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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.
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- 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., Wang, M. & Yau, C.Y. (2016). Nonlinear Error Correction Model and Multiple-threshold Cointegration. Statistica Sinica, 26(4), 1479--1499.
- Chan, N.H., Chen, K. & Yau, C.Y. (2016). Bartlett correction of empirical likelihood for non-Gaussian short memory time series. Journal of Time Series Analysis, 37(5), 624--649.
- Chan, N.H., Ing, C.K., Li, Y. & Yau, C.Y. (2017) Threshold Estimation via Group Orthogonal Greedy Algorithm. Journal of Business and Economic Statistics, 35(2), 334--345.
- Leung, S.H., Ng, W.L. & Yau, C.Y. (2017). Sequential change-point detection in time series models based on pairwise likelihood. Statistica Sinica, 27(2), 575--606.
- Ng, C.T. & Yau, C.Y. (2017). Selection of change-point models with Bayesian information criterion. Statistics and its interface, 10(2), 343--353.
- Hui, T.S. and Yau, C.Y. (2017) LARS-type algorithm for Group Lasso Estimation. Statistics and computing, 27(4), 1041--1048.
- Chan, N.H., Lu, Y. & Yau. C.Y. (2017). Factor Modeling for High-dimensional Time Series: Inference and Model Selection. Journal of Time Series Analysis, 38(2), 285–-307.
- Chan, K.W. & Yau, C.Y. (2017). Automatic Optimal Batch Size Selection for Recursive Estimators of Time-average Covariance Matrix. Journal of the American Statistical Association, 112, 1076--1089.
- Chan, K.W. & Yau, C.Y. (2017). High order corrected estimator of time-average variance constant. Scandinavian Journal of Statistics, 44, 866--898.
- Gao, Q, Lee, T.C.M. & Yau, C.Y. (2017). Nonparametric Modeling and Break Point Detection for Time Series Signal of Counts. Signal Processing, 138, 307–-312.
- Ng, W.L. & Yau, C.Y. (2018). Test for existence of finite moments via bootstrap. Journal of Nonparametric Statistics, 30(1), 28--48.
- Ng, W.L, Yau, C.Y. & Yip, T.C.F. (2017+) A Hidden Markov Model for Earthquake Prediction (To appear in Stochastic Environmental Research and Risk Assessment)
- Ng, W.L, Pan, S., Yau, C.Y.(2018+) Bootstrap Inference for Multiple Change-points in Time Series. (Submitted)
- Yau, C.Y., Zhu, Z, Loh, J.M. & Lai, S.Y. (2018+) Spatial Sampling Design using Generalized Neyman-Scott Process. (Submitted)
- Chen, K, Chan, N.H., Yau, C.Y. (2018+) Bartlett Correction of Empirical Likelihood with Unknown Variance. (Submitted)
- Chen, K, Chan, N.H. & Yau, C.Y. (2018+) On Bartlett Correction of Empirical Likelihood for Regularly Spaced Spatial Data (Submitted)
- Yau, C.Y. & Zheng, X (2018+) Generalized Threshold Model (Submitted)
- Chan, N.H, Ng, W.L, Yau, C.Y. & Yu, H (2017+) Optimal Estimation of Change-Point in Time Series (Submitted)
- Chan, N.H., Ling, S.Q., & Yau, C.Y. (2018+) Lasso-based Variable Selection of ARMA Models (Submitted)
- Chan, L.H, Chen, K., Li, C., Wong, C.W., Yau, C.Y. (2018+) On estimation of higher order moment and cumulant (Submitted)
- Chan, N.H., Chen, K., Huang, R. & Yau, C.Y. (2018+) Subgroup Analysis of Zero-Inflated Poisson Regression Model with Applications to Insurance Data (Submitted)
- Chen, X., Ng, W.L. & Yau, C.Y. (2018+) Frequency domain bootstrap methods for spatial lattice data (Submitted)
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