ResearcherPage View Count

Geo Map
Region#
AS - Asia11732
NA - North America6939
EU - Europe5311
AF - Africa1400
OC - Oceania768
HKU - The University of Hong Kong320
SA - South America37
UND - Undefined126
Total26633
Country#
US - United States6873
CN - China5366
SG - Singapore2505
GB - United Kingdom1663
IE - Ireland1461
KR - Republic of Korea1379
JP - Japan1205
ZA - South Africa1173
HK - Hong Kong1036
NL - Netherlands812
OTH - Others3160
Total26633
City#
Ashburn2820
Singapore2492
Beijing1615
Dublin1459
Johannesburg1165
Tokyo907
Sydney726
Amsterdam600
Busan570
London497
Others13782
Total26633
Limiting distributions of maximum likelihood estimators for unstable autoregressive moving-average time series with general autoregressive heteroscedastic errors69
Some statistical properties of the autopersistence functions and autopersistence graphs of a binary autoregressive time series100
A method of estimating the noise level in a chaotic time series219
Estimation procedures for categorical survey data with nonignorable nonresponse57
Arma modelling with non-Gaussian innovations156
Test for homogeneity in gamma mixture models using likelihood ratio48
Tests for seasonal differencing with an unknown break-point194
Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence202
An improved multivariate Markov chain model for credit risk155
Diagnostic checking of the vector multiplicative error model68
Global Statistical Collaboration: Opportunities, Challenges and Future 36
On the residual autocorrelation of the autoregressive conditional duration model192
Variable screening for survival data in the presence of heterogeneous censoring36
Forecasting high-dimensional realized volatility matrices using a factor model42
A note on the estimation of extreme value distributions using maximum product of spacings44
Diagnostic checking of nonlinear multivariate time series with multivariate ARCH errors195
A stochastic volatility model with Markov switching274
On the estimation and diagnostic checking of the ARFIMA-HYGARCH model157
On fractionally differenced periodic processes97
On the asymptotic standard errors of residual autocorrelations in nonlinear time series modelling145
Modeling Zero-Inflated Continuous Data with Varying Dispersion119
Buffered threshold autoregressive time series models99
Test for homogeneity in gamma mixture models using likelihood ratio61
A Time Series Model for Realized Volatility Matrices Based on the Matrix-F Distribution84
Distribution of residual autocorrelations in multivariate autoregressive index models60
On the compound binomial risk model with delayed claims and randomized dividends97
On Mixture Double Autoregressive Time Series Models88
A Vulnerability Index for Predicting Extreme Market Events in Hong Kong121
On a threshold autoregression with conditional heteroscedastic variances219
Time series insurance risk models with dependence structures40
Multivariate modelling of the autoregressive random variance process173
Fractional time series modelling142
Some lagrange multiplier tests for seasonal differencing117
On a double-threshold autoregressive heteroscedastic time series model214
Deriving sediment quality guidelines from field-based species sensitivity distributions267
Modeling insurance claims via a mixture exponential model combined with peaks-over-threshold approach85
Testing a linear time series model against its threshold extension151
Portmanteau test for conditional heteroscedasticity using ranks of squared residuals129
Self-Excited Threshold Poisson Autoregression77
A Black–Litterman approach to correlation stress testing100
On a dynamic mixture GARCH model190
Asymptotic inference for nonstationary fractionally integrated autoregressive moving-average models199
Conditional quantile estimation for hysteretic autoregressive models25
On a dispersion model with Pearson residual responses73
Asymptotic inference for unit root processes with GARCH(1,1) errors155
On diagnostic checking of the autoregressive conditional intensity model136
An adaptive estimation of dimension reduction space130
Modelling algal blooms using vector autoregressive model with exogenous variables and long memory filter111
Modelling subset multivariate ARCH model via the AIC principle187
Zero-inflated Poisson regression mixture model93
Model selection for generalized linear models with factor-augmented predictors61
The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier231
Financial data mining using flexible ICA-GARCH models170
A simple multivariate ARCH model specified by random coefficients222
Time series models based on generalized linear models: Some further results215
On a mixture autoregressive model198
Fuzzy Hidden Markov-Switching Portfolio Selection with Capital Gain Tax85
Least absolute deviation estimation for fractionally integrated autoregressive moving average time series models with conditional heteroscedasticity33
Analysis of the Gerber-Shiu function for compound Poisson models with interest and a constant dividend barrier42
On the use of the predictive least squares criterion in time series with changing conditional variance136
On the estimation and testing of functional-coefficient linear models170
Extreme Values Identification in Regression Using a Peaks-Over-Threshold Approach95
Double Generalized Threshold Models with constraint on the dispersion by the mean67
Advances in Time Series Methods and Applications: The A. Ian McLeod Festschrift110
Mixtures of nonparametric autoregressions113
Deriving field-based sediment quality guidelines from the relationship between species density and contaminant level using a novel nonparametric empirical Bayesian approach73
On the empirical influence functionof the portmanteau statistic in AR (1) process107
Diagnostic checking arma time series models using squared-residual autocorrelations388
Value at risk estimation using independent component analysis-generalized autoregressive conditional heteroscedasticity (ICA-garch) models206
Discussion on the paper 'Analyzing short time series data from periodically fluctuating rodent populations by threshold models: a nearest block bootstrap approach'165
A threshold approach for peaks-over-threshold modeling using maximum product of spacings132
On Some Time Series Models for Realized Volatility Matrices73
On Buffered Autoregressive Models with Conditional Heteroscedasticity33
Small, C. & McLeish, D.L., Hilbert Space Methods in probability and statistical inference (Book review)112
On the squared residual autocorrelations in non-linear time series with conditional heteroskedasticity273
A new hyperbolic GARCH model109
Modelling asymmetry in stock returns by a threshold autoregressive conditional heteroscedastic model121
A Note On Diagnostic Checking Of The Double Autoregressive Model144
Distribution of residual autocorrelations in multivariate ARMA time series models145
A New Pearson-Type QMLE for Conditionally Heteroscedastic Models99
Evolutionary product unit based neural networks for hydrological time series analysis212
Ensemble Kalman filter with nonlinear updating equation34
The generalized conditional autoregressive Wishart model for multivariate stochastic volatility64
Some recent developments on conditional variance models93
Ammonia water quality criteria for saltwater: a revisit144
Seemingly unrelated intervention time series model for effectiveness evaluation of large scale environmental remediation39
Least absolute deviation estimation for unit root processes with garch errors191
A multivariate threshold varying conditional correlations model205
On Mixture Memory Garch Models108
A robust goodness-of-fit test for generalized autoregressive conditional heteroscedastic models117
Diagnostic Checking for Weibull Autoregressive Conditional Duration Models111
On a mixture vector autoregressive model194
Interactive hidden Markov models and their applications151
A bootstrapped spectral test for adequacy in weak ARMA models111
A goodness-of-fit test for single-index models135
A goodness-of-fit test in robust time series modelling168
Deriving sediment quality guidelines from field-based species sensitivity distributions: an update107
Time Series: Advanced methods187
Determining the structure of a radial basis function network for prediction of nonlinear hydrological time series203
On extended partially linear single-index models222
A threshold stochastic volatility model343
A note on kernel estimation in integrated time series113
On Buffered GARCH Models42
Seemingly unrelated intervention time series models for effectiveness evaluation of large scale environmental remediation68
Asymptotic Theory on the Least Squares Estimation of Threshold Moving-Average Models63
On a spiked model for large volatility matrix estimation from noisy high-frequency data49
Model Selection for RBF Network via Generalized Degree of Freedom74
Some results on cointegration with random coefficients in the error correction form: Estimation and testing203
Multivariate modelling of volatility by the autoregressive random variance process128
Hysteretic autoregressive time series models99
Least absolute deviation estimation for fractionally integrated autoregressive moving average time series models with conditional heteroscedasticity66
The Autoregressive Conditional Marked Duration Model: Statistical Inference to Market Microstructure127
Statistics and finance : an interface : proceedings of the Hong Kong International Workshop on Statistics and Finance, Centre of Financial Time Series, The University of Hong Kong, 4-8 July 1999133
On Hysteretic Time Series with Financial Applications 28
On the surprising explanatory power of higher realized moments in practice31
With a randomized dividend strategy in the compound binomial risk processes with delayed claims110
On the Use of Predictive Least Square Criterion in Economic Time Series121
On Buffered Threshold Garch Models83
Deriving field-based sediment quality guidelines from the relationship between species density and contaminant level using a nonparametric empirical Bayesian approach62
Testing for threshold autoregression with conditional heteroscedasticity210
On a rescaled fractionally integrated GARCH model48
Modified correlation entropy estimation for a noisy chaotic time series168
On some models for value-at-risk172
Advances in Statistics, Probability and Actuarial Science96
A note on the estimation of extreme value distributions using maximum product of spacings136
Testing for the Buffered Autoregressive Processes104
Robust multiple time series modelling165
On fractionally integrated autoregressive moving-average time series models with conditional heteroscedasticity204
Joint modeling of cointegration and conditional heteroscedasticity with applications185
The autoregressive conditional intensity model and its diagnostic checking26
A single-stage approach for cointegration-based pairs trading97
Formulating hypothetical scenarios in correlation stress testing via a Bayesian framework63
GPS trajectory data segmentation based on probabilistic logic108
On the threshold hyperbolic GARCH models142
Ultimate ruin probability for a time-series risk model with dependent classes of insurance business119
Threshold variable selection using nonparametric methods111
A new method for estimating subgroup means under misclassification196
Diagnostic Checks in Time Series150
On a logistic mixture autoregressive model250
On Time Series with a Buffer - AR and GARCH Models24
An empirical study of volatility in seven Southeast Asian stock markets using ARV models207
On the autopersistence functions and the autopersistence graphs of binary autoregressive time series195
Introductory Time Series with R (Book Review)88
Estimation for partially nonstationary multivariate autoregressive models with conditional heteroscedasticity181
Testing for threshold moving average with conditional heteroscedasticity20
On a multivariate conditional heteroscedastic model204
The akaike information criterion in threshold modelling: Some empirical evidences48
On Single-Index Coefficient Regression Models234
On the autocorrelation structure and identification of some bilinear time series131
A robust goodness-of-fit test for generalized autoregressive conditional heteroscedastic models56
A note on the corrected Akaike information criterion for threshold autoregressive models237
On a mixture GARCH time-series model200
Estimation of random coefficient autoregressive process: an empirical Bayes Approach132
Bayesian unit-root testing in stochastic volatility models216
Single-index volatility models and estimation197
Price changes and trading volume relationship in the Hong Kong stock market71
Diagnostic checking for time series models with conditional heteroscedasticity estimated by the least absolute deviation approach190
Testing for threshold moving average with conditional heteroscedasticity149
Modeling default data via an interactive hidden markov model231
On time series with randomized unit root and randomized seasonal unit root184
Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis210
Radial basis function network for prediction of hydrological time series114
Hydrologic classification system: A data reconstruction approach126
Neighbourhood selection for local modelling and prediction of hydrological time series221
Distribution of the cross-correlations of squared residuals in ARIMA models195
A smoothed bootstrap test for independence based on mutual information182
Testing model adequacy for some Markov regression models for time series183
Time Varying Spatio-temporal Covariance Models54
On the least squares estimation of threshold autoregressive moving-average models137
Applications of time-series models to ruin theory with dependent classes of business126
Recent theoretical results for time series models with GARCH errors207
F-tests for seasonal differencing with a break-point216
On buffered threshold GARCH models70
Ian McLeod’s Contribution to Time Series Analysis—A Tribute107
ON SOME MATÉRN COVARIANCE FUNCTIONS FOR SPATIO-TEMPORAL RANDOM FIELDS72
Asymptotic behavior of bandwidth selected by the cross-validation method for local polynomial fitting78
Derivation of better ammonia water quality criteria for saltwater130
On Buffered Time Series Models36
Testing for double threshold autoregressive conditional heteroscedastic model180
A Bootstrapped Spectral Test for Adequacy in Weak ARMA Models33
Peter Hall: HKU and Time series31
On the estimation of an instantaneous transformation for time series198
Estimation of nonlinear time series with conditional heteroscedastic variances by iteratively weighted least squares181
Buffered autoregressive models with conditional heteroscedasticity: An application to exchange rates88
On a Mixture Autoregressive Conditional Heteroscedastic Model220
Detecting and diagnostic checking multivariate conditional heteroscedastic time series models152
Testing model adequacy for dynamic panel data with intercorrelation196
Rainfall data simulation by hidden Markov model and discrete wavelet transformation157
Basket trading under co-integration with the logistic mixture autoregressive model305
Analysis of an insurance risk model with thinning dependence and common shock127
Hydrologic complexity and classification: A simple data reconstruction approach171
An independent component ordering and selection procedure based on the MSE criterion182
A time-series risk model with constant interest for dependent classes of business173
Modeling panel time series with mixture autoregressive model98
Noise level estimation for a chaotic time series174
Forecasting exchange rate volatility using autoregressive random variance model218
Score tests for hyperbolic GARCH models245


TotJulAugSepOctNovDecJanFebMarAprMayJun
2016/2017297419216815529261521419674123364279302
2017/201823772131089929217738783118285164281170
2018/20194303353135183112368531253415193438800522
2019/2020349655545999253294264373481238108240132
2020/2021109772586380270332916913461326515487669224
2021/20222506801262955511724558900000
Ever26633