Zhang, Fuli; Chan, Kung-Sik Random projection ensemble classification with high-dimensional time series. (English) Zbl 1522.62286 Biometrics 79, No. 2, 964-974 (2023). MSC: 62P10 PDFBibTeX XMLCite \textit{F. Zhang} and \textit{K.-S. Chan}, Biometrics 79, No. 2, 964--974 (2023; Zbl 1522.62286) Full Text: DOI
Chan, Kung-sik; Goracci, Greta On the ergodicity of first-order threshold autoregressive moving-average processes. (English) Zbl 1419.62222 J. Time Ser. Anal. 40, No. 2, 256-264 (2019). MSC: 62M10 37M10 60J10 PDFBibTeX XMLCite \textit{K.-s. Chan} and \textit{G. Goracci}, J. Time Ser. Anal. 40, No. 2, 256--264 (2019; Zbl 1419.62222) Full Text: DOI
Hansen, Elizabeth; Chan, Kung-Sik Penalized maximum likelihood estimation of a stochastic multivariate regression model. (English) Zbl 1195.62084 Stat. Probab. Lett. 80, No. 21-22, 1643-1649 (2010). MSC: 62H12 62F12 62E20 PDFBibTeX XMLCite \textit{E. Hansen} and \textit{K.-S. Chan}, Stat. Probab. Lett. 80, No. 21--22, 1643--1649 (2010; Zbl 1195.62084) Full Text: DOI
Pham Dinh Tuan; Chan, K. S.; Tong, Howell Strong consistency of the least squares estimator for a non-ergodic threshold autoregressive model. (English) Zbl 0822.62073 Stat. Sin. 1, No. 2, 361-369 (1991). MSC: 62M10 62F12 PDFBibTeX XMLCite \textit{Pham Dinh Tuan} et al., Stat. Sin. 1, No. 2, 361--369 (1991; Zbl 0822.62073)
Chan, K. S. Testing for threshold autoregression. (English) Zbl 0711.62074 Ann. Stat. 18, No. 4, 1886-1894 (1990). MSC: 62M10 62E20 62F05 PDFBibTeX XMLCite \textit{K. S. Chan}, Ann. Stat. 18, No. 4, 1886--1894 (1990; Zbl 0711.62074) Full Text: DOI
Chan, Kung-sik On the existence of the stationary and ergodic NEAR(p) model. (English) Zbl 0675.62062 J. Time Ser. Anal. 9, No. 4, 319-328 (1988). MSC: 62M10 PDFBibTeX XMLCite \textit{K.-s. Chan}, J. Time Ser. Anal. 9, No. 4, 319--328 (1988; Zbl 0675.62062) Full Text: DOI