Concepedia

W. K. Li

WK

Statistics

Publications

10

Citations

1.1K

H-Index

10

Active since

1986

Affiliations

University of Hong Kong(Current)

Western University

W. K. Li is an author at University of Hong Kong specializing in time series analysis, econometrics, and time series econometrics.

Publications per year

1986–2008

10

Publications

10

On a Mixture Autoregressive Model

Chun Shan Wong, W. K. Li · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 2000 · 323 citations

, , +16

Recent Theoretical Results for Time Series Models with GARCH Errors

W. K. Li, Shiqing Ling, Michael McAleer · Journal of Economic Surveys · 2002 · 273 citations

, , +17

Fractional time series modelling

W. K. Li, A. Ian McLeod · Biometrika · 1986 · 178 citations

, , +4

On Single-Index Coefficient Regression Models

Yingcun Xia, W. K. Li · Journal of the American Statistical Association · 1999 · 133 citations

, , +13

A note on the corrected Akaike information criterion for threshold autoregressive models

C. S. Wong, W. K. Li · Journal of Time Series Analysis · 1998 · 61 citations

, , +12

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