← All authors Kung-Sik Chan University of Iowa (from arXiv:2002.09968, 2020) · OpenAlex
49 papers in scope · 49 published · 1 on the econ.EM arXiv · 3,598 citations · h-index 21 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Simone Giannerini Greta Goracci Howell Tong Massimiliano Castellani Francesco Angelini Davide Ferrari Francesco Ravazzolo Vahid Tarokh Yuhong Yang Jie Ding Luca Rossini Wenchao Xu Angelica Gianfreda Piersilvio De Bortoli Andrea Viselli Claudia Foroni Fabrizio Durante Andrea Bastianin Xinyu Zhang Lorenzo Tonni Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (1 of 49)
published 2022 · Statistica Sinica · 4 citations · first circulated 2020
Penalized quasi-likelihood estimation of generalized Pareto regression – consistent identification of risk factors for extreme losses
published 2022 · Insurance Mathematics and Economics · 1 citations
with Jin Meng
On the Ergodicity of First‐Order Threshold Autoregressive Moving‐Average Processes
published 2018 · Journal of Time Series Analysis · 18 citations
Testing for Threshold Diffusion
published 2017 · Journal of Business and Economic Statistics · 15 citations
with Fei Su
Guest Editors’ Introduction: Regime Switching and Threshold Models
published 2017 · Journal of Business and Economic Statistics · 18 citations
Inference of Bivariate Long-memory Aggregate Time Series
published 2017 · Statistica Sinica · 4 citations
with Henghsiu Tsai, Heiko Rachinger
Option Pricing with Threshold Diffusion Processes
published 2015 · North American Actuarial Journal · 8 citations
with Fei Su
Assessing the Relative Importance of Nitrogen-Retention Processes in a Large Reservoir Using Time-Series Modeling
published 2015 · Journal of Agricultural Biological and Environmental Statistics · 12 citations
with Elizabeth Hansen, Christopher S. Jones, Keith E. Schilling
A note on rank reduction in sparse multivariate regression
published 2015 · Journal of Statistical Theory and Practice · 5 citations
with Kun Chen
Source-Sink Reconstruction Through Regularized Multicomponent Regression Analysis—With Application to Assessing Whether North Sea Cod Larvae Contributed to Local Fjord Cod in Skagerrak
published 2014 · Journal of the American Statistical Association · 9 citations
with Kun Chen, Nils Chr. Stenseth
Approximate conditional least squares estimation of a nonlinear state-space model via an unscented Kalman filter
published 2013 · Computational Statistics & Data Analysis · 16 citations
with Kwang Woo Ahn
Local polynomial and penalized trigonometric series regression
published 2013 · Statistica Sinica · 8 citations
with Li-Shan Huang
A robust method for detecting nuclear materials when the underlying model is inexact
published 2013 · Radiation Measurements · 1 citations
with Paul Kump, Er-Wei Bai, William E. Eichinger
On conditionally heteroscedastic AR models with thresholds
published 2013 · Statistica Sinica · 15 citations
Inference of seasonal long-memory aggregate time series
published 2012 · Bernoulli · 10 citations
with Henghsiu Tsai
Variable selection via RIVAL (removing irrelevant variables amidst Lasso iterations) and its application to nuclear material detection
published 2012 · Automatica · 28 citations
with Paul Kump, Er-Wei Bai, Bill Eichinger, Kang Li
A new physics-based method for detecting weak nuclear signals via spectral decomposition
published 2011 · Nuclear Instruments and Methods in Physics Research Section A Accelerators Spectrometers Detectors and Associated Equipment · 7 citations
with Jinzheng Li, William E. Eichinger, Er-Wei Bai
Reduced Rank Stochastic Regression with a Sparse Singular value Decomposition
published 2011 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 134 citations
with Kun Chen, Nils Chr. Stenseth
Detection of radionuclides from weak and poorly resolved spectra using Lasso and subsampling techniques
published 2011 · Radiation Measurements · 12 citations
with Er-Wei Bai, William E. Eichinger, Paul Kump
Subset ARMA selection via the adaptive Lasso
published 2011 · Statistics and Its Interface · 35 citations
with Kun Chen
Testing for measurement errors with discrete-time data sampled from a CARMA model
published 2011 · Statistics and Its Interface · 2 citations
with Patrick Fayard, Henghsiu Tsai
Nonparametric Threshold Model of Zero-Inflated Spatio-Temporal Data with Application to Shifts in Jellyfish Distribution
published 2010 · Journal of Agricultural Biological and Environmental Statistics · 21 citations
with Hai Liu, Lorenzo Ciannelli, Mary Beth Decker, Carol Ladd
Penalized maximum likelihood estimation of a stochastic multivariate regression model
published 2010 · Statistics & Probability Letters
with Elizabeth Hansen
Bayesian Inference With Incomplete Multinomial Data: A Problem in Pathogen Diversity
published 2010 · Journal of the American Statistical Association
with Kwang Woo Ahn, Ying Bai, Michael Kosoy
Introducing COZIGAM : An R Package for Unconstrained and Constrained Zero-Inflated Generalized Additive Model Analysis
published 2010 · Journal of Statistical Software · 43 citations
with Hai Liu
Efficient Markov chain Monte Carlo with incomplete multinomial data
published 2009 · Statistics and Computing · 2 citations
with Kwang Woo Ahn
Identification of non-parametric FIR non-linear systems with low-degree interactive terms
published 2009 · IMA Journal of Mathematical Control and Information
with Er-Wei Bai, Colbin Erdahl
Identification of an additive nonlinear system and its applications in generalized Hammerstein models
published 2007 · Automatica · 49 citations
with Er-Wei Bai
Temporal Aggregation of Stationary and Non‐stationary Continuous‐Time Processes
published 2005 · Scandinavian Journal of Statistics · 20 citations
with Henghsiu Tsai
Estimation of conditional quantiles by a new smoothing approximation of asymmetric loss functions
published 2005 · Statistics and Computing · 5 citations
with G. Zhao, Kok Lay Teo
Analyzing nonlinear population dynamics data
published 2004 · Journal of Agricultural Biological and Environmental Statistics · 5 citations
with Grace Chan, Nils Chr. Stenseth, Ole Christian Lingjærde
Testing for multimodality with dependent data
published 2004 · Biometrika · 18 citations
A note on parameter differentiation of matrix exponentials, with applications to continuous-time modelling
published 2003 · Bernoulli · 23 citations
with Henghsiu Tsai
Burmann expansion and test for additivity
published 2003 · Biometrika · 21 citations
Weak consistency of the Euler method for numerically solving stochastic differential equations with discontinuous coefficients
published 1998 · Stochastic Processes and their Applications · 38 citations
with Osnat Stramer
Asymptotic Efficiency of the Sample Mean in Markov Chain Monte Carlo Schemes
published 1996 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 5 citations
with Huibin Yue
Evaluating the Impact of the 65 mph Maximum Speed Limit on Iowa Rural Interstates
published 1996 · The American Statistician · 44 citations
with Johannes Ledolter
Monte Carlo EM Estimation for Time Series Models Involving Counts
published 1995 · Journal of the American Statistical Association · 277 citations
with Johannes Ledolter
A personal overview of non-linear time series analysis from a chaos perspective. Commentary
published 1995 · Scandinavian Journal of Statistics · 33 citations
no link
A Note on Noisy Chaos
published 1994 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 69 citations
On the Central Limit Theorem for an ergodic Markov chain
published 1993 · Stochastic Processes and their Applications · 10 citations
Consistency and Limiting Distribution of the Least Squares Estimator of a Threshold Autoregressive Model
published 1993 · The Annals of Statistics · 1319 citations
Asymptotic Behavior of the Gibbs Sampler
published 1993 · Journal of the American Statistical Association · 71 citations
Percentage Points of Likelihood Ratio Tests for Threshold Autoregression
published 1991 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 111 citations
Testing for Threshold Autoregression
published 1990 · The Annals of Statistics · 139 citations
On Likelihood Ratio Tests for Threshold Autoregression
published 1990 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 136 citations
A NOTE ON EMBEDDING A DISCRETE PARAMETER ARMA MODEL IN A CONTINUOUS PARAMETER ARMA MODEL
published 1987 · Journal of Time Series Analysis · 51 citations
ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS
published 1986 · Journal of Time Series Analysis · 566 citations
with H. Tong
A multiple-threshold AR(1) model
published 1985 · Journal of Applied Probability · 160 citations
with Joseph D. Petruccelli, H. Tong, Samuel W. Woolford
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