Wai Keung Li

Wai Keung Li

University of Hong Kong - Pokfulam / Hong Kong
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 412593
香港大學
person_outline Wai Keung Li's MOST POPULAR ARTICLES
1-) An adaptive estimation of dimension reduction space Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2002
2-) On a mixture autoregressive model Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2000
3-) Distribution of the residual autocorrelations in multivariate ARMA time series models Journal of the Royal Statistical Society Series B: Statistical Methodology …, 1981
4-) Recent theoretical results for time series models with GARCH errors Journal of Economic Surveys 16 (3), 245-269, 2002
5-) On a double‐threshold autoregressive heteroscedastic time series model Journal of applied econometrics 11 (3), 253-274, 1996