Name Card
Emeritus Professor Li, Wai Keung 李偉強
Title:
Emeritus Professor
Department:
Faculty:
Invited Lectures & Keynote Speeches
| Title | Conference | Date |
|---|---|---|
| A Time Series Model for Realized Volatility Matrices Based on the Matrix-F Distribution | First International Conference on Econometrics and Statistics, HKUST | 2017-06-01 |
| On Some Time Series Models for Realized Volatility Matrices | Institute of Mathematical Statistics-China 2017, Nanning, China | 2017-06-01 |
| On Buffered Time Series Models | HKU-NUS-STANFORD Conference in Statistical Science and Decision Analysics, HKU | 2017-03-01 |
| A robust goodness-of-fit test for generalized autoregressive conditional heteroscedastic models. | Seventh Singapore Conference on Statistical Science, NUS | 2017-03-01 |
| Global Statistical Collaboration: Opportunities, Challenges and Future | The 10th International Chinese Statistical Association International Conference, Shanghai, China | 2016-12-01 |
| Peter Hall: HKU and Time series | Special Memorial Session of Peter Hall (FRS); The 10th Chinese International Statistics Association International Conference, Shanghai, China | 2016-12-01 |
| On Hysteretic Time Series with Financial Applications | The Sixth IMS-FIPS Workshop (IMS = Institute of Mathematical Statistics; FIPS = Finance, Insurance, Probability and Statistics), Univ. of Alberta, Canada | 2016-07-01 |
| On Buffered Autoregressive Models with Conditional Heteroscedasticity | Guangzhou 2016 Symposium on Finanacial Engineering and Risk Management (FERM), Guangzhou, China | 2016-06-01 |
| A new Pearson-type QMLE for conditionally heteroscedastic models | CRiSM Workshop on Non-Likelihood based statistical modelling, Warwick, UK | 2015-09-01 |
| A Bootstrapped Spectral Test for Adequacy in Weak ARMA Models | The 5th IMS-China Internatioanl Conference on Statistics and Probability, 30-4 July 2015, Yunnan, China | 2015-07-01 |
| The Generalized Conditional Autoregressive Wishart Model For Multivariate Realized Volatility | The 10th International Conference on "Frontiers of Statistcs" June 24-26, 2015, Beijing | 2015-06-01 |
| Some Results On The Buffered Time Series Models | Nonlinear Time Series Analysis - Thresholding and Beyond, Sept. 19-20, 2014 , London School of Economics | 2014-09-01 |
| On Autoregressive Conditional Heteroscedastic Models With A Buffer | The 3rd Institute of Mathematical Statistics Asia Pacific Rim Meeting- June 29-July 4, 2014, Taipei, Taiwan | 2014-07-01 |
| Portmanteau test, persistence, duality and intervention analysis - a snapshot of Ian McLeod's work and a tribute. | Time Series Methods and Applications: the A. Ian McLeod Festschrift June 2-3, 2014, University of Western Ontario | 2014-06-01 |
| On Time Series with a Buffer - AR and GARCH Models | Fourth Singapore Conference on Staistical Science, 6-7 Feb., 2014, National University of Singapore | 2014-02-01 |
| On Buffered GARCH Models | The 9th ICSA International Conference: Challenges Of Statistical Methods For Interdisciplinary Research And Big Data | 2013-12-01 |
| On a Threshold Autoregression | The 59th World Statistics Congress ( 25-30 August 2013) | 2013-08-01 |
| Discussant in the Session IPS055: Nonlinear Financial Time Series Modeling | The 59th World Statistics Congress | 2013-08-01 |
| Applications of time-series models to ruin theory with dependent classes of business (presented by Kam Pui Wat, PhD student), The 58th World Statistics Congress of the International Statistical Institute (ISI), Dublin, Ireland | 2011-08-01 | |
| Guest Co-Editor: Nonlinear Time Series: Threshold Modelling and Beyond | Special Issue of the Journal Statistics and Its Interface | 2011-06-01 |
| Invited speaker. Eighth International Chinese Statistical Association International Conference. Guangzhou University, Guangzhou, China, December 19-22, 2010 | Invited speaker. Eighth International Chinese Statistical Association International Conference. Guangzhou University, Guangzhou, China, December 19-22, 2010 | 2010-12-19 |
| On a discrete-time risk model with delayed claims and dividends. | International Conference on Applied Statistics and Actuarial Mathematics (ASFM 2010), Hong Kong | 2010-12-01 |
| Ruin Analysis of correlated aggregate claims using a multivariate time-series model. First Singapore Conference in Statistical Science, Singapore | 2010-11-01 | |
| On tail behaviour of mixture GARCH time series | Workshop on sequential analysis, time series and related topics, Institute of Statistical Science, Academia Sinica, Taiwan | 2004-12-01 |
| Ruin probability for an insurance company with different lines of insurance business | International Conference on Threshold Models and New Developments in Time Series, Hong Kong | 2004-07-01 |
Editorship
| Period | Position | Journal / Conference |
|---|---|---|
| 2012 | Assoc. Editor | Journal of Business & Economic Statistics |
| 2003 | Assoc. Editor | Applied Stochastic Models in Business and Industry |
Community Service
| Start Date | End Date | Position | Type | Title |
|---|---|---|---|---|
| 2003-04-01 | Chairman | O | Professional Affairs Committee | |
| 2002-06-01 | 2008-06-01 | member | O | Statistics Advisory Board |
| 2008-11-01 | 2014-06-01 | Panel Member | O | Physical sciences Panel |