Search Results - "Li, Wai Keung"

Variable screening for survival data in the presence of heterogeneous censoring.

Authors: Xu, Jinfeng Li, Wai Keung Ying, Zhiliang

Source: Scandinavian Journal of Statistics. Dec2020, Vol. 47 Issue 4, p1171-1191. 21p.

Testing a linear time series model against its threshold extension.

Authors: Li, Guodong Li, Wai Keung

Source: Biometrika; March 2011, Vol. 98 Issue 1, p243-250, 8p

Least absolute deviation estimation for fractionally integrated autoregressive moving average time series models with conditional heteroscedasticity.

Authors: Li, Guodong Li, Wai Keung

Source: Biometrika; June 2008, Vol. 95 Issue 2, p399-414, 16p

Diagnostic checking for time series models with conditional heteroscedasticity estimated by the least absolute deviation approach.

Authors: Li, Guodong Li, Wai Keung

Source: Biometrika; September 2005, Vol. 92 Issue 3, p691-701, 11p

Testing model adequacy for dynamic panel data with intercorrelation.

Authors: Fu, Bo Li, Wai-Keung Fung, Wing-Kam

Source: Biometrika; September 2002, Vol. 89 Issue 3, p591-601, 11p

A robust goodness-of-fit test for generalized autoregressive conditional heteroscedastic models.

Authors: Zheng, Yao Li, Wai Keung Li, Guodong

Source: Biometrika. Mar2018, Vol. 105 Issue 1, p73-89. 17p.

Extreme values identification in regression using a peaks-over-threshold approach.

Authors: Wong, Tong Siu Tung Li, Wai Keung

Source: Journal of Applied Statistics. Mar2015, Vol. 42 Issue 3, p566-576. 11p. 2 Graphs.

Buffered Autoregressive Models With Conditional Heteroscedasticity: An Application to Exchange Rates.

Authors: Zhu, Ke Li, Wai Keung Yu, Philip L. H.

Source: Journal of Business & Economic Statistics. Oct2017, Vol. 35 Issue 4, p528-542. 15p.

ON MIXTURE MEMORY GARCH MODELS.

Authors: Li, Muyi Li, Wai Keung Li, Guodong

Source: Journal of Time Series Analysis. Nov2013, Vol. 34 Issue 6, p606-624. 19p.

On the autopersistence functions and the autopersistence graphs of binary autoregressive time series.

Authors: Wang, Chao Li, Wai Keung

Source: Journal of Time Series Analysis. Nov2011, Vol. 32 Issue 6, p639-646. 8p.

On a Mixture GARCH Time-Series Model.

Authors: Zhang, Zhiqiang Li, Wai Keung Yuen, Kam Chuen

Source: Journal of Time Series Analysis. Jul2006, Vol. 27 Issue 4, p577-597. 21p. 2 Charts, 8 Graphs.

A New Pearson-Type QMLE for Conditionally Heteroscedastic Models.

Authors: Zhu, Ke Li, Wai Keung

Source: Journal of Business & Economic Statistics. Oct2015, Vol. 33 Issue 4, p552-565. 14p.

An Experiment on Autoregressive and Threshold Autoregressive Models with Non-Gaussian Error with Application to Realized Volatility.

Authors: Zhang, Ziyi Li, Wai Keung

Source: Economies. Jun2019, Vol. 7 Issue 2, p58. 1p.

Zero-inflated Poisson regression mixture model.

Authors: Lim, Hwa Kyung Li, Wai Keung Yu, Philip L.H.

Source: Computational Statistics & Data Analysis. Mar2014, Vol. 71, p151-158. 8p.

Subjects: Regression analysis, Zero (The number), Poisson processes, Statistical models, Parameter estimation, Algorithms

Test for homogeneity in gamma mixture models using likelihood ratio.

Authors: Wong, Tony Siu Tung Li, Wai Keung

Source: Computational Statistics & Data Analysis. Feb2014, Vol. 70, p127-137. 11p.

Subjects: Gamma functions, Mixtures, Maximum likelihood statistics, Chi-square distribution, Random matrices, Mathematical bounds, Expectation-maximization algorithms, Mathematical models

On the estimation and diagnostic checking of the ARFIMA–HYGARCH model

Authors: Kwan, Wilson Li, Wai Keung Li, Guodong

Source: Computational Statistics & Data Analysis. Nov2012, Vol. 56 Issue 11, p3632-3644. 13p.

Subjects: Estimation theory, GARCH model, Autoregression (Statistics), Moving average process, Heteroscedasticity, Analysis of variance, Empirical research

On time series with randomized unit root and randomized seasonal unit root

Authors: Fong, Pak Wing Li, Wai Keung

Source: Computational Statistics & Data Analysis. Jul2003, Vol. 43 Issue 3, p369. 27p.

Subjects: Time measurements, Markov processes

On buffered moving average models.

Authors: Zhuang, Yipeng Li, Dong Yu, Philip L. H. et al.

Source: Journal of Time Series Analysis. Jul2025, Vol. 46 Issue 4, p599-622. 24p.

A new hyperbolic GARCH model.

Authors: Li, Muyi Li, Wai Keung Li, Guodong

Source: Journal of Econometrics. Dec2015, Vol. 189 Issue 2, p428-436. 9p.

A bootstrapped spectral test for adequacy in weak ARMA models.

Authors: Zhu, Ke Li, Wai Keung

Source: Journal of Econometrics. Jul2015, Vol. 187 Issue 1, p113-130. 18p.