K. W. Chan

I am an Assistant Professor in the Department of Statistics at The Chinese University of Hong Kong (CUHK). I received my B.Sc. and M.Phil. in Risk Management Science from CUHK, A.M. and Ph.D. in Statistics from Harvard University

My research interest is statistical inference for dependent data and incomplete data. Currently, I am working on several projects on long-run variance estimation, trend inference, causal inference, high-frequency data analysis, change point analysis, and self-normalization. I am particularly keen on developing elegant statistical theories and creating new methodologies that strike a nice tradeoff between statistical and computational properties.