Ngai Hang Chan

According to our database, Ngai Hang Chan authored at least 10 papers between 2001 and 2023.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2023

Penalized Whittle likelihood for spatial data.

Kun Chen, Ngai Hang Chan, Chun Yip Yau, Jie Hu

J. Multivar. Anal., May, 2023

Nonparametric testing for the specification of spatial trend functions.

Rongmao Zhang, Ngai Hang Chan, Changxiong Chi

J. Multivar. Anal., 2023

2019

Efficient inference for nonlinear state space models: An automatic sample size selection rule.

Jing Cheng, Ngai Hang Chan

Comput. Stat. Data Anal., 2019

2013

Limit theory of quadratic forms of long-memory linear processes with heavy-tailed GARCH innovations.

Ngai Hang Chan, Rongmao Zhang

J. Multivar. Anal., 2013

2012

Least squares estimators for nearly unstable processes for functionals of long-memory noises.

Ngai Hang Chan, Weiwei Liu

Risk Decis. Anal., 2012

Structural model of credit migration.

Ngai Hang Chan, Hoi Ying Wong, Jing Zhao

Comput. Stat. Data Anal., 2012

2010

On nonparametric local inference for density estimation.

Ngai Hang Chan, Thomas C. M. Lee, Liang Peng

Comput. Stat. Data Anal., 2010

2003

Order selection of continuous time models: Applications to estimation of risk premiums.

Gopal K. Basak, Ngai Hang Chan, Philip P. K. Lee

Proceedings of the 2003 IEEE International Conference on Computational Intelligence for Financial Engineering, 2003

2002

Data Mining Meets Performance Evaluation: Fast Algorithms for Modeling Bursty Traffic.

Mengzhi Wang, Ngai Hang Chan, Spiros Papadimitriou, Christos Faloutsos, Tara M. Madhyastha

Proceedings of the 18th International Conference on Data Engineering, San Jose, CA, USA, February 26, 2002

2001

A comparison of linear and nonlinear statistical techniques in performance attribution.

Ngai Hang Chan, Christopher R. Genovese

IEEE Trans. Neural Networks, 2001