Dr NG Wai Leong, Tom (吳偉亮博士)
B.Sc. (CUHK)
M.Phil. (CUHK)
Ph.D. (CUHK)

Assistant Professor
Department of Mathematics, Statistics and Insurance

Tel : (852) 3963 5666


Dr Ng?received his B.Sc. in Risk Management Science, M.Phil. in Risk Management Science, and Ph.D. in Statistics from the Department of Statistics at The Chinese University of Hong Kong.

Research InterestsPublicationsResearch Grants
TopResearch Interests
  • Change-point Analysis
  • Bootstrap Resampling Method
  • Time Series
TopPublications

..........Journal Articles..........

  • Leung, S.H.,?Ng, W.L.?and Yau, C.Y. (2017). Sequential Change-point Detection in Time Series Models based on Pairwise Likelihood.?Statistica Sinica, 27(2), 575-606.
  • Ng, W.L.?and Yau, C.Y. (2018). Test for Existence of Finite Moments via Bootstrap.?Journal of Nonparametric Statistics, 30(1), 28-48.
  • Yip, T.C.F.,?Ng, W.L.?and Yau, C.Y. (2018). A Hidden Markov Model for Earthquake Prediction.?Stochastic Environmental Research and Risk Assessment, 32, 1415-1434.
TopResearch Grants
  • (UGC/FDS14/P01/20) HK$1,628,450 “Inference for Multiple Change-points in Piecewise Locally Stationary Time Series,” funded by the University Grants Committee (UGC) 2020/2021. (PI)