Empirical prediction intervals for additive Holt–Winters methods under misspecification von Yang, Boning, Tang, Xinyi, Yau, Chun Yip

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BOOTSTRAP INFERENCE FOR MULTIPLE CHANGE-POINTS IN TIME SERIES von Ng, Wai Leong, Pan, Shenyi, Yau, Chun Yip

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A propensity score adjustment method for longitudinal time series models under nonignorable nonresponse von Liu, Zhan, Yau, Chun Yip

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Time Series Analysis for Longitudinal Survey Data under Informative Sampling and Nonignorable Missingness von Liu, Zhan, Yau, Chun Yip

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LARS-type algorithm for group lasso von Yau, Chun Yip, Hui, Tsz Shing

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A hidden Markov model for earthquake prediction von Yip, Cheuk Fung, Ng, Wai Leong, Yau, Chun Yip

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Study of the trend pattern of COVID-19 using spline-based time series model: a Bayesian paradigm von Kumar, Jitendra, Agiwal, Varun, Yau, Chun Yip

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Bartlett correction of frequency domain empirical likelihood for time series with unknown innovation variance von Chen, Kun, Chan, Ngai Hang, Yau, Chun Yip

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Spatial Sampling Design Using Generalized Neyman–Scott Process von Leung, Sze Him, Loh, Ji Meng, Yau, Chun Yip, Zhu, Zhengyuan

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Threshold Estimation via Group Orthogonal Greedy Algorithm von Chan, Ngai Hang, Ing, Ching-Kang, Li, Yuanbo, Yau, Chun Yip

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SEQUENTIAL CHANGE-POINT DETECTION IN TIME SERIES MODELS BASED ON PAIRWISE LIKELIHOOD von Leung, Sze Him, Ng, Wai Leong, Yau, Chun Yip

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Inequality in obesigenic environments: Fast food density in New York City von Kwate, Naa Oyo A., Yau, Chun-Yip, Loh, Ji-Meng, Williams, Donya

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Inference for multiple change points in time series via likelihood ratio scan statistics von Yau, Chun Yip, Zhao, Zifeng

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Concurrent epidemics of influenza A/H3N2 and A/H1N1pdm in Southern China: A serial cross-sectional study von Wu, Chunli, Wang, Maggie Haitian, Lu, Xing, Chong, Ka Chun, He, Jason, Yau, Chun-Yip, Hui, Mark, Cheng, Xiaowen, Yang, Li, Zee, Benny Chung-Ying, Zhang, Renli, He, Ming-Liang

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Fitting time series models for longitudinal surveys with nonignorable missing data von Liu, Zhan, Yau, Chun Yip

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Automatic Optimal Batch Size Selection for Recursive Estimators of Time-Average Covariance Matrix von Chan, Kin Wai, Yau, Chun Yip

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Group LASSO for Structural Break Time Series von Chan, Ngai Hang, Yau, Chun Yip, Zhang, Rong-Mao

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A Composite Likelihood-Based Approach for Change-Point Detection in Spatio-Temporal Processes von Zhao, Zifeng, Ma, Ting Fung, Ng, Wai Leong, Yau, Chun Yip

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Penalized Whittle likelihood for spatial data von Chen, Kun, Chan, Ngai Hang, Yau, Chun Yip, Hu, Jie

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Subgroup analysis of zero-inflated Poisson regression model with applications to insurance data von Chen, Kun, Huang, Rui, Chan, Ngai Hang, Yau, Chun Yip

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