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	Title	Author(s)	Issue Date
	Variable screening for survival data in the presence of heterogeneous censoring Journal:Scandinavian Journal of Statistics: theory and applications	Xu, J Li, WK Ying, Z	2020
	Fuzzy Hidden Markov-Switching Portfolio Selection with Capital Gain Tax Journal:Expert Systems with Applications	GUO, S Ching, W-K Li, W-K Siu, T-K Zhang, Z	2020
	Asymptotic inference for nonstationary fractionally integrated autoregressive moving-average models Journal:Econometric Theory	Ling, S Li, WK	2001
	Asymptotic inference for unit root processes with GARCH(1,1) errors Journal:Econometric Theory	Ling, S Li, WK	2003
	Threshold variable selection using nonparametric methods Journal:Statistica Sinica	Xia, Y Li, WK Tong, H	2007
	Testing for threshold moving average with conditional heteroscedasticity Journal:Statistica Sinica	Li, G Li, WK	2008
	A method of estimating the noise level in a chaotic time series Journal:Chaos	Jayawardena, AW Xu, P Li, WK	2008
	Testing for threshold autoregression with conditional heteroscedasticity Journal:Biometrika	Wong, CS Li, WK	1997
	An empirical study of volatility in seven Southeast Asian stock markets using ARV models Journal:Journal of Business Finance and Accounting	So, MKP Lam, K Li, WK	1997
	Multivariate modelling of the autoregressive random variance process Journal:Journal of Time Series Analysis	So, MKP Li, WK Lam, K	1997
	A simple multivariate ARCH model specified by random coefficients Journal:Computational Statistics and Data Analysis	Fong, PW Li, WK An, HZ	2006
	A note on the corrected Akaike information criterion for threshold autoregressive models Journal:Journal of Time Series Analysis	Wong, CS Li, WK	1998
	Diagnostic checking of nonlinear multivariate time series with multivariate ARCH errors Journal:Journal of Time Series Analysis	Ling, S Li, WK	1997
	On the estimation of an instantaneous transformation for time series Journal:Journal of the Royal Statistical Society. Series B: Statistical Methodology	Xia, Y Tong, H Li, WK Zhu, LX	2000
	On fractionally differenced periodic processes Journal:Sankhya	Li, WK Hui, YV	1995
	Modeling panel time series with mixture autoregressive model Journal:Journal of Data Science	Jin, S Li, WK	2006
	On a multivariate conditional heteroscedastic model Journal:Biometrika	Wong, H Li, WK	1997
	A note on the estimation of extreme value distributions using maximum product of spacings Book:Time Series and Related Topics: In Memory of Ching-Zong Wei	Wong, TST Li, WK	2006
	On a logistic mixture autoregressive model Journal:Biometrika	Wong, CS Li, WK	2001
	Estimation of nonlinear time series with conditional heteroscedastic variances by iteratively weighted least squares Journal:Computational Statistics and Data Analysis	Mak, TK Wong, H Li, WK	1997
	F-tests for seasonal differencing with a break-point Journal:Journal of Statistical Planning and Inference	Ng, TM Li, WK	1997
	Joint modeling of cointegration and conditional heteroscedasticity with applications Journal:Annals of the Institute of Statistical Mathematics	Wong, H Li, WK Ling, S	2005
	Estimation for partially nonstationary multivariate autoregressive models with conditional heteroscedasticity Journal:Biometrika	Li, WK Ling, S Wong, H	2001
	Hydrologic complexity and classification: A simple data reconstruction approach Journal:Hydrological Processes	Sivakumar, B Jayawardena, AW Li, WK	2007
	Time series models based on generalized linear models: Some further results Journal:Biometrics	Li, WK	1994