Chun Yip Yau

Available identifiers

zbMath Open yau.chun-yipMaRDI QIDQ294227

List of research outcomes

Publication	Date of Publication	Type
Functional Threshold Autoregressive Model	2024-04-15	Paper
Asymptotic spectral theory for spatial data	2023-07-13	Paper
Time Series Analysis for Longitudinal Survey Data Under Informative Sampling and Nonignorable Missingness	2023-07-13	Paper
Penalized Whittle likelihood for spatial data	2023-03-17	Paper
Spatial sampling design using generalized Neyman-Scott process	2022-10-18	Paper
Inference for Structural Breaks in Spatial Models	2022-10-13	Paper
BOOTSTRAP INFERENCE FOR MULTIPLE CHANGE-POINTS IN TIME SERIES	2022-09-12	Paper
Study of the trend pattern of COVID-19 using spline-based time series model: a Bayesian paradigm	2022-08-23	Paper
GARCH-type factor model	2022-05-23	Paper
A propensity score adjustment method for longitudinal time series models under nonignorable nonresponse	2022-04-07	Paper
Alternating Pruned Dynamic Programming for Multiple Epidemic Change-Point Estimation	2022-03-29	Paper
Frequency domain bootstrap methods for random fields	2022-02-09	Paper
Optimal change-point estimation in time series	2021-12-03	Paper
Group orthogonal greedy algorithm for change-point estimation of multivariate time series	2021-05-07	Paper
Fitting time series models for longitudinal surveys with nonignorable missing data	2021-05-07	Paper
Bartlett correction of frequency domain empirical likelihood for time series with unknown innovation variance	2021-05-03	Paper
Lasso-based Variable Selection of ARMA Models	2021-04-27	Paper
https://portal.mardi4nfdi.de/entity/Q4986380	2021-04-27	Paper
On Bartlett correction of empirical likelihood for regularly spaced spatial data	2020-04-28	Paper
On higher-order moment and cumulant estimation	2020-04-28	Paper
Generalized threshold latent variable model	2019-07-12	Paper
A pairwise likelihood-based approach for changepoint detection in multivariate time series models	2019-06-24	Paper
Inference for Multiple Change Points in Time Series via Likelihood Ratio Scan Statistics	2019-06-12	Paper
Subgroup analysis of zero-inflated Poisson regression model with applications to insurance data	2019-05-23	Paper
Forecasting Online Auctions via Self‐Exciting Point Processes	2018-10-12	Paper
Information criterion of seriously over-fitting change-point models	2018-05-14	Paper
Test for the existence of finite moments via bootstrap	2018-04-10	Paper
LARS-type algorithm for group Lasso	2018-03-07	Paper
High‐order Corrected Estimator of Asymptotic Variance with Optimal Bandwidth	2018-01-04	Paper
Estimation of Multiple-Regime Threshold Autoregressive Models With Structural Breaks	2017-10-13	Paper
Group LASSO for Structural Break Time Series	2017-08-04	Paper
Sequential change-point detection in time series models based on pairwise likelihood	2017-04-18	Paper
Factor Modelling for High-Dimensional Time Series: Inference and Model Selection	2017-03-16	Paper
Inference for Multiple Change-points in Linear and Non-linear Time Series Models	2017-03-02	Paper
Nonlinear error correction model and multiple-threshold cointegration	2016-10-26	Paper
Bartlett Correction of Empirical Likelihood for Non‐Gaussian Short‐Memory Time Series	2016-08-30	Paper
New recursive estimators of the time-average variance constant	2016-06-10	Paper
LASSO estimation of threshold autoregressive models	2015-10-30	Paper
Empirical likelihood in long-memory time series models	2014-11-20	Paper
On the Bartlett correction of empirical likelihood for Gaussian long-memory time series	2014-09-05	Paper
Likelihood inference for discriminating between long‐memory and change‐point models	2014-02-25	Paper
Consistency of minimum description length model selection for piecewise stationary time series models	2013-05-29	Paper
https://portal.mardi4nfdi.de/entity/Q3145547	2012-12-21	Paper
https://portal.mardi4nfdi.de/entity/Q3074771	2011-02-10	Paper

Research outcomes over time

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