Contact

All Stories

  1. Alternative asymptotic inference theory for a nonstationary Hawkes process

    Article • Journal of Statistical Planning and Inference, December 2023, Elsevier

    Dr Feng Chen

  2. EM algorithm for the estimation of the RETAS model*

    Article • Journal of Computational and Graphical Statistics, September 2023, Taylor & Francis

    Dr Feng Chen

  3. Estimating GARCH(1,1) in the presence of missing data

    Article • The Annals of Applied Statistics, September 2023, Institute of Mathematical Statistics

    Dr Feng Chen

  4. Spatiotemporal ETAS Model with a Renewal Main-Shock Arrival Process

    Article • Journal of the Royal Statistical Society Series C (Applied Statistics), July 2022, Oxford University Press (OUP)

    Dr Feng Chen

  5. Likelihood inference for Markov switching GARCH(1,1) models using sequential Monte Carlo

    Article • Econometrics and Statistics, January 2022, Elsevier

    Dr Feng Chen

  6. Accelerating the estimation of renewal Hawkes self-exciting point processes

    Article • Statistics and Computing, March 2021, Springer Science + Business Media

    Dr Feng Chen

  7. Predicting the popularity of tweets using internal and external knowledge: an empirical Bayes type approach

    Article • AStA Advances in Statistical Analysis, February 2021, Springer Science + Business Media

    Dr Feng Chen

  8. Modeling extreme negative returns using marked renewal Hawkes processes

    Article • Extremes, June 2019, Springer Science + Business Media

    Dr Feng Chen

  9. Marked self-exciting point process modelling of information diffusion on Twitter

    Article • The Annals of Applied Statistics, December 2018, Institute of Mathematical Statistics

    Dr Feng Chen

  10. Likelihood based inference for the multivariate renewal Hawkes process

    Article • Computational Statistics & Data Analysis, July 2018, Elsevier

    Dr Feng Chen

  11. Likelihood Inference for a COGARCH Process Using Sequential Monte Carlo*

    Article • Journal of Financial Econometrics, June 2018, Oxford University Press (OUP)

    Dr Feng Chen

  12. The role of media in preventing student suicides: A Hong Kong experience

    Article • Journal of Affective Disorders, February 2018, Elsevier

    Dr Feng Chen

  13. A Public Health Approach in Responding to the Spread of Helium Suicide in Hong Kong

    Article • Crisis, July 2017, Hogrefe Publishing Group

    Yik Wa Law, Dr Feng Chen

  14. Direct Likelihood Evaluation for the Renewal Hawkes Process

    Article • Journal of Computational and Graphical Statistics, June 2017, Taylor & Francis

    Dr Feng Chen

  15. Semiparametric estimation of time-varying intervention effects using recurrent event data

    Article • Statistics in Medicine, May 2017, Wiley

    Dr Feng Chen

  16. Media effects on suicide methods: A case study on Hong Kong 1998-2005

    Article • PLoS ONE, April 2017, PLOS

    Dr Feng Chen

  17. Nonparametric Estimation for Self-Exciting Point Processes—A Parsimonious Approach

    Article • Journal of Computational and Graphical Statistics, January 2016, Taylor & Francis

    Dr Feng Chen

  18. Assessing the Efficacy of Restricting Access to Barbecue Charcoal for Suicide Prevention in Taiwan: A Community-Based Intervention Trial

    Article • PLoS ONE, August 2015, PLOS

    Dr Feng Chen

  19. The influence of cold weather on the usage of emergency link calls: a case study in Hong Kong

    Article • BMC Medical Informatics and Decision Making, August 2015, Springer Science + Business Media

    Dr Feng Chen

  20. Dividend optimization under reserve constraints for the Cramér–Lundberg model compounded by force of interest

    Article • Economic Modelling, April 2015, Elsevier

    Dr Feng Chen

  21. Semiparametric estimation of a self-exciting regression model with an appication in recurrent event data analysis

    Article • Statistica Sinica, January 2015, Institute of Statistical Science

    Dr Feng Chen

  22. A study on the effect of exclusion period on the suicidal risk among the insured

    Article • Social Science & Medicine, June 2014, Elsevier

    Dr Feng Chen

  23. Inference for a nonstationary self-exciting point process with an application in ultra-high frequency financial data modeling

    Article • Journal of Applied Probability, December 2013, Cambridge University Press

    Dr Feng Chen

  24. Dividend optimization for regime-switching general diffusions

    Article • Insurance Mathematics and Economics, September 2013, Elsevier

    Dr Feng Chen

  25. Case-cohort analysis of clusters of recurrent events

    Article • Lifetime Data Analysis, July 2013, Springer Science + Business Media

    Dr Feng Chen

  26. A study on the mutual causation of suicide reporting and suicide incidences

    Article • Journal of Affective Disorders, May 2013, Elsevier

    Dr Feng Chen

  27. The Impact of Media Reporting on the Emergence of Charcoal Burning Suicide in Taiwan

    Article • PLoS ONE, January 2013, PLOS

    Dr Feng Chen

  28. The foxconn suicides and their media prominence: is the werther effect applicable in china?

    Article • BMC Public Health, November 2011, Springer Science + Business Media

    Dr Feng Chen

  29. On the Local Polynomial Estimators of the Counting Process Intensity Function and its Derivatives

    Article • Scandinavian Journal of Statistics, May 2011, Wiley

    Dr Feng Chen

  30. The impact of media reporting of suicide on actual suicides in Taiwan, 2002-05

    Article • Journal of Epidemiology & Community Health, December 2010, BMJ

    Dr Feng Chen

  31. ESTIMATION OF THE NUMBER OF PEOPLE IN A DEMONSTRATION

    Article • Australian & New Zealand Journal of Statistics, March 2010, Wiley

    Dr Feng Chen

  32. Upper Bounds for the Ruin Probabilities of the Entrance-Based Risk Model

    Article • Communication in Statistics- Theory and Methods, June 2008, Taylor & Francis

    Dr Feng Chen

  33. Local Polynomial Estimation of Poisson Intensities in the Presence of Reporting Delays

    Article • Journal of the Royal Statistical Society Series C (Applied Statistics), May 2008, Oxford University Press (OUP)

    Dr Feng Chen

  34. Nonparametric Estimation of Multiplicative Counting Process Intensity Functions with an Application to the Beijing SARS Epidemic

    Article • Communication in Statistics- Theory and Methods, January 2008, Taylor & Francis

    Dr Eric GAFFET, Dr Feng Chen

  35. Study of a risk model based on the entrance process

    Article • Statistics & Probability Letters, April 2005, Elsevier

    Dr Feng Chen