W. K. Li

Diagnostic checking of nonlinear multivariate time series with multivariate arch errors

Shiqing Ling, W. K. Li · Journal of Time Series Analysis · 1997 · 97 citations

Computing, Economics, Econometrics +16

On a mixture vector autoregressive model

W. K. Li, Christopher W.H. Yau, C. S. Wong · Canadian Journal of Statistics · 2007 · 58 citations

Computing, Data Science, Econometrics +16

ON THE AUTOCORRELATION STRUCTURE AND IDENTIFICATION OF SOME BILINEAR TIME SERIES

W. K. Li · Journal of Time Series Analysis · 1984 · 18 citations

Computing, Economics, Econometrics +15

Interactive hidden Markov models and their applications

Elizabeth-Sharon Fung, Michael K. Ng, Tak Kuen Siu et al. · IMA Journal of Management Mathematics · 2006 · 11 citations

Engineering, Computer Science, Mathematics +14

ESTIMATION OF RANDOM COEFFICIENT AUTOREGRESSIVE PROCESS: AN EMPIRICAL BAYES APPROACH

W. K. Li, Yi Hui · Journal of Time Series Analysis · 1983 · 11 citations

Social Sciences, Economics, Econometrics +15