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- Davis, R.A. & Yau, C.Y. (2011). Comments on pairwise likelihood in time series models. Statistica Sinica, 21(1), 255-278.
- Yau, C.Y. (2012). Empirical likelihood in long-memory time series models. Journal of Time Series Analysis, 33(2), 269-275.
- Loh, J.M. & Yau, C.Y. (2012). A generalization of Neyman-Scott process. Statistica Sinica, 22(4), 1717-1736.
- Davis, R.A. & Yau, C.Y. (2012). Likelihood Inference for discriminating between long-range dependence and change-point models. Journal of Time Series Analysis, 33(4), 649-664.
- Davis, R.A. & Yau, C.Y. (2013). Consistency of minimum description length model selection for piecewise stationary times series models. Electronic Journal of Statistics, 7, 381-411.
- Chan, N.H., Yau, C.Y. & Zhang, R.M. (2014). Group LASSO for structural break time series. Journal of the American Statistical Association, 109, 590-599.
- Yau, C.Y. (2014). Discussion on "Multiscale change point inference" by Frick, K., Munk, A. and Sieling, H. Journal of the Royal Statistical Society - Series B. 76, 565-566.
- Chan, N.H., Li, Z. & Yau, C.Y. (2014). Forecasting online auctions via self‐ exciting point processes. Journal of Forecasting, 33(7), 501-514.
- Chan, N.H., Chen, K. & Yau, C.Y. (2014). On the Bartlett correction of empirical likelihood in Gaussian long-memory time series. Electronic Journal of Statistics, 8, 1460-1490.
- Chan, N.H., Ng, C.T. & Yau, C.Y. (2014). Likelihood inferences for high dimensional dynamic factor analysis with applications in finance. Journal of Computational and Graphical Statistics, 24(3), 866-884.
- Chan, N.H., Yau, C.Y. & Zhang, R.M. (2014). LASSO estimation of threshold autoregressive models. Journal of Econometrics, 189(2), 285–296.
- Lee, T.C.M., Tang, C.M. & Yau, C.Y. (2015). Estimation of multiple-regime threshold autoregressive models with structural breaks. Journal of the American Statistical Association, 110, 1175-1186.
- Chan, K.W. & Yau, C.Y. (2016). New recursive estimators of the time-average variance constant. Statistics and Computing, 26, 609-627.
- Ma, T.F. & Yau, C.Y. (2016). A pairwise likelihood-based approach for change- point detection in multivariate time series models. Biometrika, 103(2), 409-421.
- Wu, C., Wang, M.H., Lu, X., Chong, K.C., He, J., Yau, C.Y., Hui, M., Cheng, X, Yang, L., Zee, B.C.Y., Zhang R., He, M.L. (2016) Concurrent epidemics of influenza A/H3N2 and A/H1N1pdm in Southern China: A serial cross-sectional study. Journal of Infection, 72, 369-376.
- Yau, C.Y. & Zhao Z. (2016). Inference for multiple change-points in time series via likelihood ratio scan statistics. Journal of the Royal Statistical Society - Series B, 78(4), 895-916.
- Chan, N.H., Ing, C.K., Li, Y. & Yau, C.Y. (2016+) Threshold Estimation via Group Orthogonal Greedy Algorithm. (To appear in Journal of Business and Economic Statistics)
- Chan, N.H., Wang, M. & Yau, C.Y. (2016+). Nonlinear Error Correction Model and Multiple-threshold Cointegration. (To appear in Statistica Sinica)
- Chan, N.H., Chen, K. & Yau, C.Y. (2016+). Bartlett correction of empirical likelihood for non-Gaussian short memory time series. (To appear in Journal of Time Series Analysis)
- Leung, S.H., Ng, W.L. & Yau, C.Y. (2016+). Sequential change-point detection in time series models based on pairwise likelihood. (To appear in Statistica Sinica)
- Ng, C.T. & Yau, C.Y. (2016+). Selection of change-point models with Bayesian information criterion. (To appear in Statistics and its interface)
- Hui, T.S. and Yau, C.Y. (2016+) LARS-type algorithm for Group Lasso Estimation. (To appear in Statistics and computing)
- Chan, N.H., Lu, Y. & Yau. C.Y. (2016+). Factor Modeling for High-dimensional Time Series: Inference and Model Selection. (To appear in Journal of Time Series Analysis)
- Chan, K.W. & Yau, C.Y. (2016+). Automatic Optimal Batch Size Selection for Recursive Estimators of Time-average Covariance Matrix. (To appear in Journal of the American Statistical Association)
- Ng, W.L. & Yau, C.Y. (2016+). Test for existence of finite moments via bootstrap. (Submitted)
- Chan, K.W. & Yau, C.Y. (2016+). High order corrected estimator of time-average variance constant. (Submitted)
- Yau, C.Y. (2016+). Testing nonnested hypothesis via composite likelihood. (Submitted)
- Ng, W.L, Pan, S., Yau, C.Y.(2016+) Bootstrap Inference for Multiple Change- points in Time Series. (Submitted)
- Yau, C.Y., Zhu, Z, Loh, J.M. & Lai, S.Y. (2016+) Spatial Sampling Design using Generalized Neyman-Scott Process. (Submitted)
- Chen, K, Chan, N.H., Yau, C.Y. (2016+) Bartlett Correction of Empirical Likelihood with Unknown Variance. (Submitted)
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