Ngai Hang Chan
Orcid: 0000-0002-4755-5180
According to our database1,
Ngai Hang Chan
authored at least 10 papers
between 2001 and 2023.
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Bibliography
2023
J. Multivar. Anal., 2023
2019
Efficient inference for nonlinear state space models: An automatic sample size selection rule.
Comput. Stat. Data Anal., 2019
2013
Limit theory of quadratic forms of long-memory linear processes with heavy-tailed GARCH innovations.
J. Multivar. Anal., 2013
2012
Least squares estimators for nearly unstable processes for functionals of long-memory noises.
Risk Decis. Anal., 2012
2010
Comput. Stat. Data Anal., 2010
2003
Order selection of continuous time models: Applications to estimation of risk premiums.
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.
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.
IEEE Trans. Neural Networks, 2001