The following pages link to Chun Yip Yau (Q294227):
Displaying 46 items.
- New recursive estimators of the time-average variance constant (Q294229) (← links)
- On the Bartlett correction of empirical likelihood for Gaussian long-memory time series (Q405371) (← links)
- Group orthogonal greedy algorithm for change-point estimation of multivariate time series (Q830674) (← links)
- Fitting time series models for longitudinal surveys with nonignorable missing data (Q830737) (← links)
- LASSO estimation of threshold autoregressive models (Q888321) (← links)
- LARS-type algorithm for group Lasso (Q1703818) (← links)
- Information criterion of seriously over-fitting change-point models (Q1748647) (← links)
- Consistency of minimum description length model selection for piecewise stationary time series models (Q1951119) (← links)
- Generalized threshold latent variable model (Q2002582) (← links)
- Bartlett correction of frequency domain empirical likelihood for time series with unknown innovation variance (Q2023456) (← links)
- Optimal change-point estimation in time series (Q2054501) (← links)
- Frequency domain bootstrap methods for random fields (Q2074338) (← links)
- Spatial sampling design using generalized Neyman-Scott process (Q2084408) (← links)
- A propensity score adjustment method for longitudinal time series models under nonignorable nonresponse (Q2122815) (← links)
- GARCH-type factor model (Q2140876) (← links)
- Study of the trend pattern of COVID-19 using spline-based time series model: a Bayesian paradigm (Q2166050) (← links)
- Subgroup analysis of zero-inflated Poisson regression model with applications to insurance data (Q2415960) (← links)
- Penalized Whittle likelihood for spatial data (Q2692930) (← links)
- Bartlett Correction of Empirical Likelihood for Non‐Gaussian Short‐Memory Time Series (Q2817310) (← links)
- Nonlinear error correction model and multiple-threshold cointegration (Q2828610) (← links)
- Empirical likelihood in long-memory time series models (Q2930886) (← links)
- Factor Modelling for High-Dimensional Time Series: Inference and Model Selection (Q2968469) (← links)
- Sequential change-point detection in time series models based on pairwise likelihood (Q2977517) (← links)
- (Q3074771) (← links)
- (Q3145547) (← links)
- High‐order Corrected Estimator of Asymptotic Variance with Optimal Bandwidth (Q4599639) (← links)
- Test for the existence of finite moments via bootstrap (Q4634442) (← links)
- Forecasting Online Auctions via Self‐Exciting Point Processes (Q4687525) (← links)
- Group LASSO for Structural Break Time Series (Q4975401) (← links)
- Lasso-based Variable Selection of ARMA Models (Q4986337) (← links)
- (Q4986380) (← links)
- Inference for Structural Breaks in Spatial Models (Q5041341) (← links)
- Alternating Pruned Dynamic Programming for Multiple Epidemic Change-Point Estimation (Q5066468) (← links)
- BOOTSTRAP INFERENCE FOR MULTIPLE CHANGE-POINTS IN TIME SERIES (Q5104480) (← links)
- On Bartlett correction of empirical likelihood for regularly spaced spatial data (Q5107599) (← links)
- On higher-order moment and cumulant estimation (Q5107739) (← links)
- Estimation of Multiple-Regime Threshold Autoregressive Models With Structural Breaks (Q5367431) (← links)
- Inference for Multiple Change Points in Time Series via Likelihood Ratio Scan Statistics (Q5378375) (← links)
- A pairwise likelihood-based approach for changepoint detection in multivariate time series models (Q5384380) (← links)
- Likelihood inference for discriminating between long‐memory and change‐point models (Q5397940) (← links)
- Functional Threshold Autoregressive Model (Q6128275) (← links)
- Time Series Analysis for Longitudinal Survey Data Under Informative Sampling and Nonignorable Missingness (Q6174117) (← links)
- Burn-in selection in simulating stationary time series (Q6554246) (← links)
- Threshold Estimation via Group Orthogonal Greedy Algorithm (Q6616616) (← links)
- Asymptotically constant risk estimator of the time-average variance constant (Q6637910) (← links)
- A Composite Likelihood-Based Approach for Change-Point Detection in Spatio-Temporal Processes (Q6651415) (← links)
