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	Title	Author(s)	Issue Date
	Testing for the Buffered Autoregressive Processes Journal:Statistica Sinica	Zhu, K Yu, PLH Li, WK	2014
	A single-stage approach for cointegration-based pairs trading Journal:Finance Research Letters	LAW, KF Li, WK Yu, PLH	2018
	A Time Series Model for Realized Volatility Matrices Based on the Matrix-F Distribution Proceeding/Conference:International Conference on Econometrics and Statistics (EcoSta)	Li, WK Zhou, J Zhu, K	2017
	Buffered autoregressive models with conditional heteroscedasticity: An application to exchange rates Journal:Journal of Business and Economic Statistics	Zhu, K Li, WK Yu, PLH	2017
	Estimation of random coefficient autoregressive process: an empirical Bayes Approach Journal:Journal of Time Series Analysis	Li, WK Hui, YV	1983
	Analysis of the Gerber-Shiu function for compound Poisson models with interest and a constant dividend barrier	Yuen, KC Wang, G Li, WK	2006
	ON SOME MATÉRN COVARIANCE FUNCTIONS FOR SPATIO-TEMPORAL RANDOM FIELDS Journal:Statistica Sinica	IP, HL Li, WK	2017
	On Mixture Double Autoregressive Time Series Models Journal:Journal of Business & Economic Statistics	Li, G ZHU, Q LIU, Z Li, WK	2017
	On a dispersion model with Pearson residual responses Journal:Computational Statistics & Data Analysis	Wu, K Li, WK	2016
	Noise level estimation for a chaotic time series Journal:International Journal of Bifurcation and Chaos	Xu, P Li, WK Jayawardena, AW	2012
	Testing a linear time series model against its threshold extension Journal:Biometrika	Li, G Li, WK	2011
	Hydrologic classification system: A data reconstruction approach Proceeding/Conference:MODSIM05 - International Congress on Modelling and Simulation: Advances and Applications for Management and Decision Making, Proceedings	Sivakumar, B Jayawardena, AW Li, WK	2005
	An independent component ordering and selection procedure based on the MSE criterion Proceeding/Conference:Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)	Wu, EH Yu, PLH Li, WK	2006
	Radial basis function network for prediction of hydrological time series Proceeding/Conference:IAHS-AISH Publication	Jayawardena, AW Xu, P Li, WK	2003
	Some lagrange multiplier tests for seasonal differencing Journal:Biometrika	Li, WK	1991
	Testing model adequacy for some Markov regression models for time series Journal:Biometrika	Li, WK	1991
	Derivation of better ammonia water quality criteria for saltwater Proceeding/Conference:Society of Environmental Toxicology and Chemistry (SETAC) Asia/Pacific Conference	Kwok, WHKP Leung, KMY Lui, CSG Li, WK Lam, PKS Lee, JHW	2006
	On the autopersistence functions and the autopersistence graphs of binary autoregressive time series Journal:Journal of Time Series Analysis	Wang, C Li, WK	2011
	Ammonia water quality criteria for saltwater: a revisit Proceeding/Conference:Society of Environmental Toxicology and Chemistry (SETAC) Europe Annual Meeing	Kwok, WHKP Leung, KMY Lui, CSG Li, WK Lam, PKS Lee, JHW	2006
	A smoothed bootstrap test for independence based on mutual information Journal:Computational Statistics and Data Analysis	Wu, EHC Yu, PLH Li, WK	2009
	A threshold stochastic volatility model Journal:Journal of Forecasting	So, MKP Li, WK Lam, K	2002
	Testing for threshold autoregression with conditional heteroscedasticity Journal:Biometrika	Wong, CS Li, WK	1997
	A simple multivariate ARCH model specified by random coefficients Journal:Computational Statistics and Data Analysis	Fong, PW Li, WK An, HZ	2006
	On the residual autocorrelation of the autoregressive conditional duration model Journal:Economics Letters	Li, WK Yu, PLH	2003
	On a mixture GARCH time-series model Journal:Journal of Time Series Analysis	Zhang, Z Li, WK Yuen, KC	2006