Ikuti
Chi Tim Ng
Chi Tim Ng
Hang Seng University of Hong Kong
Email yang diverifikasi di hsu.edu.hk - Beranda
Judul
Dikutip oleh
Dikutip oleh
Tahun
Composite likelihood for time series models with a latent autoregressive process
CT Ng, H Joe, D Karlis, J Liu
Statistica Sinica, 279-305, 2011
402011
Monitoring paddy productivity in North Korea employing geostationary satellite images integrated with GRAMI-rice model
J Yeom, S Jeong, G Jeong, CT Ng, RC Deo, J Ko
Scientific reports 8 (1), 16121, 2018
262018
Impacts of regional climate change on barley yield and its geographical variation in South Korea
J Ko, CT Ng, S Jeong, JH Kim, B Lee, HY Kim
International Agrophysics 33 (1), 2019
252019
Model comparison with composite likelihood information criteria
CT Ng, H Joe
222014
Mathematical integration of remotely-sensed information into a crop modelling process for mapping crop productivity
VC Nguyen, S Jeong, J Ko, CT Ng, J Yeom
Remote Sensing 11 (18), 2131, 2019
182019
Statistical inference for non-stationary GARCH(p,q) models
NH Chan, CT Ng
182009
Geographical variations in gross primary production and evapotranspiration of paddy rice in the Korean Peninsula
S Jeong, J Ko, M Kang, J Yeom, CT Ng, SH Lee, YG Lee, HY Kim
Science of the total environment 714, 136632, 2020
152020
Change-point estimators with true identification property
CT Ng, W Lee, Y Lee
152018
Quantification of CO2 fluxes in paddy rice based on the characterization and simulation of CO2 assimilation approaches
J Choi, J Ko, CT Ng, S Jeong, J Tenhunen, W Xue, J Cho
Agricultural and forest meteorology 249, 348-366, 2018
132018
Variable selection under multicollinearity using modified log penalty
VC Nguyen, CT Ng
Journal of Applied Statistics, 2019
122019
Comparison of non-nested models under a general measure of distance
CT Ng, H Joe
Journal of Statistical Planning and Inference 170, 166-185, 2016
112016
Likelihood inferences for high-dimensional factor analysis of time series with applications in finance
CT Ng, CY Yau, NH Chan
Journal of Computational and Graphical Statistics 24 (3), 866-884, 2015
112015
Trimmed portmanteau test for linear processes with infinite variance
S Lee, CT Ng
Journal of multivariate analysis 101 (4), 984-998, 2010
112010
Going beyond oracle property: Selection consistency and uniqueness of local solution of the generalized linear model
CT Ng, S Oh, Y Lee
Statistical Methodology 32, 147-160, 2016
82016
Shrinkage estimation of mean-variance portfolio
Y Liu, NH Chan, CT Ng, SPS Wong
International Journal of Theoretical and Applied Finance 19 (01), 1650003, 2016
82016
Fractional constant elasticity of variance model
NH Chan, CT Ng
Lecture Notes-Monograph Series, 149-164, 2006
82006
Generating random AR (p) and MA (q) Toeplitz correlation matrices
CT Ng, H Joe
Journal of Multivariate Analysis 101 (6), 1532-1545, 2010
62010
A descent algorithm for constrained LAD-Lasso estimation with applications in portfolio selection
Y Shi, CT Ng, Z Feng, KFC Yiu
Journal of Applied Statistics 46 (11), 1988-2009, 2019
42019
Portfolio selection based on asymmetric Laplace distribution, coherent risk measure, and expectation-maximization estimation
Y Shi, CT Ng, KFC Yiu
Quantitative Finance and Economics 2 (4), 776-797, 2018
42018
Normality test for multivariate conditional heteroskedastic dynamic regression models
S Lee, CT Ng
Economics Letters 111 (1), 75-77, 2011
42011
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