Concepedia

Wai Keung Li

WK

Statistics

Publications

25

Citations

998

H-Index

18

Active since

1988

Affiliations

University of Hong Kong(Current)

Hong Kong University of Science and Technology

Xiamen University

Chinese Academy of Sciences

Wai Keung Li is an author at University of Hong Kong specializing in time series analysis, business, and econometrics.

Publications per year

1988–2020

25

Publications

25

On a Mixture Autoregressive Conditional Heteroscedastic Model

Chun Shan Wong, Wai Keung Li · Journal of the American Statistical Association · 2001 · 183 citations

Computing, Data Science, Forecasting +16

Self-Excited Threshold Poisson Autoregression

Chao Wang, Heng Liu, Jianfeng Yao et al. · Journal of the American Statistical Association · 2014 · 103 citations

Engineering, Geophysics, Probability Theory +13

ON THE ESTIMATION AND TESTING OF FUNCTIONAL-COEFFICIENT LINEAR MODELS

Yingcun Xia, Wai Keung Li · The HKU Scholars Hub (University of Hong Kong) · 1999 · 92 citations · Full text

Social Sciences, Economics, Econometrics +7

ARMA MODELLING WITH NON‐GAUSSIAN INNOVATIONS

Wai Keung Li, A. Ian McLeod · Journal of Time Series Analysis · 1988 · 65 citations

Computing, Economics, Econometrics +14

Hysteretic autoregressive time series models

Guodong Li, Bo Guan, Wai Keung Li et al. · Biometrika · 2015 · 54 citations

Business, Finance, Actuarial Science +8

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