Staff

Lorem ipsum dolor sit amet, consectetur adipiscing elit. Nam eu hendrerit nunc. Proin tempus pulvinar augue, quis ultrices urna consectetur non.

Lorem ipsum dolor sit amet, consectetur adipiscing elit. Nam eu hendrerit nunc. Proin tempus pulvinar augue, quis ultrices urna consectetur non.

Lorem ipsum dolor sit amet, consectetur adipiscing elit. Nam eu hendrerit nunc. Proin tempus pulvinar augue, quis ultrices urna consectetur non.

Dr NG Wai Leong, Tom (吳偉亮博士)
B.Sc. (CUHK)
M.Phil. (CUHK)
Ph.D. (CUHK)

Assistant Professor
BSC-DSBI Associate Programme Director

Tel : (852) 3963 5666
Dr Ng received his B.Sc. in Risk Management Science, M.Phil. in Risk Management Science, and Ph.D. in Statistics from the Department of Statistics at The Chinese University of Hong Kong.

Research InterestsPublicationsResearch Grants
TopResearch Interests
  1. Change-point Analysis
  2. Bootstrap Resampling Method
  3. Time Series
TopPublications

..........Journal Articles..........

  1. Chan, N. H., Ng, W. L., Yau, C. Y. and Yu, H. (2021+). Optimal Change-point Estimation in Time Series. (To appear in Annals of Statistics).
  2. 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.
  3. Ng, W.L. and Yau, C.Y. (2018). Test for Existence of Finite Moments via Bootstrap. Journal of Nonparametric Statistics, 30(1), 28-48.
  4. 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.
  5. Leung, S. H., Ng, W. L. and Yau, C. Y. (2017). Sequential Change-point Detection in Time Series Models based on Pairwise Likelihood. Statistica Sinica, 27(2), 575-606.

TopResearch Grants

..........FDS..........

  1. (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)
  2. (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)
 
FacebookRSS
Skip to toolbar