← All authors Feng Chen Science Hub (from arXiv:2308.14952, 2023) · ORCID · OpenAlex
33 papers in scope · 33 published · 1 on the econ.EM arXiv · 412 citations · h-index 13 (over the papers listed here)
Papers (1 of 33)
Ergodic properties of the Hawkes process with a general excitation kernel
published 2025 · Journal of Applied Probability
with Tsz-Kit Jeffrey Kwan, William T. M. Dunsmuir
Estimating the Hawkes Process From a Discretely Observed Sample Path
published 2025 · Journal of Computational and Graphical Statistics · 2 citations · first circulated 2024
with Tsz-Kit Jeffrey Kwan, Tom Stindl, J. Kwan
Revisiting time-varying dynamics in stock market forecasting: A multi-source sentiment analysis approach with large language model
published 2024 · Decision Support Systems · 30 citations
with Zhiqi Shao, Xusheng Yao, Ze Wang, Junbin Gao
published 2023 · Statistics and Computing · 3 citations
EM Algorithm for the Estimation of the RETAS Model
published 2023 · Journal of Computational and Graphical Statistics · 5 citations
with Tom Stindl
Estimating GARCH(1,1) in the presence of missing data
published 2023 · The Annals of Applied Statistics · 1 citations
with Damien C. H. Wee, William T. M. Dunsmuir
Alternative asymptotic inference theory for a nonstationary Hawkes process
published 2023 · Journal of Statistical Planning and Inference · 3 citations
with Tsz-Kit Jeffrey Kwan, William T. M. Dunsmuir
Calibrated Nonparametric Scan Statistics for Anomalous Pattern Detection in Graphs
published 2022 · Proceedings of the AAAI Conference on Artificial Intelligence · 3 citations
Accelerating the estimation of renewal Hawkes self-exciting point processes
published 2021 · Statistics and Computing · 7 citations
with Tom Stindl
Predicting the popularity of tweets using internal and external knowledge: an empirical Bayes type approach
published 2021 · AStA Advances in Statistical Analysis · 6 citations
with Wai Hong Tan
Likelihood inference for Markov switching GARCH(1,1) models using sequential Monte Carlo
published 2020 · Econometrics and Statistics · 13 citations
with Damien C. H. Wee, William T. M. Dunsmuir
Exploring the Correlation Between Multiple Latent Variables and Covariates in Hierarchical Data Based on the Multilevel Multidimensional IRT Model
published 2019 · Frontiers in Psychology · 4 citations
with Jiwei Zhang, Jing Lü, Jian Tao
Modeling extreme negative returns using marked renewal Hawkes processes
published 2019 · Extremes · 13 citations
with Tom Stindl
Likelihood Inference for a COGARCH Process Using Sequential Monte Carlo*
published 2018 · Journal of Financial Econometrics · 1 citations
with Damien C. H. Wee, William T. M. Dunsmuir
Likelihood based inference for the multivariate renewal Hawkes process
published 2018 · Computational Statistics & Data Analysis · 11 citations
with Tom Stindl
Direct Likelihood Evaluation for the Renewal Hawkes Process
published 2017 · Journal of Computational and Graphical Statistics · 19 citations
with Tom Stindl
Semiparametric estimation of time‐varying intervention effects using recurrent event data
published 2017 · Statistics in Medicine · 18 citations
with Jiajun Xu, Kwok Fai Lam, Paul Milligan, Yin Bun Cheung
Media effects on suicide methods: A case study on Hong Kong 1998-2005
published 2017 · PLoS ONE · 29 citations
with Qijin Cheng, Paul S. F. Yip
Assessing the Efficacy of Restricting Access to Barbecue Charcoal for Suicide Prevention in Taiwan: A Community-Based Intervention Trial
published 2015 · PLoS ONE · 42 citations
with Ying-Yeh Chen, Shu-Sen Chang, Jacky Wong, Paul Yip
Nonparametric Estimation for Self-Exciting Point Processes—A Parsimonious Approach
published 2015 · Journal of Computational and Graphical Statistics · 20 citations
with Peter Hall
Dividend optimization under reserve constraints for the Cramér–Lundberg model compounded by force of interest
published 2015 · Economic Modelling · 2 citations · first circulated 2012
with Jinxia Zhu
Semiparametric estimation of a self-exciting regression model with an appication in recurrent event data analysis
published 2014 · Statistica Sinica · 3 citations
with Fangfang Bai, Kani Chen
Inference for a Nonstationary Self-Exciting Point Process with an Application in Ultra-High Frequency Financial Data Modeling
published 2013 · Journal of Applied Probability · 43 citations
with Peter Hall
Decomposition and Approximation of Loopy Bayesian Networks
published 2013 · Fundamenta Informaticae
with Jianwu Dong, Yanyan Huo, Hong Liu
Dividend optimization for regime-switching general diffusions
published 2013 · Insurance Mathematics and Economics · 19 citations · first circulated 2011
with Jinxia Zhu
Case-cohort analysis of clusters of recurrent events
published 2013 · Lifetime Data Analysis · 7 citations
with Kani Chen
The Impact of Media Reporting on the Emergence of Charcoal Burning Suicide in Taiwan
published 2013 · PLoS ONE · 62 citations
with Ying-Yeh Chen, David Gunnell, Paul Yip
On the Local Polynomial Estimators of the Counting Process Intensity Function and its Derivatives
published 2011 · Scandinavian Journal of Statistics · 14 citations
with Paul S. F. Yip, Kwok Fai Lam
ESTIMATION OF THE NUMBER OF PEOPLE IN A DEMONSTRATION
published 2010 · Australian & New Zealand Journal of Statistics · 17 citations
with Paul Yip, Ray Watson, Kalok Chan, Eric H. Y. Lau, Ying Xu, Liqun Xi, Yee Tak Derek Cheung, Brian Y. T. Ip, Danping Liu
Local Polynomial Estimation of Poisson Intensities in the Presence of Reporting Delays
published 2008 · Journal of the Royal Statistical Society Series C (Applied Statistics) · 2 citations
with Richard Huggins, Paul S. F. Yip, Kwok Fai Lam
Study of a risk model based on the entrance process
published 2004 · Statistics & Probability Letters · 13 citations
with Zehui Li, Jinxia Zhu
Missing Value (Missing Data)
published 2004 · Dictionary of Bioinformatics and Computational Biology
with Yi-Ping Phoebe Chen
Ethics and Economics
published 2001 · Business Ethics Quarterly
with LaRue Tone Hosmer
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