Ngai Hang Chan - Publications, H-index & Citations

Ngai Hang Chan

city university of hong kong

27H指数

192论文数

5.3K被引数

收录论文 25

发表时间

Least squares and adaptive Lasso estimations of AR(p) models with unit roots and heavy-tailed noises 含单位根和重尾噪声的AR(p)模型的最小二乘和自适应Lasso估计

Journal of Statistical Planning and Inference

IF0.8

2026-12-01

PREAI

Guo, Feifei; Chan, Ngai Hang; Ling, Shiqing; Ye, Wenbing

Coefficient Shape Alignment in Multiple Functional Linear Regression 多元函数线性回归中的系数形状对齐

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

IF3

2024-12-03

PREAI

Jiao, Shuhao; Chan, Ngai-Hang

CONSISTENT ORDER SELECTION FOR ARFIMA PROCESSES

ANNALS OF STATISTICS

IF3.7

2022-06-01

PREAI

Huang, Hsueh-Han; Chan, Ngai Hang; Chen, Kun; Ing, Ching-Kang

Broad Distribution of Local Polar States Generates Large Electrothermal Properties in Pb-Free Relaxor Ferroelectrics

CHEMISTRY OF MATERIALS

IF7

2021-11-05

OAAI

Marlton, Frederick P.; Nayak, Sanjib; Venkateshwarlu, Sarangi; Chan, Ngai Hang; Kong, Jing; Zhang, Yuanpeng; Tucker, Matthew G.; Jorgensen, Mads Ry Vogel; Pramanick, Abhijit

OPTIMAL CHANGE-POINT ESTIMATION IN TIME SERIES

ANNALS OF STATISTICS

IF3.7

2021-08-01

PREAI

Chan, Ngai Hang; Ng, Wai Leong; Yau, Chun Yip; Yu, Haihan

Inference for the degree distributions of preferential attachment networks with zero-degree nodes

JOURNAL OF ECONOMETRICS

IF4

2020-05-01

PREAI

Chan, N. H.; Cheung, Simon K. C.; Wong, Samuel P. S.

Portmanteau-type tests for unit-root and cointegration

JOURNAL OF ECONOMETRICS

IF4

2018-12-01

PREAI

Zhang, Rongmao; Chan, Ngai Hang

Modeling eBay price using stochastic differential equations

JOURNAL OF FORECASTING

IF2.7

2018-10-18

OAAI

Liu, Wei Wei; Liu, Yan; Chan, Ngai Hang

Short-Term Stock Price Prediction Based on Limit Order Book Dynamics

JOURNAL OF FORECASTING

IF2.7

2016-11-23

PREAI

An, Yang; Chan, Ngai Hang

Modeling and Forecasting Online Auction Prices: A Semiparametric Regression Analysis

JOURNAL OF FORECASTING

IF2.7

2016-05-19

PREAI

Chan, Ngai Hang; Liu, Wei Wei

LASSO estimation of threshold autoregressive models

JOURNAL OF ECONOMETRICS

IF4

2015-12-01

PREAI

Chan, Ngai Hang; Yau, Chun Yip; Zhang, Rong-Mao

Forecasting Online Auctions via Self-Exciting Point Processes

JOURNAL OF FORECASTING

IF2.7

2014-09-15

PREAI

Chan, Ngai Hang; Li, Zehang Richard; Yau, Chun Yip

Group LASSO for Structural Break Time Series

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

IF3

2014-06-13

PREAI

Chan, Ngai Hang; Yau, Chun Yip; Zhang, Rong-Mao

MOMENT BOUNDS AND MEAN SQUARED PREDICTION ERRORS OF LONG-MEMORY TIME SERIES

ANNALS OF STATISTICS

IF3.7

2013-06-01

OAAI

Chan, Ngai Hang; Huang, Shih-Feng; Ing, Ching-Kang

UNIFORM MOMENT BOUNDS OF FISHER'S INFORMATION WITH APPLICATIONS TO TIME SERIES

ANNALS OF STATISTICS

IF3.7

2011-06-01

OAAI

Chan, Ngai Hang; Ing, Chng-Kang

RESIDUAL EMPIRICAL PROCESSES FOR LONG AND SHORT MEMORY TIME SERIES (vol 36, pg 2453, 2008)

ANNALS OF STATISTICS

IF3.7

2010-12-01

OAAI

Chan, Ngai Hang; Ling, Shiqing

Acoustic metamaterial panels for sound attenuation in the 50-1000 Hz regime

APPLIED PHYSICS LETTERS

IF3.6

2010-01-26

550

PREAI

Yang, Z.; Dai, H. M.; Chan, N. H.; Ma, G. C.; Sheng, Ping

Empirical Likelihood Methods Based on Characteristic Functions With Applications to Levy Processes

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

IF3

2009-12-01

PREAI

Chan, Ngai Hang; Chen, Song Xi; Peng, Liang; Yu, Cindy L.

RESIDUAL EMPIRICAL PROCESSES FOR LONG AND SHORT MEMORY TIME SERIES

ANNALS OF STATISTICS

IF3.7

2008-10-01

OAAI

Chan, Ngai Hang; Ling, Shiqing

Asymptotic theory of least squares estimators for nearly unstable processes under strong dependence

ANNALS OF STATISTICS

IF3.7

2007-10-01

OAAI

Buchmann, Borls; Chan, Ngai Hang

研究方向