New recursive estimators of the time-average variance constant. - Chun Yip Yau; Kin Wai Chan (Stat. Comput., 2016)

LARS-type algorithm for group lasso. - Chun Yip Yau; Tsz Shing Hui (Stat. Comput., 2017)

Nonparametric modeling and break point detection for time series signal of counts. - Qi Gao; Thomas C. M. Lee; Chun Yip Yau (Signal Process., 2017)

Alternating Pruned Dynamic Programming for Multiple Epidemic Change-Point Estimation. - Zifeng Zhao; Chun Yip Yau (J. Comput. Graph. Stat., 2021)

GARCH-type factor model. - Yuanbo Li; Chi Tim Ng; Chun Yip Yau (J. Multivar. Anal., 2022)

Penalized Whittle likelihood for spatial data. - Kun Chen; Ngai Hang Chan; Chun Yip Yau; Jie Hu (J. Multivar. Anal., 2023)

Burn-in selection in simulating stationary time series. - Yuanbo Li; Chu Kin Chan; Chun Yip Yau; Wai Leong Ng; Henry Lam (Comput. Stat. Data Anal., 2024)