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- Chan, N. H., Ng, W. L., Yau, C. Y. and Yu, H. (2021). Optimal Change-point Estimation in Time Series. Annals of Statistics, 49(4), 2336-2355. DOI: 10.1214/20-AOS2039
- 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(1), 491-517. DOI: 10.5705/ss.202018.0269
- Ng, W. L. and Yau, C. Y. (2018). Test for Existence of Finite Moments via Bootstrap. Journal of Nonparametric Statistics, 30(1), 28-48.
- Yip, T. C. F., Ng, W. L. and Yau, C. Y. (2018). A Hidden Markov Model for Earthquake Prediction. Stochastic Environmental Research and Risk Assessment, 32, 1415-1434.
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- (UGC/FDS14/P05/22) HK$1,324,850. "Generalized Fiducial Inference and Model Selection on Multiple Change-point Detection in Autoregressive Time Series," funded by the University Grants Committee (UGC) 2022/2023. (PI)
- (UGC/FDS14/P04/21) HK$973,000. "Sequential Change-Point Detection in High-Dimensional Vector Autoregressive Models," funded by the University Grants Committee (UGC) 2021/2022. (PI)
- (UGC/FDS14/P01/20) HK$1,628,450 "Inference for Multiple Change-points in Piecewise Locally Stationary Time Series," funded by the University Grants Committee (UGC) 2020/2021. (PI)