Wai Keung Li

11 papers Journal 10Unranked 1
YearRankTypeTitle / Venue / Authors
2019 J jnl
On a spiked model for large volatility matrix estimation from noisy high-frequency data.
Comput. Stat. Data Anal.
Keren Shen, Jianfeng Yao, Wai Keung Li
2016 J jnl
Diagnostic checking of the vector multiplicative error model.
Comput. Stat. Data Anal.
Fo Chun Ng, Wai Keung Li, Philip L. H. Yu
2014 J jnl
Test for homogeneity in gamma mixture models using likelihood ratio.
Comput. Stat. Data Anal.
Tony Siu Tung Wong, Wai Keung Li
2014 J jnl
Zero-inflated Poisson regression mixture model.
Comput. Stat. Data Anal.
Hwa Kyung Lim, Wai Keung Li, Philip L. H. Yu
2012 J jnl
On the estimation and diagnostic checking of the ARFIMA-HYGARCH model.
Comput. Stat. Data Anal.
Wilson Kwan, Wai Keung Li, Guodong Li
2011 J jnl
Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis.
Comput. Stat. Data Anal.
Xixin Cheng, Wai Keung Li, Philip L. H. Yu, Xuan Zhou, Chao Wang, P. H. Lo
2009 J jnl
A smoothed bootstrap test for independence based on mutual information.
Comput. Stat. Data Anal.
Edmond H. C. Wu, Philip L. H. Yu, Wai Keung Li
2006 J jnl
A simple multivariate ARCH model specified by random coefficients.
Comput. Stat. Data Anal.
Pak Wing Fong, Wai Keung Li, Hong-Zhi An
2006 — conf
An Independent Component Ordering and Selection Procedure Based on the MSE Criterion.
ICA
Edmond HaoCun Wu, Philip L. H. Yu, Wai Keung Li
2006 J jnl
Value at Risk Estimation Using Independent Component Analysis-generalized Autoregressive Conditional Heteroscedasticity (ica-garch) Models.
Int. J. Neural Syst.
Edmond H. C. Wu, Philip L. H. Yu, Wai Keung Li
2003 J jnl
On time series with randomized unit root and randomized seasonal unit root.
Comput. Stat. Data Anal.
Pak Wing Fong, Wai Keung Li