Wai Keung Li

Publication Activity (10 Years)

Years Active: 2003-2019
Publications (10 Years): 2

Top Topics

Dirichlet Processes

Likelihood Ratio

Hyperparameters

Top Venues

Comput. Stat. Data Anal.

Publications

Keren Shen, Jianfeng Yao, Wai Keung Li
On a spiked model for large volatility matrix estimation from noisy high-frequency data. Comput. Stat. Data Anal. 131 (2019)
F. C. Ng, Wai Keung Li, Philip L. H. Yu
Diagnostic checking of the vector multiplicative error model. Comput. Stat. Data Anal. 94 (2016)
Hwa Kyung Lim, Wai Keung Li, Philip L. H. Yu
Zero-inflated Poisson regression mixture model. Comput. Stat. Data Anal. 71 (2014)
Tony Siu Tung Wong, Wai Keung Li
Test for homogeneity in gamma mixture models using likelihood ratio. Comput. Stat. Data Anal. 70 (2014)
Wilson Kwan, Wai Keung Li, Guodong Li
On the estimation and diagnostic checking of the ARFIMA-HYGARCH model. Comput. Stat. Data Anal. 56 (11) (2012)
Xixin Cheng, Wai Keung Li, Philip L. H. Yu, Xuan Zhou, Chao Wang, P. H. Lo
Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis. Comput. Stat. Data Anal. 55 (9) (2011)
Edmond H. C. Wu, Philip L. H. Yu, Wai Keung Li
A smoothed bootstrap test for independence based on mutual information. Comput. Stat. Data Anal. 53 (7) (2009)
Edmond HaoCun Wu, Philip L. H. Yu, Wai Keung Li
An Independent Component Ordering and Selection Procedure Based on the MSE Criterion. ICA (2006)
Edmond H. C. Wu, Philip L. H. Yu, Wai Keung Li
Value at Risk Estimation Using Independent Component Analysis-generalized Autoregressive Conditional Heteroscedasticity (ica-garch) Models. Int. J. Neural Syst. 16 (5) (2006)
Pak Wing Fong, Wai Keung Li, Hong-Zhi An
A simple multivariate ARCH model specified by random coefficients. Comput. Stat. Data Anal. 51 (3) (2006)
Pak Wing Fong, Wai Keung Li
On time series with randomized unit root and randomized seasonal unit root. Comput. Stat. Data Anal. 43 (3) (2003)