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Author ID: chan.ngai-hang Recent zbMATH articles by "Chan, Ngai Hang"
Published as: Chan, Ngai Hang; Chan, N. H.; Chan, Ngai-Hang; Chan, Ngai H.
Documents Indexed: 102 Publications since 1987, including 5 Books
Co-Authors: 60 Co-Authors with 92 Joint Publications
2,515 Co-Co-Authors

Publications by Year

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 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

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