A comparison of linear and nonlinear statistical techniques in performance attribution. - Ngai Hang Chan; Christopher R. Genovese (IEEE Trans. Neural Networks, 2001)

Data Mining Meets Performance Evaluation: Fast Algorithms for Modeling Bursty Traffic. - Mengzhi Wang; Ngai Hang Chan; Spiros Papadimitriou; Christos Faloutsos; Tara M. Madhyastha (ICDE, 2002)

Order selection of continuous time models: Applications to estimation of risk premiums. - Gopal K. Basak; Ngai Hang Chan; Philip P. K. Lee (CIFEr, 2003)

On nonparametric local inference for density estimation. - Ngai Hang Chan; Thomas C. M. Lee; Liang Peng (Comput. Stat. Data Anal., 2010)

Structural model of credit migration. - Ngai Hang Chan; Hoi Ying Wong; Jing Zhao 002 (Comput. Stat. Data Anal., 2012)

Least squares estimators for nearly unstable processes for functionals of long-memory noises. - Ngai Hang Chan; Weiwei Liu (Risk Decis. Anal., 2012)

Limit theory of quadratic forms of long-memory linear processes with heavy-tailed GARCH innovations. - Ngai Hang Chan; Rongmao Zhang (J. Multivar. Anal., 2013)

Efficient inference for nonlinear state space models: An automatic sample size selection rule. - Jing Cheng; Ngai Hang Chan (Comput. Stat. Data Anal., 2019)

Nonparametric testing for the specification of spatial trend functions. - Rongmao Zhang; Ngai Hang Chan; Changxiong Chi (J. Multivar. Anal., 2023)

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