Kung-Sik Chan

MaRDI QIDQ202876zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Spectral change point estimation for high-dimensional time series by sparse tensor decomposition Journal of the Royal Statistical Society. Series B. Statistical Methodology	2026-05-11	Paper
Highest Probability Density Conformal Regions Journal of Computational and Graphical Statistics	2026-05-06	Paper
Detection of smoothly distributed spatial outliers, with applications to identifying the distribution of parenchymal hyperinflation following an airway challenge in asthmatics Statistics in Medicine	2025-04-09	Paper
Testing for Threshold Diffusion Journal of Business and Economic Statistics	2024-10-09	Paper
Testing for threshold regulation in presence of measurement error STATISTICA SINICA	2024-08-26	Paper
Testing for Threshold Effects in the TARMA Framework STATISTICA SINICA	2023-11-23	Paper
Random Projection Ensemble Classification with High-Dimensional Time Series Biometrics	2023-10-30	Paper
Estimating a Smooth Common Transfer Function with a Panel of Time Series - Inflow of Larvae Cod as an Example Pakistan Journal of Statistics and Operation Research	2023-04-25	Paper
Penalized quasi-likelihood estimation of generalized Pareto regression -- consistent identification of risk factors for extreme losses Insurance Mathematics & Economics	2022-05-12	Paper
Dynamic conditional angular correlation Journal of Econometrics	2020-03-20	Paper
A note on rank reduction in sparse multivariate regression Journal of Statistical Theory and Practice	2019-08-30	Paper
On the Ergodicity of First‐Order Threshold Autoregressive Moving‐Average Processes Journal of Time Series Analysis	2019-06-17	Paper
Option pricing with threshold diffusion processes North American Actuarial Journal	2019-05-28	Paper
Reduced rank stochastic regression with a sparse singular value decomposition Journal of the Royal Statistical Society Series B: Statistical Methodology	2019-05-09	Paper
Quasi-likelihood estimation of a censored autoregressive model with exogenous variables Journal of the American Statistical Association	2018-12-04	Paper
Approximate conditional least squares estimation of a nonlinear state-space model via an unscented Kalman filter Computational Statistics and Data Analysis	2018-11-02	Paper
Inference of bivariate long-memory aggregate time series STATISTICA SINICA	2018-01-26	Paper
Linking lung airway structure to pulmonary function via composite bridge regression The Annals of Applied Statistics	2017-02-24	Paper
Assessing the relative importance of nitrogen-retention processes in a large reservoir using time-series modeling Journal of Agricultural, Biological and Environmental Statistics	2016-08-05	Paper
A conversation with Howell Tong Statistical Science	2016-03-04	Paper
A conversation with Howell Tong Statistical Science	2016-03-04	Paper
Quasi-likelihood estimation of a threshold diffusion process Journal of Econometrics	2015-10-30	Paper
Bayesian inference with incomplete multinomial data: a problem in pathogen diversity Journal of the American Statistical Association	2015-06-15	Paper
Local polynomial and penalized trigonometric series regression STATISTICA SINICA	2015-04-28	Paper
Nonparametric threshold model of~zero-inflated spatio-temporal data with~application to shifts in jellyfish distribution Journal of Agricultural, Biological and Environmental Statistics	2015-03-06	Paper
Testing for shielding of special nuclear weapon materials The Annals of Applied Statistics	2014-06-10	Paper
Testing for shielding of special nuclear weapon materials The Annals of Applied Statistics	2014-06-10	Paper
Book Reviews Journal of the American Statistical Association	2014-05-02	Paper
On conditionally heteroscedastic AR models with thresholds STATISTICA SINICA	2014-04-29	Paper
Identification of an additive nonlinear system and its applications in generalized Hammerstein models Automatica	2014-03-19	Paper
Reduced rank regression via adaptive nuclear norm penalization Biometrika	2014-01-17	Paper
Reduced rank regression via adaptive nuclear norm penalization Biometrika	2014-01-17	Paper
On the convergence rate of the unscented transformation Annals of the Institute of Statistical Mathematics	2013-11-11	Paper
Reduced rank regression via adaptive nuclear norm penalization Biometrika	2013-09-11	Paper
Reduced rank regression via adaptive nuclear norm penalization Biometrika	2013-09-11	Paper
Variable selection via RIVAL (removing irrelevant variables amidst lasso iterations) and its application to nuclear material detection Automatica	2013-03-01	Paper
Inference of seasonal long-memory aggregate time series Bernoulli	2013-01-17	Paper
Inference of seasonal long-memory aggregate time series Bernoulli	2013-01-17	Paper
Semiparametric zero-inflated modeling in multi-ethnic study of atherosclerosis (MESA) The Annals of Applied Statistics	2012-10-21	Paper
Semiparametric zero-inflated modeling in multi-ethnic study of atherosclerosis (MESA) The Annals of Applied Statistics	2012-10-21	Paper
Generalized additive models for zero-inflated data with partial constraints Scandinavian Journal of Statistics	2012-09-01	Paper
Subset ARMA selection via the adaptive Lasso Statistics and Its Interface	2011-12-01	Paper
Testing for measurement errors with discrete-time data sampled from a CARMA model Statistics and Its Interface	2011-12-01	Paper
Discussion of ``Feature matching in time series modeling'' by Y. Xia and H. Tong Statistical Science	2011-08-19	Paper
Maximum likelihood estimation of a generalized threshold stochastic regression model Biometrika	2011-06-28	Paper
Penalized maximum likelihood estimation of a stochastic multivariate regression model Statistics & Probability Letters	2010-09-24	Paper
A note on the invertibility of nonlinear ARMA models Journal of Statistical Planning and Inference	2010-09-20	Paper
Analyzing short time series data from periodically fluctuating rodent populations by threshold models: A nearest block bootstrap approach Science in China. Series A	2009-12-07	Paper
Rejoinder Science in China. Series A	2009-12-07	Paper
Identification of non-parametric FIR non-linear systems with low-degree interactive terms IMA Journal of Mathematical Control and Information	2009-07-15	Paper
A NOTE ON INEQUALITY CONSTRAINTS IN THE GARCH MODEL Econometric Theory	2009-06-11	Paper
A note on time-reversibility of multivariate linear processes Biometrika	2009-01-15	Paper
A generalized threshold mixed model for analyzing nonnormal nonlinear time series, with application to plague in Kazakhstan Biometrika	2008-07-21	Paper
Testing for multimodality with dependent data Biometrika	2008-04-08	Paper
Multivariate reduced-rank nonlinear time series modeling	2008-01-09	Paper
Editor's melange	2008-01-09	Paper
scientific article; zbMATH DE number 5223072 (Why is no real title available?)	2008-01-03	Paper
A Note on Non‐Negative Arma Processes Journal of Time Series Analysis	2007-12-16	Paper
Testing for Common Structures in a Panel of Threshold Models Biometrics	2007-05-07	Paper
Maximum Likelihood Estimation of Linear Continuous Time Long Memory Processes with Discrete Time Data Journal of the Royal Statistical Society Series B: Statistical Methodology	2006-10-04	Paper
A Note on Non-Negative Continuous Time Processes Journal of the Royal Statistical Society Series B: Statistical Methodology	2006-06-19	Paper
Temporal Aggregation of Stationary And Nonstationary Discrete‐Time Processes Journal of Time Series Analysis	2006-05-24	Paper
Temporal Aggregation of Stationary and Non‐stationary Continuous‐Time Processes Scandinavian Journal of Statistics	2006-05-24	Paper
A note on parameter differentiation of matrix exponentials, with applications to continuous-time modelling Bernoulli	2004-06-10	Paper
Burmann expansion and test for additivity Biometrika	2004-03-16	Paper
A note on the equivalence of two approaches for specifying a Markov process Bernoulli	2003-01-01	Paper
A note on testing for nonlinearity with partially observed time series Biometrika	2002-08-21	Paper
Chaos: A statistical perspective Springer Series in Statistics	2001-09-23	Paper
scientific article; zbMATH DE number 1515429 (Why is no real title available?)	2000-10-10	Paper
Limiting properties of the least squares estimator of a continuous threshold autoregressive model Biometrika	2000-06-13	Paper
Testing for nonlinearity with partially observed time series Biometrika	2000-01-01	Paper
scientific article; zbMATH DE number 970186 (Why is no real title available?)	1997-03-11	Paper
scientific article; zbMATH DE number 597895 (Why is no real title available?)	1994-06-29	Paper
Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model The Annals of Statistics	1994-04-25	Paper
scientific article; zbMATH DE number 4159917 (Why is no real title available?)	1990-01-01	Paper
A note on the geometric ergodicity of a Markov chain Advances in Applied Probability	1989-01-01	Paper
ON THE EXISTENCE OF THE STATIONARY AND ERGODIC NEAR(p) MODEL Journal of Time Series Analysis	1988-01-01	Paper
A NOTE ON EMBEDDING A DISCRETE PARAMETER ARMA MODEL IN A CONTINUOUS PARAMETER ARMA MODEL Journal of Time Series Analysis	1987-01-01	Paper
ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS Journal of Time Series Analysis	1986-01-01	Paper
A note on certain integral equations associated with nonlinear time series analysis Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete	1986-01-01	Paper
A multiple-threshold AR(1) model Journal of Applied Probability	1985-01-01	Paper
On the use of the deterministic Lyapunov function for the ergodicity of stochastic difference equations Advances in Applied Probability	1985-01-01	Paper

Research outcomes over time

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