Search Results - "Li, Wai Keung" :: K.UTB vyhledávací portál | TBU Library Retrieval Portal

A bootstrapped spectral test for adequacy in weak ARMA models

A bootstrapped spectral test for adequacy in weak ARMA models

by Zhu, Ke, Li, Wai Keung
Published in Journal of econometrics (01.07.2015)

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Journal Article

A Portmanteau Test for Smooth Transition Autoregressive Models

A Portmanteau Test for Smooth Transition Autoregressive Models

by Xia, Qiang, Zhang, Zhiqiang, Keung Li, Wai
Published in Journal of time series analysis (01.09.2020)

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Journal Article

Fuzzy hidden Markov-switching portfolio selection with capital gain tax

Fuzzy hidden Markov-switching portfolio selection with capital gain tax

by Guo, Sini, Ching, Wai-Ki, Li, Wai-Keung, Siu, Tak-Kuen, Zhang, Zhiwen
Published in Expert systems with applications (01.07.2020)

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Journal Article

Forecasting high-dimensional realized volatility matrices using a factor model

Forecasting high-dimensional realized volatility matrices using a factor model

by Shen, Keren, Yao, Jianfeng, Li, Wai Keung
Published in Quantitative finance (01.11.2020)

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Journal Article

GPS trajectory data segmentation based on probabilistic logic

GPS trajectory data segmentation based on probabilistic logic

by Guo, Sini, Li, Xiang, Ching, Wai-Ki, Dan, Ralescu, Li, Wai-Keung, Zhang, Zhiwen
Published in International journal of approximate reasoning (01.12.2018)

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Journal Article

Modeling Panel Time Series with Mixture Autoregressive Model

Modeling Panel Time Series with Mixture Autoregressive Model

by Jin, Shusong, Li, Wai Keung
Published in Journal of Data Science (13.07.2021)

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Journal Article

Project-Based Learning via Competition for Data Science Students

Project-Based Learning via Competition for Data Science Students

by Philip L. H. Yu, Wai Keung Li
Published in Harvard data science review (25.02.2021)

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Journal Article

An experiment on autoregressive and threshold autoregressive models with non-gaussian error with application to realized volatility

An experiment on autoregressive and threshold autoregressive models with non-gaussian error with application to realized volatility

by Zhang, Ziyi, Li, Wai Keung
Published in Economies (01.06.2019)

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Journal Article

Testing model adequacy for dynamic panel data with intercorrelation

Testing model adequacy for dynamic panel data with intercorrelation

by Fu, Bo
Published in Biometrika (01.08.2002)

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Journal Article

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

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

by Li, Guodong, Li, Wai Keung
Published in Biometrika (01.06.2008)

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Journal Article

Orthognathic Model Surgery With LEGO Key-Spacer

Orthognathic Model Surgery With LEGO Key-Spacer

by Tsang, Alfred Chee-Ching, DDS, MSc, Lee, Alfred Siu Hong, BDS, Li, Wai Keung, DDT, BTEC
Published in Journal of oral and maxillofacial surgery (01.12.2013)

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Journal Article

On a mixture autoregressive model

On a mixture autoregressive model

by Wong, C. S., Li, W. K.
Published in Journal of the Royal Statistical Society. Series B, Statistical methodology (2000)

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

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

by Li, Guodong, Li, Wai Keung
Published in Biometrika (01.09.2005)

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Journal Article

Testing a linear time series model against its threshold extension

Testing a linear time series model against its threshold extension

by Li, Guodong, Li, Wai Keung
Published in Biometrika (01.03.2011)

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Journal Article

Modeling Default Data Via an Interactive Hidden Markov Model

Modeling Default Data Via an Interactive Hidden Markov Model

by Ching, Wai-Ki, Siu, Tak Kuen, Li, Li-min, Li, Tang, Li, Wai-Keung
Published in Computational economics (01.08.2009)

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Journal Article

A new hyperbolic GARCH model

A new hyperbolic GARCH model

by Li, Muyi, Li, Wai Keung, Li, Guodong
Published in Journal of econometrics (01.12.2015)

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Journal Article

A New Pearson-Type QMLE for Conditionally Heteroscedastic Models

A New Pearson-Type QMLE for Conditionally Heteroscedastic Models

by Zhu, Ke, Li, Wai Keung
Published in Journal of business & economic statistics (02.10.2015)

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Journal Article

Variable screening for survival data in the presence of heterogeneous censoring

Variable screening for survival data in the presence of heterogeneous censoring

by Xu, Jinfeng, Li, Wai Keung, Ying, Zhiliang
Published in Scandinavian journal of statistics (01.12.2020)

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Journal Article

On a spiked model for large volatility matrix estimation from noisy high-frequency data

On a spiked model for large volatility matrix estimation from noisy high-frequency data

by Shen, Keren, Yao, Jianfeng, Li, Wai Keung
Published in Computational statistics & data analysis (01.03.2019)

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Journal Article

Self-Excited Threshold Poisson Autoregression

Self-Excited Threshold Poisson Autoregression

by Wang, Chao, Liu, Heng, Yao, Jian-Feng, Davis, Richard A, Li, Wai Keung
Published in Journal of the American Statistical Association (01.06.2014)

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Journal Article