Select Publications

Journal articles

Stindl T; Chen F, 2019, 'Modeling extreme negative returns using marked renewal Hawkes processes', Extremes,

Wee D; Chen F; Dunsmuir W, 2018, 'Likelihood inference for a COGARCH process using sequential Monte Carlo', Journal Of Financial Econometrics,

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,

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

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,

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,

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; 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 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,

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,

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,

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,

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

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,

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,

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 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,

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 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,

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 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,

Chen F; 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,

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,

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, 01 August 2007

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