On time series with randomized unit root and randomized seasonal unit root. - Pak Wing Fong; Wai Keung Li (Comput. Stat. Data Anal., 2003)

An Independent Component Ordering and Selection Procedure Based on the MSE Criterion. - Edmond HaoCun Wu; Philip L. H. Yu; Wai Keung Li (ICA, 2006)

A simple multivariate ARCH model specified by random coefficients. - Pak Wing Fong; Wai Keung Li; Hong-Zhi An (Comput. Stat. Data Anal., 2006)

Value at Risk Estimation Using Independent Component Analysis-generalized Autoregressive Conditional Heteroscedasticity (ica-garch) Models. - Edmond H. C. Wu; Philip L. H. Yu; Wai Keung Li (Int. J. Neural Syst., 2006)

A smoothed bootstrap test for independence based on mutual information. - Edmond H. C. Wu; Philip L. H. Yu; Wai Keung Li (Comput. Stat. Data Anal., 2009)

Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis. - Xixin Cheng; Wai Keung Li; Philip L. H. Yu; Xuan Zhou; Chao Wang; P. H. Lo (Comput. Stat. Data Anal., 2011)

On the estimation and diagnostic checking of the ARFIMA-HYGARCH model. - Wilson Kwan; Wai Keung Li; Guodong Li (Comput. Stat. Data Anal., 2012)

Zero-inflated Poisson regression mixture model. - Hwa Kyung Lim; Wai Keung Li; Philip L. H. Yu (Comput. Stat. Data Anal., 2014)

Test for homogeneity in gamma mixture models using likelihood ratio. - Tony Siu Tung Wong; Wai Keung Li (Comput. Stat. Data Anal., 2014)

Diagnostic checking of the vector multiplicative error model. - F. C. Ng; Wai Keung Li; Philip L. H. Yu (Comput. Stat. Data Anal., 2016)

On a spiked model for large volatility matrix estimation from noisy high-frequency data. - Keren Shen; Jianfeng Yao; Wai Keung Li (Comput. Stat. Data Anal., 2019)