Wai Keung Li

According to our database, Wai Keung Li authored at least 11 papers between 2003 and 2019.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2019

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

Keren Shen, Jianfeng Yao, Wai Keung Li

Comput. Stat. Data Anal., 2019

2016

Diagnostic checking of the vector multiplicative error model.

F. C. Ng, Wai Keung Li, Philip L. H. Yu

Comput. Stat. Data Anal., 2016

2014

Test for homogeneity in gamma mixture models using likelihood ratio.

Tony Siu Tung Wong, Wai Keung Li

Comput. Stat. Data Anal., 2014

Zero-inflated Poisson regression mixture model.

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

Comput. Stat. Data Anal., 2014

2012

On the estimation and diagnostic checking of the ARFIMA-HYGARCH model.

Wilson Kwan, Wai Keung Li, Guodong Li

Comput. Stat. Data Anal., 2012

2011

Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis.

Xixin Cheng, Wai Keung Li, Philip L. H. Yu, Xuan Zhou, Chao Wang, P. H. Lo

Comput. Stat. Data Anal., 2011

2009

A smoothed bootstrap test for independence based on mutual information.

Edmond H. C. Wu, Philip L. H. Yu, Wai Keung Li

Comput. Stat. Data Anal., 2009

2006

Value at Risk Estimation Using Independent Component Analysis-generalized Autoregressive Conditional Heteroscedasticity (ica-garch) Models.

Edmond H. C. Wu, Philip L. H. Yu, Wai Keung Li

Int. J. Neural Syst., 2006

A simple multivariate ARCH model specified by random coefficients.

Pak Wing Fong, Wai Keung Li, Hong-Zhi An

Comput. Stat. Data Anal., 2006

An Independent Component Ordering and Selection Procedure Based on the MSE Criterion.

Edmond HaoCun Wu, Philip L. H. Yu, Wai Keung Li

Proceedings of the Independent Component Analysis and Blind Signal Separation, 2006

2003

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

Pak Wing Fong, Wai Keung Li

Comput. Stat. Data Anal., 2003