1 citations · 1 across the 4 of their papers we have counts for
4 papers
Tail postcoloring in long-run variance estimation of time series
Xu Liu, Kin Wai Chan
Prewhitening is a common approach to deal with strong autocorrelation. In this article, we propose a new approach called tail postcoloring, motivated by it. It uses parametric mode…
A General Framework For Constructing Locally Self-Normalized Multiple-Change-Point Tests
Cheuk Hin Cheng, Kin Wai Chan
We propose a general framework to construct self-normalized multiple-change-point tests with time series data. The only building block is a user-specified one-change-point detectin…
Optimal Difference-based Variance Estimators in Time Series: A General Framework
Kin Wai Chan
Variance estimation is important for statistical inference. It becomes non-trivial when observations are masked by serial dependence structures and time-varying mean structures. Ex…
General and Feasible Tests with Multiply-Imputed Datasets
Kin Wai Chan
Multiple imputation (MI) is a technique especially designed for handling missing data in public-use datasets. It allows analysts to perform incomplete-data inference straightforwar…