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Showing results 82 to 101 of 195
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Title
Author(s)
Issue Date
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
Modeling panel time series with mixture autoregressive model
Journal:
Journal of Data Science
Jin, S
Li, WK
2006
Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis
Journal:
Computational Statistics and Data Analysis
Cheng, X
Li, WK
Yu, PLH
Zhou, X
Wang, C
Lo, PH
2011
Modeling Zero-Inflated Continuous Data with Varying Dispersion
Proceeding/Conference:
Joint Statistical Meetings (JSM)
Wu, KYK
Li, WK
2011
Modelling algal blooms using vector autoregressive model with exogenous variables and long memory filter
Journal:
Ecological Modelling
Lui, GCS
Li, WK
Leung, KMY
Lee, JHW
Jayawardena, AW
2007
Modelling asymmetry in stock returns by a threshold autoregressive conditional heteroscedastic model
Journal:
Journal of Royal Statistical Society
Li, WK
Lam, K
1995
Modelling subset multivariate ARCH model via the AIC principle
Journal:
Science in China, Series A: Mathematics
An, H
Fong, PW
Li, WK
2002
Modified correlation entropy estimation for a noisy chaotic time series
Journal:
Chaos
Jayawardena, AW
Xu, P
Li, WK
2010
Multivariate modelling of the autoregressive random variance process
Journal:
Journal of Time Series Analysis
So, MKP
Li, WK
Lam, K
1997
Multivariate modelling of volatility by the autoregressive random variance process
Proceeding/Conference:
Proceedings of the 1995 Hong Kong Statistical Conference
So, KP
Li, WK
Lam, K
1995
A multivariate threshold varying conditional correlations model
Journal:
Econometric Reviews
Kwan, W
Li, WK
Ng, KW
2010
Neighbourhood selection for local modelling and prediction of hydrological time series
Journal:
Journal of Hydrology
Jayawardena, AW
Li, WK
Xu, P
2002
A new method for estimating subgroup means under misclassification
Journal:
Biometrika
Mak, TK
Li, WK
1988
Noise level estimation for a chaotic time series
Journal:
International Journal of Bifurcation and Chaos
Xu, P
Li, WK
Jayawardena, AW
2012
A Note On Diagnostic Checking Of The Double Autoregressive Model
Journal:
Journal of Statistical Computation and Simulation
Kwok, SSM
Li, WK
2009
