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Showing results 21 to 40 of 195
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Title
Author(s)
Issue Date
Asymptotic inference for unit root processes with GARCH(1,1) errors
Journal:
Econometric Theory
Ling, S
Li, WK
2003
Asymptotic Theory on the Least Squares Estimation of Threshold Moving-Average Models
Journal:
Econometric Theory
Li, D
Ling, S
Li, WK
2013
The Autoregressive Conditional Marked Duration Model: Statistical Inference to Market Microstructure
Journal:
Journal of Data Science
Kwok, SSM
Li, WK
Yu, PLH
2009
Basket trading under co-integration with the logistic mixture autoregressive model
Journal:
Quantitative Finance
Cheng, X
Yu, PLH
Li, WK
2011
Bayesian unit-root testing in stochastic volatility models
Journal:
Journal of Business and Economic Statistics
So, MKP
Li, WK
1999
Buffered autoregressive models with conditional heteroscedasticity: An application to exchange rates
Journal:
Journal of Business and Economic Statistics
Zhu, K
Li, WK
Yu, PLH
2017
Buffered threshold autoregressive time series models
Li, G
Guan, B
Li, WK
Yu, PLH
2012
Conditional quantile estimation for hysteretic autoregressive models
Journal:
Statistica Sinica
Li, D
Zeng, R
Zhang, L
Li, WK
Li, G
2020
Derivation of better ammonia water quality criteria for saltwater
Proceeding/Conference:
Society of Environmental Toxicology and Chemistry (SETAC) Asia/Pacific Conference
Kwok, WHKP
Leung, KMY
Lui, CSG
Li, WK
Lam, PKS
Lee, JHW
2006
Deriving field-based sediment quality guidelines from the relationship between species density and contaminant level using a nonparametric empirical Bayesian approach
Proceeding/Conference:
International Conference on Deriving Environmental Quality Standards for the Protection of Aquatic Ecosystems, EQSPAE 2011
Lui, GCS
Li, WK
Leung, KMY
Bjorgesater, A
Gray, JS
Lam, PKS
2011
Deriving field-based sediment quality guidelines from the relationship between species density and contaminant level using a novel nonparametric empirical Bayesian approach
Journal:
Environmental Science and Pollution Research
Lui, GCS
Li, WK
Bjørgesæter, A
Leung, KMY
2013
Deriving sediment quality guidelines from field-based species sensitivity distributions
Journal:
Environmental Science and Technology
Leung, KMY
Bjørgesæter, A
Gray, JS
Li, WK
Lui, GCS
Wang, Y
Lam, PKS
2005
Deriving sediment quality guidelines from field-based species sensitivity distributions: an update
Proceeding/Conference:
Society of Environmental Toxicology and Chemistry (SETAC) Europe Annual Meeing
Leung, KMY
Bjorgesater, A
Gray, JS
Lui, CSG
Li, WK
Lam, PKS
2006
Detecting and diagnostic checking multivariate conditional heteroscedastic time series models
Journal:
Annals of the Institute of Statistical Mathematics
Wong, H
Li, WK
2002
Determining the structure of a radial basis function network for prediction of nonlinear hydrological time series
Journal:
Hydrological Sciences Journal
Jayawardena, AW
Xu, PC
Tsang, FL
Li, WK
2006
Diagnostic checking arma time series models using squared-residual autocorrelations
Journal:
Journal of Time Series Analysis
McLeod, AI
Li, WK
1983
Diagnostic checking for time series models with conditional heteroscedasticity estimated by the least absolute deviation approach
Journal:
Biometrika
Li, G
Li, WK
2005
Diagnostic Checking for Weibull Autoregressive Conditional Duration Models
Book:
Advances in Time Series Methods and Applications: The A. Ian McLeod Festschrift
Zheng, Y
Li, Y
Li, WK
Li, G
2016
Diagnostic checking of nonlinear multivariate time series with multivariate ARCH errors
Journal:
Journal of Time Series Analysis
Ling, S
Li, WK
1997
Diagnostic checking of the vector multiplicative error model
Journal:
Computational Statistics & Data Analysis
NG, FC
Li, WK
Yu, PLH
2016