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