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Showing results 68 to 87 of 195 < previous next >

Title	Author(s)	Issue Date
Hydrologic classification system: A data reconstruction approach Proceeding/Conference:MODSIM05 - International Congress on Modelling and Simulation: Advances and Applications for Management and Decision Making, Proceedings	Sivakumar, B Jayawardena, AW Li, WK	2005
Hydrologic complexity and classification: A simple data reconstruction approach Journal:Hydrological Processes	Sivakumar, B Jayawardena, AW Li, WK	2007
Hysteretic autoregressive time series models Journal:Biometrika	Li, G Guan, B Li, WK Yu, PLH	2015
Ian McLeod’s Contribution to Time Series Analysis—A Tribute Book:Advances in Time Series Methods and Applications: The A. Ian McLeod Festschrift	Li, WK	2016
An improved multivariate Markov chain model for credit risk Journal:The Journal of Credit Risk	Ching, WK Siu, TK Li, LM Jiang, H Li, T Li, WK	2009
An independent component ordering and selection procedure based on the MSE criterion Proceeding/Conference:Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)	Wu, EH Yu, PLH Li, WK	2006
Interactive hidden Markov models and their applications Journal:IMA Journal Management Mathematics	Ching, WK Fung, E Ng, M Siu, TK Li, WK	2007
Introductory Time Series with R (Book Review) Journal:Biometrics	Li, WK	2011
Joint modeling of cointegration and conditional heteroscedasticity with applications Journal:Annals of the Institute of Statistical Mathematics	Wong, H Li, WK Ling, S	2005
Least absolute deviation estimation for fractionally integrated autoregressive moving average time series models with conditional heteroscedasticity	Li, G Li, WK	2005
Least absolute deviation estimation for fractionally integrated autoregressive moving average time series models with conditional heteroscedasticity Journal:Biometrika	Li, G Li, WK	2008
Least absolute deviation estimation for unit root processes with garch errors Journal:Econometric Theory	Li, G Li, WK	2009
Least absolute deviations estimation for nonstationary vector autoregressive time series models with pure unit roots Journal:Statistics and Its Interface	Zheng, Yao Wu, Jianhong Li, Wai Keung Li, Guodong	1-Jan-2023
Limiting distributions of maximum likelihood estimators for unstable autoregressive moving-average time series with general autoregressive heteroscedastic errors Journal:Annals of Statistics	Ling, S Li, WK	1998
A method of estimating the noise level in a chaotic time series Journal:Chaos	Jayawardena, AW Xu, P Li, WK	2008
Mixtures of nonparametric autoregressions Journal:Journal of Nonparametric Statistics	Franke, J Stockis, JP TadjuidjeKamgaing, J Li, WK	2011
Model selection for generalized linear models with factor-augmented predictors Journal:Applied Stochastic Models in Business and Industry	Li, WK Li, G	2009
Model Selection for RBF Network via Generalized Degree of Freedom Journal:Neurocomputing	Xu, P Jayawardena, AW Li, WK	2013
Modeling default data via an interactive hidden markov model Journal:Computational Economics	Ching, WK Siu, TK Li, LM Li, T Li, WK	2009
Modeling insurance claims via a mixture exponential model combined with peaks-over-threshold approach Journal:Insurance: Mathematics and Economics	Lee, D Li, WK Wong, TST	2012

Showing results 68 to 87 of 195 < previous next >