Selected Publication

• Huang, Z. and Chan, N.H. (2020). Walsh-Fourier transform of locally stationary time series. Journal
  of Time Series Analysis 41, 312-340.
• Chan, N.H., Cheung, S.K.C. and Wong, S.P.S. (2020). Inference for the degree distributions of
  preferential attachment networks with zero-degree nodes. Journal of Econometrics 216, 220-234.
• Chan, N.H. and Palma, W. (2020). On the estimation of locally stationary long-memory processes.
  Statistica Sinica 30, 111-134.
•  Chan, N.H., Ling, S.Q. and Yau, C.Y. (2020). Lasso-based variable selection of ARMA models.
  Statistica Sinica 30, 1925-1948.
• Chen, K., Chan, N.H. and Yau, C.Y. (2020). Bartlett correction of frequency domain empirical
  likelihood for time series with unknown innovation variance. Annals of Institute of Statistical
  Mathematics 72, 1159-1173.
• Ng, C.T., Shi, Y. and Chan, N.H. (2020). Markowitz portfolio and the blur of history. International
  Journal of Theoretical and Applied Finance 23, 2050030-1-2050030-19.
• 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, 491-517. 
• Li, Y., Chan, N.H., Yau, C.Y. and Zhang, R.M. (2021). Group orthogonal greedy algorithm for
  change-point estimation of multivariate time series. Journal of Statistical Planning and Inference
  212, 14-33.
• Chan, N.H., Ng, W.L., Yau, C.Y. and Yu, H. (2021). Optimal change-point estimation in time
  series. Ann. Statist. 49, 2366-2355.
• Zhang, R.M. and Chan, N.H. (2021). Nonstationary linear processes with infinite variance GARCH
  errors. Econometric Theory 37, 892-925.
• Chan, N.H., Zhang, R.M. and Yau, C.Y. (2022). Inference for structural breaks in spatial models.
  Statistica Sinica 31, in press.
• Chan, N.H. and Zhang, R.M. (2022). Cointegration rank estimation for high-dimensional time
  series with breaks. Statistica Sinica 32, in press.
• Chan, N.H., Gao, L. and Palma, W. (2022). Simultaneous variable selection and structural identi-
  cation for time-varying coefficient models. Journal of Time Series Analysis 43, in press.
• Huang, H.H., Chan, N.H., Chen, K. and Ing, C.K. (2022). Consistent order selection for ARFIMA
  processes. Ann. Statist. 50, in press.