Select Publications

Journal articles

Wee DCH; Chen F; Dunsmuir WTM, 2022, 'Likelihood inference for Markov switching GARCH(1,1) models using sequential Monte Carlo', Econometrics and Statistics, vol. 21, pp. 50 - 68,

Stindl T; Chen F, 2021, 'Accelerating the estimation of renewal Hawkes self-exciting point processes', Statistics and Computing,

Tan WH; Chen F, 2021, 'Predicting the Popularity of Tweets Using Internal and External Knowledge: An Empirical Bayes Type Approach', AStA Advances in Statistical Analysis,

Stindl T; Chen F, 2019, 'Modeling extreme negative returns using marked renewal Hawkes processes', Extremes, vol. 22, pp. 705 - 728,

Wee D; Chen F; Dunsmuir W, 2019, 'Likelihood inference for a COGARCH process using sequential Monte Carlo', Journal Of Financial Econometrics, vol. 17, pp. 229 - 253,

stindl ; Chen F, 2018, 'Likelihood Based Inference for the Multivariate Renewal Hawkes Process', Computational Statistics and Data Analysis, vol. 123, pp. 131 - 145,

Chen F; Tan WH, 2018, 'Marked self-exciting point process modelling of information diffusion on Twitter', Annals of Applied Statistics, vol. 12, pp. 2175 - 2196,

Cheng Q; Chen F; Lee EST; Yip PSF, 2018, 'The role of media in preventing student suicides: A Hong Kong experience', Journal of Affective Disorders, vol. 227, pp. 643 - 648,

Xu J; Lam KF; Chen F; Milligan P; Cheung YB, 2017, 'Semiparametric estimation of time-varying intervention effects using recurrent event data', Statistics in Medicine, vol. 36, pp. 2682 - 2696,

Yip PSF; Cheng Q; Chang SS; Lee EST; Lai CSC; Chen F; Law YWF; Cheng TME; Chiu SM; Tse TLJ; Cheung KWR; Tse ML; Morgan PR; Beh P, 2017, 'A public health approach in responding to the spread of helium suicide in Hong Kong: A case report', Crisis, vol. 38, pp. 269 - 277,

Cheng Q; Chen F; Yip PSF, 2017, 'Media effects on suicide methods: A case study on Hong Kong 1998-2005', PLoS ONE, vol. 12,

Chen F; Stindl T, 2017, 'Direct Likelihood Evaluation for the Renewal Hawkes Process', Journal of Computational and Graphical Statistics, vol. 27, pp. 119 - 131,

Chen F; Hall P, 2016, 'Nonparametric Estimation for Self-Exciting Point Processes—A Parsimonious Approach', Journal of Computational and Graphical Statistics, vol. 25, pp. 209 - 224,

Bai F; Chen F; Chen K, 2015, 'Semiparametric estimation of a self-exciting regression model with an application in recurrent event data analysis', Statistica Sinica, vol. 25, pp. 1503 - 1526,

Chen YY; Chen F; Chang SS; Wong J; Yip PSF, 2015, 'Assessing the efficacy of Restricting access to barbecue charcoal for suicide prevention in Taiwan: A community-based intervention trial', PLoS ONE, vol. 10,

Chen F; Yip PS, 2015, 'The influence of cold weather on the usage of emergency link calls: A case study in Hong Kong', BMC Medical Informatics and Decision Making, vol. 15,

Zhu J; Chen F, 2015, 'Dividend optimization under reserve constraints for the Cramér-Lundberg model compounded by force of interest', Economic Modelling, vol. 46, pp. 142 - 156,

Chen F; Chen K, 2014, 'Modeling event clustering using the m-Memory Cox-type self-exciting intensity model', International Journal of Statistics and Probability, vol. 3, pp. 126 - 137,

Yip P; Chen F, 2014, 'A study on the effect of exclusion period on the suicidal risk among the insured', Social Science & Medicine, vol. 110, pp. 26 - 30,

Chen F; Chen K, 2014, 'Case-cohort analysis of clusters of recurrent events', Lifetime Data Analysis, vol. 20, pp. 1 - 15,

Yip PSF; Kwok S; Chen F; Xu X; Chen Y, 2013, 'A study on the mutual causation of suicide reporting and suicide incidences', Journal of Affective Disorders, vol. 148, pp. 98 - 103,

Chen F; Chen K, 2013, 'Case-cohort analysis of clusters of recurrent events', Lifetime Data Analysis, pp. 1 - 15,

Zhu J; Chen F, 2013, 'Dividend optimization for regime-switching general diffusions', Insurance Mathematics and Economics, vol. 53, pp. 439 - 456,

Chen F; Hall P, 2013, 'Inference for a non-stationary self-exciting point process with an application in ultra-high frequency financial data modeling', Journal of Applied Probability, vol. 50, pp. 1006 - 1024,

Chen Y; Chen F; Gunnell D; Yip PSF, 2013, 'The impact of media reporting on the emergence of charcoal burning suicide in Taiwan', PLoS One, vol. 8, pp. e55000,

Chen F, 2011, 'Maximum local partial likelihood estimators for the counting process intensity function and its derivatives', Statistica Sinica, vol. 21, pp. 107 - 128,

Chen F; Yip PS; Lam KF, 2011, 'On the Local Polynomial Estimators of the Counting Process Intensity Function and its Derivatives', Scandinavian Journal of Statistics, vol. 38, pp. 631 - 649,

Cheng Q; Chen F; Yip PS, 2011, 'The Foxconn suicides and their media prominence: is the Werther Effect applicable in China?', BMC Public Health, vol. 11, pp. 11pp,

Chen Y; Chen F; Yip PS, 2011, 'The impact of media reporting of suicide on actual suicides in Taiwan, 2002-05', Journal of Epidemiology and Community Health, vol. 65, pp. 934 - 940,

Yip PSF; Watson R; Chan KS; Lau EHY; Chen F; Xu Y; Xi L; Cheung DYT; Ip BYT; Liu D, 2010, 'Estimation of the number of people in a demonstration', Australian and New Zealand Journal of Statistics, vol. 52, pp. 17 - 26,

Lin H; Yip PS; Chen F, 2009, 'Estimating the population size for a multiple list problem with an open population', Statistica Sinica, vol. 19, pp. 177 - 196,

Chen F; Huggins RM; Yip PSF; Lam E, 2008, 'Local polynomial estimation of Poisson intensities in the presence of reporting delays', Journal of the Royal Statistical Society Series C - Applied Statistics, vol. 57, pp. 447 - 459,

Chen F; Huggins RM; Yip PS; Lam KF, 2008, 'Nonparametric estimation of multiplicative counting process intensity functions with an application to the Beijing SARS epidemic', Communications in Statistics - Theory and Methods, vol. 37, pp. 294 - 306,

Feng C; Zhu J; Li Z, 2008, 'Upper bounds for the ruin probabilities of the entrance-based risk model', Communications in Statistics - Theory and Methods, vol. 37, pp. 2634 - 2652,

Li Z; Zhu J; Feng C, 2005, 'Study of a risk model based on the entrance process', Statistics and Probability Letters, vol. 72, pp. 1 - 10,

Conference Presentations

Chen F, 2007, 'Local Polynomial Estimation of Counting Process Intensities', presented at 56th Session of the ISI, Lisbon, Portugal

Software / Code

Stindl T, 2018, Multivariate Renewal Hawkes Process, CRAN, R Package, Published: 15 August 2018, Software / Code,

Stindl T, 2017, Renewal Hawkes Process, CRAN, CRAN, R Package, Published: 16 November 2017, Software / Code,

Chen F, 2016, Inhomogeneous Self-Exciting Process, CRAN, R package, Published: 18 August 2016, Software / Code,

Chen F, 2015, Fitting a CoxSEI Model, CRAN, R package, Published: 04 February 2015, Software / Code,

Chen F, 2014, Integral of B-Spline Functions, CRAN, R package, Published: 14 April 2014, Software / Code,

Chen F, 2012, Local polynomial estimators of intensity function or its derivatives, CRAN, R package, Published: 25 September 2012, Software / Code,

Back to profile page