People
Title
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Professor of Statistics Chairman ¡@ ¡@ ¡@ ¡@ ¡@ |
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Academic Background
BSc(CUHK)
PhD(U. Maryland)
Research Interest
Professional Service
Managing Editor, International Journal of Theoretical and Applied Finance Associate Editor, Journal of the Japanese Statistical Association Associate Editor, Statistica Sinica Associate Editor, Electronic Journal of Statistics Associate Editor, Econometric Theory Associate Editor, Journal of Forecasting Associate Editor, Risk Letters
Honors
Fellow, Institute of Mathematical Statistics Fellow, American Statistical Association Elected Member, International Statistical Institute
Selected Publications
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Selected Articles: ¡@
Chan, N.H. and Palma, W. (2006). "Estimation of long-memory time series: A survey of likelihood-based methods." in Fomby, T., Hill, C. and Terrell, D. (eds.) Advances in Econometrics 20/B, 89-122.
Chan, N.H., Peng, L. and Qi, Y. (2006). Quantile inference for nearly non-stationary autoregressive time series with infinite variance. Statistica Sinica 16, 15-28.
Chan, N.H., Deng. S.J., Peng, L. and Xia, Z. (2006). Interval estimation of value-at-risk based on GARCH models with heavy-tailed innovations. Journal of Econometrics 132, in press.
Brockwell, A. and Chan, N.H. (2006). Long-memory Tobit models. Journal of Forecasting 25, 351-367.
Chan, N.H. (2006). Inference for time series and stochastic processes. Statistica Sinica 16, 683-696.
Chan, N.H. and Wong, H.Y. (2007). Data mining of resilience indicators. IIE Transactions 39, 1-11.
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Contact Information
Address:
Department of Statistics
Room 118, Lady Shaw Building
The Chinese University of Hong Kong
Shatin, New Territories, HONG KONG
Phone: (852)-2609 8519
Fax: (852)-2603 5188
Email: nhchan@sta.cuhk.edu.hk
Courses Taught in this Term
RMS3101 and RMS4001S