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Showing results 152 to 171 of 195
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Title
Author(s)
Issue Date
Radial basis function network for prediction of hydrological time series
Proceeding/Conference:
IAHS-AISH Publication
Jayawardena, AW
Xu, P
Li, WK
2003
Rainfall data simulation by hidden Markov model and discrete wavelet transformation
Journal:
Stochastic Environmental Research and Risk Assessment
Jayawardena, AW
Xu, PC
Li, WK
2009
Recent theoretical results for time series models with GARCH errors
Journal:
Journal of Economic Surveys
Li, WK
Ling, S
McAleer, M
2002
Robust multiple time series modelling
Journal:
Biometrika
Li, WK
Hui, YV
1989
Score tests for hyperbolic GARCH models
Journal:
Journal of Business and Economic Statistics
Li, M
Li, G
Li, WK
2011
Seemingly unrelated intervention time series model for effectiveness evaluation of large scale environmental remediation
Proceeding/Conference:
International Conference on Deriving Environmental Quality Standards for the Protection of Aquatic Ecosystems, EQSPAE 2011
Ip, HL
Li, WK
Leung, KMY
2011
Seemingly unrelated intervention time series models for effectiveness evaluation of large scale environmental remediation
Journal:
Marine Pollution Bulletin
IP, RHL
Li, WK
Leung, KMY
2013
Self-Excited Threshold Poisson Autoregression
Journal:
Journal of the American Statistical Association
Wang, C
Liu, H
Yao, JJ
Davis, RA
Li, WK
2014
A simple multivariate ARCH model specified by random coefficients
Journal:
Computational Statistics and Data Analysis
Fong, PW
Li, WK
An, HZ
2006
Single-index volatility models and estimation
Journal:
Statistica Sinica
Xia, Y
Tong, H
Li, WK
2002
Small, C. & McLeish, D.L., Hilbert Space Methods in probability and statistical inference (Book review)
Journal:
Bulletin of Hong Kong Statistical Society
Li, WK
1995
A smoothed bootstrap test for independence based on mutual information
Journal:
Computational Statistics and Data Analysis
Wu, EHC
Yu, PLH
Li, WK
2009
Some lagrange multiplier tests for seasonal differencing
Journal:
Biometrika
Li, WK
1991
Some recent developments on conditional variance models
Proceeding/Conference:
Time Series Workshop of Department of Statistics, The University of Hong Kong
Li, WK
1994
Some results on cointegration with random coefficients in the error correction form: Estimation and testing
Journal:
Journal of Time Series Analysis
Fong, PW
Li, WK
2004
Some statistical properties of the autopersistence functions and autopersistence graphs of a binary autoregressive time series
Wang, C
Li, WK
2010
A stochastic volatility model with Markov switching
Journal:
Journal of Business and Economic Statistics
So, MKP
Lam, K
Li, WK
1998
Test for homogeneity in gamma mixture models using likelihood ratio
Wong, ST
Li, WK
2012
Test for homogeneity in gamma mixture models using likelihood ratio
Journal:
Computational Statistics & Data Analysis
Wong, ST
Li, WK
2014
Testing a linear time series model against its threshold extension
Journal:
Biometrika
Li, G
Li, WK
2011