Zbl 1220.62088 Chan, Ngai Hang; Ing, Ching-Kang 14 2011 LASSO estimation of threshold autoregressive models. Zbl 1337.62246 Chan, Ngai Hang; Yau, Chun Yip; Zhang, Rong-Mao 14 2015 Efficient estimation of seasonal long-range dependent processes. Zbl 1097.62092 Palma, Wilfredo; Chan, Ngai Hang 12 2005 Inference for nearly nonstationary processes under strong dependence with infinite variance. Zbl 1166.62065 Chan, Ngai Hang; Zhang, Rong-Mao 10 2009 Time series with roots on or near the unit circle. Zbl 1179.62112 Chan, Ngai Hang 10 2009 Residual empirical processes for long and short memory time series. Zbl 1205.62128 Chan, Ngai Hang; Ling, Shiqing 10 2008 Statistical inference for non-stationary GARCH(\(p\),\(q\)) models. Zbl 1326.62184 Chan, Ngai Hang; Ng, Chi Tim 9 2009 Empirical-likelihood-based confidence intervals for conditional variance in heteroskedastic regression models. Zbl 1401.62143 Chan, Ngai Hang; Peng, Liang; Zhang, Dabao 8 2011 On parameter estimation of threshold autoregressive models. Zbl 1236.62099 Chan, Ngai Hang; Kutoyants, Yury A. 8 2012 Interval estimation of the tail index of a GARCH(1,1) model. Zbl 1259.62078 Chan, Ngai Hang; Peng, Liang; Zhang, Rongmao 8 2012 Unified asymptotic theory for nearly unstable AR(\(p\)) processes. Zbl 1275.62064 Buchmann, Boris; Chan, Ngai Hang 8 2013 Integrated functionals of normal and fractional processes. Zbl 1170.60015 Buchmann, Boris; Chan, Ngai Hang 7 2009 Estimation of long-memory time series models: a survey of different likelihood-based methods. Zbl 1190.62156 Chan, Ngai Hang; Palma, Wilfredo 7 2006 Empirical likelihood methods based on characteristic functions with applications to Lévy processes. Zbl 1205.62119 Chan, Ngai Hang; Chen, Song Xi; Peng, Liang; Yu, Cindy L. 6 2009 Priors for unit root models. Zbl 0864.62011 Kadane, Joseph B.; Chan, Ngai Hang; Wolfson, Lara J. 6 1996 Time series. Applications to finance. Zbl 1006.62075 Chan, Ngai Hang 6 2002 On the nearly nonstationary seasonal time series. Zbl 0685.62067 Chan, Ngai Hang 5 1989 Asymptotic inference for unstable auto-regressive time series with drifts. Zbl 0685.62068 Chan, Ngai Hang 5 1989 Tail index of an AR(1) model with ARCH(1) errors. Zbl 1290.62071 Chan, Ngai Hang; Li, Deyuan; Peng, Liang; Zhang, Rongmao 5 2013 Saddle point approximation and volatility estimation of value-at-risk. Zbl 1507.62334 Tian, Maozai; Chan, Ngai Hang 5 2010 Shrinkage estimation of mean-variance portfolio. Zbl 1337.91078 Liu, Yan; Chan, Ngai Hang; Ng, Chi Tim; Wong, Samuel Po Shing 4 2016 Moment bounds and mean squared prediction errors of long-memory time series. Zbl 1292.62099 Chan, Ngai Hang; Huang, Shih-Feng; Ing, Ching-Kang 4 2013 Quantile inference for heteroscedastic regression models. Zbl 1209.62066 Chan, Ngai Hang; Zhang, Rong-Mao 3 2011 Asymptotic inference for non-invertible moving-average time series. Zbl 0835.62077 Chan, Ngai Hang; Tsay, Ruey S. 3 1996 Quantile inference for near-integrated autoregressive time series under infinite variance and strong dependence. Zbl 1177.62105 Chan, Ngai Hang; Zhang, Rong-Mao 3 2009 On nonparametric local inference for density estimation. Zbl 1464.62040 Chan, Ngai-Hang; Lee, Thomas C. M.; Peng, Liang 3 2010 Comparisons of chisquare, Edgeworth expansions and bootstrap approximations to the distribution of the frequency chisquare. Zbl 0885.62015 Bhattacharya, R. N.; Chan, N. H. 3 1996 Residual-based test for fractional cointegration. Zbl 1378.62084 Wang, Bin; Wang, Man; Chan, Ngai Hang 3 2015 Mildly explosive autoregression with mixing innovations. Zbl 1390.62182 Oh, Haejune; Lee, Sangyeol; Chan, Ngai Hang 3 2018 Factor modelling for high-dimensional time series: inference and model selection. Zbl 1360.62453 Chan, Ngai Hang; Lu, Ye; Yau, Chun Yip 3 2017 Simulation techniques in financial risk management. 2nd ed. Zbl 1409.91001 Chan, Ngai Hang; Wong, Hoi Ying 3 2015 Nonstationary linear processes with infinite variance GARCH errors. Zbl 1479.62068 Zhang, Rongmao; Chan, Ngai Hang 3 2021 Bartlett correction of empirical likelihood for non-Gaussian short-memory time series. Zbl 1396.62199 Chen, Kun; Chan, Ngai Hang; Yau, Chun Yip 3 2016 Self-normalized sequential change-point detection. Zbl 1466.62308 Chan, Ngai Hang; Ng, Wai Leong; Yau, Chun Yip 3 2021 Structural model of credit migration. Zbl 1254.91741 Chan, Ngai Hang; Wong, Hoi Ying; Zhao, Jing 3 2012 The ET interview: Professor George C. Tiao. Zbl 0979.01021 Chan, Ngai Hang 2 1999 M-estimation in nonparametric regression under strong dependence and infinite variance. Zbl 1332.62129 Chan, Ngai Hang; Zhang, Rongmao 2 2009 On the Bartlett correction of empirical likelihood for Gaussian long-memory time series. Zbl 1298.62037 Chan, Ngai Hang; Chen, Kun; Yau, Chun Yip 2 2014 Long memory stochastic volatility: A Bayesian approach. Zbl 1026.62118 Chan, Ngai Hang; Petris, Giovanni 2 2000 Maximum likelihood estimation for nearly non-stationary stable autoregressive processes. Zbl 1282.62209 Zhang, Rong-Mao; Chan, Ngai Hang 2 2012 Portmanteau-type tests for unit-root and cointegration. Zbl 1452.62611 Zhang, Rongmao; Chan, Ngai Hang 2 2018 Fractional constant elasticity of variance model. Zbl 1268.91177 Chan, Ngai Hang; Ng, Chi Tim 2 2006 Time series. Applications to finance with R and S-Plus. 2nd ed. Zbl 1284.62008 Chan, Ngai Hang 2 2010 Lasso based variable selection of ARMA models. Zbl 1464.62347 Chan, Ngai Hang; Ling, Shiqing; Yip Yau, Chun 2 2020 Modeling and forecasting online auction prices: a semiparametric regression analysis. Zbl 1397.91248 Chan, Ngai Hang; Liu, Wei Wei 2 2017 Inference for time series and stochastic processes. Zbl 1107.62086 Chan, Ngai Hang 1 2006 Simulation techniques in financial risk management. Zbl 1096.60001 Chan, Ngai Hang; Wong, Hoi Ying 1 2006 Empirical likelihood test for causality of bivariate AR(1) processes. Zbl 1314.62207 Li, D.; Chan, N. H.; Peng, L. 1 2014 Nonlinear error correction model and multiple-threshold cointegration. Zbl 1356.62157 Wang, Man; Chan, Ngai Hang; Yau, Chun Yip 1 2016 The ET interview: Professor Joseph B. Kadane. Zbl 1109.01303 Chan, Ngai Hang 1 2001 Non-stationary autoregressive processes with infinite variance. Zbl 1282.62190 Chan, Ngai Hang; Zhang, Rongmao 1 2012 Nearly unstable processes: a prediction perspective. Zbl 1412.62124 Chan, Ngai Hang; Ing, Ching-Kang; Zhang, Rongmao 1 2019 Subgroup analysis of zero-inflated Poisson regression model with applications to insurance data. Zbl 1411.91269 Chen, Kun; Huang, Rui; Chan, Ngai Hang; Yau, Chun Yip 1 2019 Simultaneous variable selection and structural identification for time-varying coefficient models. Zbl 07570753 Chan, Ngai Hang; Gao, Linhao; Palma, Wilfredo 1 2022 Inference for structural breaks in spatial models. Zbl 07601224 Chan, Ngai Hang; Zhang, Rongmao; Yau, Chun Yip 1 2022 On the estimation of locally stationary long-memory processes. Zbl 1444.62101 Chan, Ngai Hang; Palma, Wilfredo 1 2020 Walsh Fourier transform of locally stationary time series. Zbl 1444.62106 Huang, Zhelin; Chan, Ngai Hang 1 2020 Limit theory of quadratic forms of long-memory linear processes with heavy-tailed GARCH innovations. Zbl 1280.62104 Chan, Ngai Hang; Zhang, Rong-Mao 1 2013 Simultaneous variable selection and structural identification for time-varying coefficient models. Zbl 07570753 Chan, Ngai Hang; Gao, Linhao; Palma, Wilfredo 1 2022 Inference for structural breaks in spatial models. Zbl 07601224 Chan, Ngai Hang; Zhang, Rongmao; Yau, Chun Yip 1 2022 Nonstationary linear processes with infinite variance GARCH errors. Zbl 1479.62068 Zhang, Rongmao; Chan, Ngai Hang 3 2021 Self-normalized sequential change-point detection. Zbl 1466.62308 Chan, Ngai Hang; Ng, Wai Leong; Yau, Chun Yip 3 2021 Lasso based variable selection of ARMA models. Zbl 1464.62347 Chan, Ngai Hang; Ling, Shiqing; Yip Yau, Chun 2 2020 On the estimation of locally stationary long-memory processes. Zbl 1444.62101 Chan, Ngai Hang; Palma, Wilfredo 1 2020 Walsh Fourier transform of locally stationary time series. Zbl 1444.62106 Huang, Zhelin; Chan, Ngai Hang 1 2020 Nearly unstable processes: a prediction perspective. Zbl 1412.62124 Chan, Ngai Hang; Ing, Ching-Kang; Zhang, Rongmao 1 2019 Subgroup analysis of zero-inflated Poisson regression model with applications to insurance data. Zbl 1411.91269 Chen, Kun; Huang, Rui; Chan, Ngai Hang; Yau, Chun Yip 1 2019 Mildly explosive autoregression with mixing innovations. Zbl 1390.62182 Oh, Haejune; Lee, Sangyeol; Chan, Ngai Hang 3 2018 Portmanteau-type tests for unit-root and cointegration. Zbl 1452.62611 Zhang, Rongmao; Chan, Ngai Hang 2 2018 Factor modelling for high-dimensional time series: inference and model selection. Zbl 1360.62453 Chan, Ngai Hang; Lu, Ye; Yau, Chun Yip 3 2017 Modeling and forecasting online auction prices: a semiparametric regression analysis. Zbl 1397.91248 Chan, Ngai Hang; Liu, Wei Wei 2 2017 Shrinkage estimation of mean-variance portfolio. Zbl 1337.91078 Liu, Yan; Chan, Ngai Hang; Ng, Chi Tim; Wong, Samuel Po Shing 4 2016 Bartlett correction of empirical likelihood for non-Gaussian short-memory time series. Zbl 1396.62199 Chen, Kun; Chan, Ngai Hang; Yau, Chun Yip 3 2016 Nonlinear error correction model and multiple-threshold cointegration. Zbl 1356.62157 Wang, Man; Chan, Ngai Hang; Yau, Chun Yip 1 2016 LASSO estimation of threshold autoregressive models. Zbl 1337.62246 Chan, Ngai Hang; Yau, Chun Yip; Zhang, Rong-Mao 14 2015 Residual-based test for fractional cointegration. Zbl 1378.62084 Wang, Bin; Wang, Man; Chan, Ngai Hang 3 2015 Simulation techniques in financial risk management. 2nd ed. Zbl 1409.91001 Chan, Ngai Hang; Wong, Hoi Ying 3 2015 Group Lasso for structural break time series. Zbl 1367.62251 Chan, Ngai Hang; Yau, Chun Yip; Zhang, Rong-Mao 37 2014 On the Bartlett correction of empirical likelihood for Gaussian long-memory time series. Zbl 1298.62037 Chan, Ngai Hang; Chen, Kun; Yau, Chun Yip 2 2014 Empirical likelihood test for causality of bivariate AR(1) processes. Zbl 1314.62207 Li, D.; Chan, N. H.; Peng, L. 1 2014 Unified asymptotic theory for nearly unstable AR(\(p\)) processes. Zbl 1275.62064 Buchmann, Boris; Chan, Ngai Hang 8 2013 Tail index of an AR(1) model with ARCH(1) errors. Zbl 1290.62071 Chan, Ngai Hang; Li, Deyuan; Peng, Liang; Zhang, Rongmao 5 2013 Moment bounds and mean squared prediction errors of long-memory time series. Zbl 1292.62099 Chan, Ngai Hang; Huang, Shih-Feng; Ing, Ching-Kang 4 2013 Limit theory of quadratic forms of long-memory linear processes with heavy-tailed GARCH innovations. Zbl 1280.62104 Chan, Ngai Hang; Zhang, Rong-Mao 1 2013 Toward a unified interval estimation of autoregressions. Zbl 1239.62104 Chan, Ngai Hang; Li, Deyuan; Peng, Liang 18 2012 On parameter estimation of threshold autoregressive models. Zbl 1236.62099 Chan, Ngai Hang; Kutoyants, Yury A. 8 2012 Interval estimation of the tail index of a GARCH(1,1) model. Zbl 1259.62078 Chan, Ngai Hang; Peng, Liang; Zhang, Rongmao 8 2012 Structural model of credit migration. Zbl 1254.91741 Chan, Ngai Hang; Wong, Hoi Ying; Zhao, Jing 3 2012 Maximum likelihood estimation for nearly non-stationary stable autoregressive processes. Zbl 1282.62209 Zhang, Rong-Mao; Chan, Ngai Hang 2 2012 Non-stationary autoregressive processes with infinite variance. Zbl 1282.62190 Chan, Ngai Hang; Zhang, Rongmao 1 2012 Uniform moment bounds of Fisher’s information with applications to time series. Zbl 1220.62088 Chan, Ngai Hang; Ing, Ching-Kang 14 2011 Empirical-likelihood-based confidence intervals for conditional variance in heteroskedastic regression models. Zbl 1401.62143 Chan, Ngai Hang; Peng, Liang; Zhang, Dabao 8 2011 Quantile inference for heteroscedastic regression models. Zbl 1209.62066 Chan, Ngai Hang; Zhang, Rong-Mao 3 2011 Inference for unit-root models with infinite variance GARCH errors. Zbl 1200.62101 Chan, Ngai Hang; Zhang, Rong-Mao 17 2010 Saddle point approximation and volatility estimation of value-at-risk. Zbl 1507.62334 Tian, Maozai; Chan, Ngai Hang 5 2010 On nonparametric local inference for density estimation. Zbl 1464.62040 Chan, Ngai-Hang; Lee, Thomas C. M.; Peng, Liang 3 2010 Time series. Applications to finance with R and S-Plus. 2nd ed. Zbl 1284.62008 Chan, Ngai Hang 2 2010 Statistical inference for multivariate residual copula of GARCH models. Zbl 1153.62068 Chan, Ngai-Hang; Chen, Jian; Chen, Xiaohong; Fan, Yanqin; Peng, Liang 18 2009 Inference for nearly nonstationary processes under strong dependence with infinite variance. Zbl 1166.62065 Chan, Ngai Hang; Zhang, Rong-Mao 10 2009 Time series with roots on or near the unit circle. Zbl 1179.62112 Chan, Ngai Hang 10 2009 Statistical inference for non-stationary GARCH(\(p\),\(q\)) models. Zbl 1326.62184 Chan, Ngai Hang; Ng, Chi Tim 9 2009 Integrated functionals of normal and fractional processes. Zbl 1170.60015 Buchmann, Boris; Chan, Ngai Hang 7 2009 Empirical likelihood methods based on characteristic functions with applications to Lévy processes. Zbl 1205.62119 Chan, Ngai Hang; Chen, Song Xi; Peng, Liang; Yu, Cindy L. 6 2009 Quantile inference for near-integrated autoregressive time series under infinite variance and strong dependence. Zbl 1177.62105 Chan, Ngai Hang; Zhang, Rong-Mao 3 2009 M-estimation in nonparametric regression under strong dependence and infinite variance. Zbl 1332.62129 Chan, Ngai Hang; Zhang, Rongmao 2 2009 Residual empirical processes for long and short memory time series. Zbl 1205.62128 Chan, Ngai Hang; Ling, Shiqing 10 2008 Interval estimation of value-at-risk based on GARCH models with heavy-tailed innovations. Zbl 1360.62500 Chan, Ngai Hang; Deng, Shi-Jie; Peng, Liang; Xia, Zhendong 23 2007 Asymptotic theory of least squares estimators for nearly unstable processes under strong dependence. Zbl 1126.62069 Buchmann, Boris; Chan, Ngai Hang 21 2007 Empirical likelihood for GARCH models. Zbl 1125.62097 Chan, Ngai Hang; Ling, Shiqing 44 2006 Quantile inference for near-integrated autoregressive times series with infinite variance. Zbl 1087.62097 Chan, Ngai Hang; Peng, Liang; Qi, Yongcheng 15 2006 Estimation of long-memory time series models: a survey of different likelihood-based methods. Zbl 1190.62156 Chan, Ngai Hang; Palma, Wilfredo 7 2006 Fractional constant elasticity of variance model. Zbl 1268.91177 Chan, Ngai Hang; Ng, Chi Tim 2 2006 Inference for time series and stochastic processes. Zbl 1107.62086 Chan, Ngai Hang 1 2006 Simulation techniques in financial risk management. Zbl 1096.60001 Chan, Ngai Hang; Wong, Hoi Ying 1 2006 Weighted least absolute deviations estimation for an AR(1) process with ARCH(1) errors. Zbl 1094.62111 Chan, Ngai Hang; Peng, Liang 22 2005 Efficient estimation of seasonal long-range dependent processes. Zbl 1097.62092 Palma, Wilfredo; Chan, Ngai Hang 12 2005 Empirical likelihood for autoregressive models, with applications to unstable time series. Zbl 0998.62075 Chuang, Chin-Shan; Chan, Ngai Hang 39 2002 Time series. Applications to finance. Zbl 1006.62075 Chan, Ngai Hang 6 2002 The ET interview: Professor Joseph B. Kadane. Zbl 1109.01303 Chan, Ngai Hang 1 2001 Long memory stochastic volatility: A Bayesian approach. Zbl 1026.62118 Chan, Ngai Hang; Petris, Giovanni 2 2000 The ET interview: Professor George C. Tiao. Zbl 0979.01021 Chan, Ngai Hang 2 1999 State space modeling of long-memory processes. Zbl 0929.62091 Chan, Ngai Hang; Palma, Wilfredo 39 1998 Priors for unit root models. Zbl 0864.62011 Kadane, Joseph B.; Chan, Ngai Hang; Wolfson, Lara J. 6 1996 Asymptotic inference for non-invertible moving-average time series. Zbl 0835.62077 Chan, Ngai Hang; Tsay, Ruey S. 3 1996 Comparisons of chisquare, Edgeworth expansions and bootstrap approximations to the distribution of the frequency chisquare. Zbl 0885.62015 Bhattacharya, R. N.; Chan, N. H. 3 1996 Inference for unstable long-memory processes with applications to fractional unit root autoregressions. Zbl 0843.62084 Chan, Ngai Hang; Terrin, Norma 23 1995 Inference for near-integrated time series with infinite variance. Zbl 0717.62081 Chan, Ngai Hang 15 1990 Spatial modeling of regional variables. Zbl 1248.62211 Cressie, Noe; Chan, Ngai H. 45 1989 On the nearly nonstationary seasonal time series. Zbl 0685.62067 Chan, Ngai Hang 5 1989 Asymptotic inference for unstable auto-regressive time series with drifts. Zbl 0685.62068 Chan, Ngai Hang 5 1989 Limiting distributions of least squares estimates of unstable autoregressive processes. Zbl 0666.62019 Chan, N. H.; Wei, C. Z. 183 1988 The parameter inference for nearly nonstationary time series. Zbl 0665.62091 Chan, Ngai Hang 25 1988 Asymptotic inference for nearly nonstationary AR(1) processes. Zbl 0638.62082 Chan, N. H.; Wei, C. Z. 159 1987 all cited Publications top 5 cited Publications all top 5 Cited by 1,001 Authors 43 Chan, Ngai Hang 29 Zhang, Rongmao 25 Peng, Liang 21 Phillips, Peter Charles Bonest 19 Ling, Shiqing 16 Wang, Dehui 13 Lee, Sangyeol 11 Pang, Tianxiao 11 Wang, Qiying 10 Ing, Ching-Kang 10 Li, Dong 10 Pap, Gyula 9 Palma, Wilfredo 9 Shin, Dongwan 9 Yau, Chun Yip 8 Taylor, A. M. Robert 8 Yu, Shuhui 7 Li, Wai Keung 7 Rodrigues, Paulo M. M. 7 Tu, Yundong 6 Baran, Sándor 6 Cressie, Noel A. C. 6 Li, Jinyu 6 Lieberman, Offer 6 Robinson, Peter Michael 6 Sin, Chor-Yiu 6 van Zuijlen, Martien C. A. 6 Yang, Kai 6 Zhao, Zhiwen 5 Hylleberg, Svend 5 Li, Deyuan 5 Liu, Qimeng 5 Nielsen, Bent 5 Perron, Pierre 5 Safikhani, Abolfazl 5 Tian, Maozai 5 Zhu, Fukang 4 Ahn, Sung Ki 4 Baragona, Roberto 4 Chen, Kun 4 Chong, Terence Tai-Leung 4 Cucina, Domenico 4 Davis, Richard A. 4 De Oliveira, Victor 4 He, Shuyuan 4 Hill, Jonathan B. 4 Hoga, Yannick 4 Horváth, Lajos 4 Kormos, János 4 Liang, Wei 4 Liu, Xiaohui 4 Ma, Yaolan 4 Marinucci, Domenico 4 McAleer, Michael 4 Müller, Ulrich K. 4 Paruolo, Paolo 4 Peiris, M. Shelton 4 Proïa, Frédéric 4 Reisen, Valdério Anselmo 4 Torabi, Mahmoud 4 Tsai, Henghsiu 4 Xu, Keli 4 Yang, Guangyu 4 Yang, Yaxing 4 Zevallos, Mauricio 4 Zhou, Mo 3 Arteche, Josu 3 Arvanitis, Stelios 3 Battaglia, Francesco Paolo 3 Boutahar, Mohamed 3 Du, Lingjie 3 Giraitis, Liudas 3 Gong, Yun 3 Haldrup, Niels 3 Hall, Alastair R. 3 Hassler, Uwe 3 Holan, Scott H. 3 Ispány, Márton 3 Johansen, Søren Glud 3 Konev, Victor 3 Kutoyants, Yury A. 3 Lee, Hahn Shik 3 Lee, Ji Hyung 3 Li, Han 3 Li, Muyi 3 Li, Zhouping 3 Liao, Guili 3 Lin, Zhengyan 3 Magdalinos, Tassos 3 Masuda, Hiroki 3 Meng, Xiaoli 3 Michailidis, George C. 3 Mykland, Per Aslak 3 Ng, Chi Tim 3 Nielsen, Morten Ørregaard 3 Oh, Man-Suk 3 Ooms, Marius 3 Peng, Cuixin 3 Proietti, Tommaso 3 Qi, Yongcheng ...and 901 more Authors all top 5 Cited in 134 Serials 111 Journal of Econometrics 60 Econometric Theory 52 Journal of Time Series Analysis 38 Communications in Statistics. Theory and Methods 31 Statistics & Probability Letters 30 Journal of Statistical Planning and Inference 27 Computational Statistics and Data Analysis 26 Econometric Reviews 24 The Annals of Statistics 22 Journal of Multivariate Analysis 15 Annals of the Institute of Statistical Mathematics 14 Journal of the Korean Statistical Society 12 Economics Letters 12 Stochastic Processes and their Applications 11 Electronic Journal of Statistics 10 Statistics 9 Statistical Papers 9 Studies in Nonlinear Dynamics and Econometrics 8 Statistica Sinica 8 Journal of Applied Statistics 8 Statistical Methods and Applications 7 Computers & Mathematics with Applications 7 Journal of the American Statistical Association 7 Journal of Statistical Computation and Simulation 6 Metrika 6 Scandinavian Journal of Statistics 6 Bernoulli 5 The Canadian Journal of Statistics 5 Lithuanian Mathematical Journal 5 Acta Mathematicae Applicatae Sinica. English Series 5 Journal of Economic Dynamics & Control 5 Communications in Statistics. Simulation and Computation 5 Applied Mathematics. Series B (English Edition) 5 Australian & New Zealand Journal of Statistics 5 Statistical Methodology 5 Science China. Mathematics 5 Journal of Computational and Graphical Statistics 4 Journal of Computational and Applied Mathematics 4 Mathematical Methods of Statistics 4 Methodology and Computing in Applied Probability 4 Quantitative Finance 4 Journal of Business and Economic Statistics 3 Advances in Applied Probability 3 Mathematics and Computers in Simulation 3 International Journal of Theoretical and Applied Finance 3 Acta Mathematica Sinica. English Series 3 Applied Stochastic Models in Business and Industry 3 AStA. Advances in Statistical Analysis 3 Japanese Journal of Statistics and Data Science 3 Environmetrics 2 Physica A 2 Automatica 2 Journal of Applied Probability 2 Statistica Neerlandica 2 Insurance Mathematics & Economics 2 Sequential Analysis 2 Statistical Science 2 Journal of Theoretical Probability 2 Mathematical and Computer Modelling 2 The Annals of Applied Probability 2 Test 2 Journal of Nonparametric Statistics 2 Journal of the Royal Statistical Society. Series B. Statistical Methodology 2 Statistical Inference for Stochastic Processes 2 Brazilian Journal of Probability and Statistics 2 Journal of Systems Science and Complexity 2 ASTIN Bulletin 2 The Annals of Applied Statistics 2 Journal of the Italian Statistical Society 2 Bayesian Analysis 1 Journal of Mathematical Physics 1 Rocky Mountain Journal of Mathematics 1 Theory of Probability and its Applications 1 Applied Mathematics and Computation 1 Biometrical Journal 1 Biometrics 1 Econometrica 1 Circuits, Systems, and Signal Processing 1 Stochastic Analysis and Applications 1 Acta Applicandae Mathematicae 1 Journal of Classification 1 International Journal of Approximate Reasoning 1 Annals of Operations Research 1 Computational Statistics 1 Applied Mathematical Modelling 1 European Journal of Operational Research 1 International Journal of Computer Mathematics 1 Linear Algebra and its Applications 1 Journal of Mathematical Sciences (New York) 1 Random Operators and Stochastic Equations 1 Annals of Mathematics and Artificial Intelligence 1 Electronic Communications in Probability 1 The Journal of Fourier Analysis and Applications 1 Mathematical Problems in Engineering 1 Finance and Stochastics 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Abstract and Applied Analysis 1 Soft Computing 1 Journal of Inequalities and Applications 1 The Econometrics Journal ...and 34 more Serials all top 5 Cited in 27 Fields 729 Statistics (62-XX) 153 Probability theory and stochastic processes (60-XX) 106 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 69 Numerical analysis (65-XX) 7 Computer science (68-XX) 5 Geophysics (86-XX) 5 Biology and other natural sciences (92-XX) 4 History and biography (01-XX) 4 Dynamical systems and ergodic theory (37-XX) 4 Harmonic analysis on Euclidean spaces (42-XX) 3 Statistical mechanics, structure of matter (82-XX) 3 Systems theory; control (93-XX) 2 General and overarching topics; collections (00-XX) 2 Combinatorics (05-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 2 Partial differential equations (35-XX) 2 Integral equations (45-XX) 2 General topology (54-XX) 2 Operations research, mathematical programming (90-XX) 2 Information and communication theory, circuits (94-XX) 1 Measure and integration (28-XX) 1 Ordinary differential equations (34-XX) 1 Approximations and expansions (41-XX) 1 Integral transforms, operational calculus (44-XX) 1 Operator theory (47-XX) 1 Mechanics of deformable solids (74-XX) 1 Astronomy and astrophysics (85-XX) Citations by Year