| Limiting distributions of least squares estimates of unstable autoregressive processes NH Chan, CZ Wei The annals of Statistics, 367-401, 1988 | 726 | 1988 |
| Asymptotic inference for nearly nonstationary AR (1) processes NH Chan, CZ Wei The Annals of Statistics, 1050-1063, 1987 | 592 | 1987 |
| Spatial modeling of regional variables N Cressie, NH Chan Journal of the American Statistical Association 84 (406), 393-401, 1989 | 404 | 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 | 244 | 2002 |
| Time series: applications to finance NH Chan John Wiley & Sons, 2004 | 205 | 2004 |
| State space modeling of long-memory processes NH Chan, W Palma The Annals of Statistics 26 (2), 719-740, 1998 | 187 | 1998 |
| On the first-order autoregressive process with infinite variance NH Chan, LT Tran Econometric Theory 5 (3), 354-362, 1989 | 155 | 1989 |
| The parameter inference for nearly nonstationary time series NH Chan Journal of the American Statistical Association 83 (403), 857-862, 1988 | 142 | 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 | 129 | 2014 |
| Simulation techniques in financial risk management NH Chan, HY Wong John Wiley & Sons, 2015 | 112 | 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 | 105 | 1995 |
| Empirical likelihood for autoregressive models, with applications to unstable time series CS Chuang, NH Chan Statistica Sinica, 387-407, 2002 | 91 | 2002 |
| Time series: Applications to finance with R and S-Plus NH Chan John Wiley & Sons, 2011 | 88 | 2011 |
| 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 |
| Estimation and forecasting of long‐memory processes with missing values W Palma, NH Chan Journal of Forecasting 16 (6), 395-410, 1997 | 56 | 1997 |
| 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 |
| Inference for near-integrated time series with infinite variance NH Chan Journal of the American Statistical Association 85 (412), 1069-1074, 1990 | 51 | 1990 |
| Weighted least absolute deviations estimation for an AR (1) process with ARCH (1) errors NH Chan, L Peng Biometrika 92 (2), 477-484, 2005 | 50 | 2005 |
