Follow
Wai Keung Li
Title
Cited by
Cited by
Year
Diagnostic checking ARMA time series models using squared‐residual autocorrelations
AI McLeod, WK Li
Journal of Time Series Analysis 4 (4), 269-273, 1983
16771983
An adaptive estimation of dimension reduction space
Y Xia, H Tong, WK Li, LX Zhu
Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2002
10272002
On a mixture autoregressive model
CS Wong, WK Li
Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2000
4222000
Distribution of the residual autocorrelations in multivariate ARMA time series models
WK Li, AI McLeod
Journal of the Royal Statistical Society Series B: Statistical Methodology …, 1981
4061981
Recent theoretical results for time series models with GARCH errors
WK Li, S Ling, M McAleer
Journal of Economic Surveys 16 (3), 245-269, 2002
3872002
On fractionally integrated autoregressive moving-average time series models with conditional heteroscedasticity
S Ling, WK Li
Journal of the American Statistical Association 92 (439), 1184-1194, 1997
3511997
On a double‐threshold autoregressive heteroscedastic time series model
CW Li, WK Li
Journal of applied econometrics 11 (3), 253-274, 1996
3321996
On the squared residual autocorrelations in non‐linear time series with conditional heteroskedasticity
WK Li, TK Mak
Journal of Time Series Analysis 15 (6), 627-636, 1994
3221994
A stochastic volatility model with Markov switching
MKP So, K Lam, WK Li
Journal of Business & Economic Statistics 16 (2), 244-253, 1998
3151998
Fractional time series modelling
WK Li, AI McLeod
Biometrika 73 (1), 217-221, 1986
3041986
Diagnostic checks in time series
WK Li
Chapman and Hall/CRC, 2003
2752003
On a mixture autoregressive conditional heteroscedastic model
CS Wong, WK Li
Journal of the American Statistical Association 96 (455), 982-995, 2001
2432001
On single-index coefficient regression models
Y Xia, WK Li
Journal of the American Statistical Association 94 (448), 1275-1285, 1999
2111999
Time series models based on generalized linear models: some further results
WK Li
Biometrics, 506-511, 1994
1611994
A threshold stochastic volatility model
MKP So, WK Li, K Lam
Journal of Forecasting 21 (7), 473-500, 2002
1582002
Limiting distributions of maximum likelihood estimators for unstable autoregressive moving-average time series with general autoregressive heteroscedastic errors
S Ling, WK Li
The Annals of Statistics 26 (1), 84-125, 1998
1561998
On extended partially linear single-index models
Y Xia, H Tong, WK Li
Biometrika 86 (4), 831-842, 1999
1531999
Diagnostic checking of nonlinear multivariate time series with multivariate ARCH errors
S Ling, WK Li
Journal of Time Series Analysis 18 (5), 447-464, 1997
1401997
Modelling asymmetry in stock returns by a threshold autoregressive conditional heteroscedastic model
WK Li, K Lam
Journal of the Royal Statistical Society Series D: The Statistician 44 (3 …, 1995
1361995
Deriving sediment quality guidelines from field-based species sensitivity distributions
KMY Leung, A Bjørgesæter, JS Gray, WK Li, GCS Lui, Y Wang, PKS Lam
Environmental science & technology 39 (14), 5148-5156, 2005
1302005
The system can't perform the operation now. Try again later.
Articles 1–20