13 citations · 36 across the 7 of their papers we have counts for
7 papers
Testing for threshold effects in the TARMA framework
Greta Goracci, Simone Giannerini, Kung-Sik Chan +1
We present supremum Lagrange Multiplier tests to compare a linear ARMA specification against its threshold ARMA extension. We derive the asymptotic distribution of the test statist…
A Conversation with Howell Tong
Kung-Sik Chan, Qiwei Yao
The following conversation is partly based on an interview that took place in the Hong Kong University of Science and Technology in July 2013.
Testing for shielding of special nuclear weapon materials
Kung-Sik Chan, Jinzheng Li, William Eichinger +1
Nuclear-weapon-material detection via gamma-ray sensing is routinely applied, for example, in monitoring cross-border traffic. Natural or deliberate shielding both attenuates and d…
Inference of seasonal long-memory aggregate time series
Kung-Sik Chan, Henghsiu Tsai
Time-series data with regular and/or seasonal long-memory are often aggregated before analysis. Often, the aggregation scale is large enough to remove any short-memory components o…
Semiparametric zero-inflated modeling in multi-ethnic study of atherosclerosis (MESA)
Hai Liu, Shuangge Ma, Richard Kronmal +1
We analyze the Agatston score of coronary artery calcium (CAC) from the Multi-Ethnic Study of Atherosclerosis (MESA) using the semiparametric zero-inflated modeling approach, where…
Discussion of "Feature Matching in Time Series Modeling" by Y. Xia and H. Tong
Kung-Sik Chan, Ruey S. Tsay
Discussion of "Feature Matching in Time Series Modeling" by Y. Xia and H. Tong [arXiv:1104.3073]
Reduced rank regression via adaptive nuclear norm penalization
Kun Chen, Hongbo Dong, Kung-Sik Chan
Adaptive nuclear-norm penalization is proposed for low-rank matrix approximation, by which we develop a new reduced-rank estimation method for the general high-dimensional multivar…