Wai Keung Li

Statistics and Probability · 2000–2015

A researcher in the Science corpus: 17 papers; trusts 31 researchers and is trusted by 59 researchers here, as inferred from the citation graph.

Subfields

• Statistics and Probability — 46 citations into it; #1,514 of 12,932 by trust here, #1,806 by citations
• Finance — 33 citations into it; #894 of 10,518 by trust here, #1,424 by citations
• Economics and Econometrics — 27 citations into it; #2,705 of 23,481 by trust here, #4,516 by citations
• Economics & Operations Research — 7 citations into it
• Artificial Intelligence — 6 citations into it; #7,536 of 35,345 by trust here, #17,776 by citations
• Environmental Engineering — 6 citations into it; #3,424 of 5,479 by trust here, #3,944 by citations
• Probabilistic & Bayesian Methods — 6 citations into it

Whom Wai Keung Li trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Tim Bollerslev
2. Robert F. Engle
3. S. Ling
4. Chris Brooks
5. Jan Beran
6. C. Wong
7. C. Chatfield
8. Arthur P. Dempster
9. Michael Mcaleer
10. Thomas Mikosch

Who trusts Wai Keung Li overall

1. Michael Mcaleer
2. S. Ling
3. Robert F. Engle
4. Jinyuan Chang
5. K. Zhu
6. Xiaofeng Shao
7. Bernardo da Veiga
8. Ke-Li Xu
9. Pilar Abad
10. Jeroen K. Vermunt

Papers from Wai Keung Li's perspective

Ordered by how strongly the researchers Wai Keung Li trusts endorse each paper. Same corpus, a different order for every researcher.

1. Generalized autoregressive conditional heteroskedasticity
2. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
3. ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL (Econometric Theory)
4. Stationarity and the existence of moments of a family of GARCH processes
5. Semiparametric ARCH models
6. Limit theory for the sample autocorrelations and extremes of a GARCH (1,1) process
7. Statistics for long-memory processes
8. On a mixture autoregressive model
9. Least absolute deviations estimation for ARCH and GARCH models
10. Markov Chains and Stochastic Stability

Their papers

• A Survey of Recent Theoretical Results for Time Series Models with GARCH Errors (2001) — 307 citations
• A threshold stochastic volatility model (2002) — 122 citations
• On a mixture autoregressive model (2000) — 329 citations
• ASYMPTOTIC INFERENCE FOR UNIT ROOT PROCESSES WITH GARCH(1,1) ERRORS (2003) — 58 citations
• Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence (2003) — 78 citations
• Asymptotic Behavior of Bandwidth Selected by the Cross-Validation Method for Local Polynomial Fitting (2002) — 53 citations
• Estimation for partially nonstationary multivariate autoregressive models with conditional heteroscedasticity (2001) — 52 citations
• Least absolute deviation estimation for fractionally integrated autoregressive moving average time series models with conditional heteroscedasticity (2008) — 46 citations
• On a logistic mixture autoregressive model (2001) — 110 citations
• On a Mixture Autoregressive Conditional Heteroscedastic Model (2001) — 189 citations
• The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier (2007) — 68 citations
• Hysteretic autoregressive time series models (2015) — 55 citations
• Self-Excited Threshold Poisson Autoregression (2013) — 109 citations
• Hydrologic complexity and classification: a simple data reconstruction approach (2007) — 71 citations
• Diagnostic Checks in Time Series (2003) — 85 citations
• Neighbourhood selection for local modelling and prediction of hydrological time series (2002) — 77 citations
• An adaptive estimation of dimension reduction (2002) — 70 citations