Limiting distributions of least squares estimates of unstable autoregressive processes NH Chan, CZ Wei The annals of Statistics, 367-401, 1988 | 724 | 1988 |

Asymptotic inference for nearly nonstationary AR (1) processes NH Chan, CZ Wei The Annals of Statistics, 1050-1063, 1987 | 596 | 1987 |

Spatial modeling of regional variables N Cressie, NH Chan Journal of the American Statistical Association 84 (406), 393-401, 1989 | 410 | 1989 |

Data mining meets performance evaluation: Fast algorithms for modeling bursty traffic M Wang, T Madhyastha, NH Chan, S Papadimitriou, C Faloutsos Proceedings 18th International Conference on Data Engineering, 507-516, 2002 | 246 | 2002 |

Time series: applications to finance NH Chan John Wiley & Sons, 2004 | 211 | 2004 |

State space modeling of long-memory processes NH Chan, W Palma The Annals of Statistics 26 (2), 719-740, 1998 | 193 | 1998 |

On the first-order autoregressive process with infinite variance NH Chan, LT Tran Econometric Theory 5 (3), 354-362, 1989 | 156 | 1989 |

The parameter inference for nearly nonstationary time series NH Chan Journal of the American Statistical Association 83 (403), 857-862, 1988 | 145 | 1988 |

Interval estimation of value-at-risk based on GARCH models with heavy-tailed innovations NH Chan, SJ Deng, L Peng, Z Xia Journal of Econometrics 137 (2), 556-576, 2007 | 138 | 2007 |

Group LASSO for structural break time series NH Chan, CY Yau, RM Zhang Journal of the American Statistical Association 109 (506), 590-599, 2014 | 136 | 2014 |

Simulation techniques in financial risk management NH Chan, HY Wong John Wiley & Sons, 2015 | 114 | 2015 |

Inference for unstable long-memory processes with applications to fractional unit root autoregressions NH Chan, N Terrin The annals of Statistics 23 (5), 1662-1683, 1995 | 107 | 1995 |

Time series: Applications to finance with R and S-Plus NH Chan John Wiley & Sons, 2011 | 100 | 2011 |

Empirical likelihood for autoregressive models, with applications to unstable time series CS Chuang, NH Chan Statistica Sinica, 387-407, 2002 | 92 | 2002 |

Empirical likelihood for GARCH models NH Chan, S Ling Econometric Theory 22 (3), 403-428, 2006 | 75 | 2006 |

Nonparametric tests for serial dependence NH Chan, LT Tran Journal of Time Series Analysis 13 (1), 19-28, 1992 | 57 | 1992 |

Statistical inference for multivariate residual copula of GARCH models NH Chan, J Chen, X Chen, Y Fan, L Peng Statistica Sinica, 53-70, 2009 | 54 | 2009 |

Asymptotic theory of least squares estimators for nearly unstable processes under strong dependence B Buchmann, NH Chan | 53 | 2007 |

Estimation and forecasting of long‐memory processes with missing values W Palma, NH Chan Journal of Forecasting 16 (6), 395-410, 1997 | 53 | 1997 |

Inference for near-integrated time series with infinite variance NH Chan Journal of the American Statistical Association 85 (412), 1069-1074, 1990 | 52 | 1990 |