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Chun Yip Yau

Chinese University of Hong Kong(CN)Chinese University of Hong Kong(HK)

Publications by Year

Research Areas

Statistical Methods and Inference, Financial Risk and Volatility Modeling, Statistical Methods and Bayesian Inference, Complex Systems and Time Series Analysis, Advanced Statistical Methods and Models

Most-Cited Works

→ Inequality in obesigenic environments: Fast food density in New York City(2008)146 cited
→ Group LASSO for Structural Break Time Series(2013)111 cited
→ Inference for Multiple Change Points in Time Series via Likelihood Ratio Scan Statistics(2015)92 cited
COMMENTS ON PAIRWISE LIKELIHOOD IN TIME SERIES MODELS(2011)
→ LASSO estimation of threshold autoregressive models(2015)44 cited
→ Consistency of minimum description length model selection for piecewise stationary time series models(2013)32 cited
→ A hidden Markov model for earthquake prediction(2017)29 cited

→ Subgroup analysis of zero-inflated Poisson regression model with applications to insurance data(2019)

25 cited

→ A pairwise likelihood-based approach for changepoint detection in multivariate time series models(2016)22 cited

→ Estimation of Multiple-Regime Threshold Autoregressive Models With Structural Breaks(2014)22 cited