..........Journal Articles..........
- Zhao, Z., Ma, T. F., Ng, W. L. and Yau, C. Y. (2024+). A Composite Likelihood-based Approach for Change-point Detection in Spatio-temporal Processes. (To appear in Journal of the American Statistical Association).
- Li, Y., Chan, C. K., Yau, C. Y., Ng, W. L. and Lam, H. (2024+). Burn-in Selection in Simulating Stationary Time Series. (To appear in Computational Statistics and Data Analysis).
- Ng, W. L. and Yau, C. Y. (2023). Asymptotic Spectral Theory for Spatial Data. Stochastics, 95(3), 423-464.
- Ng, W. L., Pan, S. and Yau, C. Y. (2022). Bootstrap Inference for Multiple Change-points in Time Series. Econometric Theory, 38(4), 752-792.
- Ng, W. L., Yau, C. Y. and Chen, X. (2021). Frequency Domain Bootstrap Methods for Random Fields. Electronic Journal of Statistics, 15(2), 6586-6632. DOI: 10.1214/21-EJS1959
- Chan, N. H., Ng, W. L., Yau, C. Y. and Yu, H. (2021). Optimal Change-point Estimation in Time Series. Annals of Statistics, 49(4), 2336-2355. DOI: 10.1214/20-AOS2039
- Chan, N. H., Ng, W. L., and Yau, C. Y. (2021). A Self-Normalized Approach to Sequential Change-point Detection for Time Series. Statistica Sinica, 31(1), 491-517. DOI: 10.5705/ss.202018.0269
- Ng, W. L. and Yau, C. Y. (2018). Test for Existence of Finite Moments via Bootstrap. Journal of Nonparametric Statistics, 30(1), 28-48.
- Yip, T. C. F., Ng, W. L. and Yau, C. Y. (2018). A Hidden Markov Model for Earthquake Prediction. Stochastic Environmental Research and Risk Assessment, 32, 1415-1434.
- Leung, S. H., Ng, W. L. and Yau, C. Y. (2017). Sequential Change-point Detection in Time Series Models based on Pairwise Likelihood. Statistica Sinica, 27(2), 575-606.
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