HKU ResearcherPage: Li, Wai Keung

Professor Li, Wai Keung

李偉強

Head of Department
Professor: Chair of Statistics

Dept:

Dept of Statistics & Actuarial Science

Faculty:

Faculty of Science

Pubblication list (Articles)

Results 1-20 of 116 (Search time: {3} seconds).

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	Title	Author(s)	Year	View Count
1	Distribution of residual autocorrelations in multivariate ARMA time series models	Li, WK; McLEOD, AI	1981	253
2	Estimation of random coefficient autoregressive process: an empirical Bayes Approach	Li, WK; Hui, YV	1983	298
3	Diagnostic checking arma time series models using squared-residual autocorrelations	McLeod, AI; Li, WK	1983	511
4	On the autocorrelation structure and identification of some bilinear time series	Li, WK	1984	284
5	Distribution of residual autocorrelations in multivariate autoregressive index models	Li, WK	1985	25
6	Fractional time series modelling	Li, WK; Mcleod, AI	1986	128
7	A goodness-of-fit test in robust time series modelling	Li, WK	1988	134
8	A new method for estimating subgroup means under misclassification	Mak, TK; Li, WK	1988	105
9	Arma modelling with non-Gaussian innovations	Li, WK; McLeod, AI	1988	198
10	The akaike information criterion in threshold modelling: Some empirical evidences	Li, WK	1988	59
11	Robust multiple time series modelling	Li, WK; Hui, YV	1989	133
12	Price changes and trading volume relationship in the Hong Kong stock market	Lam, K; Li, WK; Wong, PS	1990	56
13	Some lagrange multiplier tests for seasonal differencing	Li, WK	1991	111
14	Testing model adequacy for some Markov regression models for time series	Li, WK	1991	113
15	On the asymptotic standard errors of residual autocorrelations in nonlinear time series modelling	Li, WK	1992	136
16	Time series models based on generalized linear models: Some further results	Li, WK	1994	155
17	On the squared residual autocorrelations in non-linear time series with conditional heteroskedasticity	Li, WK; Mak, TK	1994	142
18	On fractionally differenced periodic processes	Li, WK; Hui, YV	1995	109
19	Portmanteau test for conditional heteroscedasticity using ranks of squared residuals	Wong, H; Li, WK	1995	127
20	Modelling asymmetry in stock returns by a threshold autoregressive conditional heteroscedastic model	Li, WK; Lam, K	1995	136

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HKU ResearcherPage: Li, Wai Keung

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