Projects per year
Personal profile
Personal profile
B.Sc. (First class with Distinction) in Mathematics,
York University, Canada (1975)
M.A. in Mathematics, York University, Canada (1976)
Ph.D. in Statistics, University of Western Ontario (1981)
Elected Member, International Statistical Institute (1991)
Elected Fellow, American Statistical Association (2003)
Elected Fellow, Institute of Mathematical Statistics (2006)
Honorary Member, Hong Kong Statistical Society, conferred March, 2009
Outstanding Service Award, International Chinese Statistical Association, conferred August, 2009
Emeritus Professor, Univeristy of Hong Kong, conferred May, 2020.
Distinguished Author, Journal of Time Series Analysis, conferred June, 2020.
Research interests
Time Series Analysis;
Financial Econometrics;
Financial Risk Management;
Big Data Analytics;
Environmetrics;
Stochastic Processes with Applications to Hydrology and Climatology;
Extreme Value Theory;
Spatial Statistics;
Sampling Methods
Teaching Interests
Time Series Analysis;
Financial Econometrics;
Financial Risk Management;
Statistical Inference;
Statisitcal Learning;
Elementary Statistics;
General Education on Statistical Thinking.
Professional information
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Projects
- 1 Finished
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Statistical Inferences for Possibly Nonstationary and Nonlinear Time Series Models with a Hysteretic (Buffered) Structure
LI, W. K., Dr., P. Y. & Dr., G. L.
01/09/17 → 28/02/21
Project: Research project
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Hybrid quantile estimation for asymmetric power GARCH models
WANG, G., ZHU, K., LI, G. & LI, W. K., Mar 2022, In: Journal of Econometrics. 277, 1, p. 264-284Research output: Contribution to journal › Articles › peer-review
1 Citation (Scopus) -
Time series models for realized covariance matrices based on the matrix-F distribution
ZHOU, J., JIANG, F., ZHU, K. & LI, W. K., Apr 2022, In: Statistica Sinica. 32, 2, p. 755-786Research output: Contribution to journal › Articles › peer-review
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Training, validation and testing of a multiscale three-dimensional deep learning algorithm in accurately diagnosing hepatocellular carcinoma on computed tomography
SETO, W-K., CHIU, W. H. K., CAO, W., LUI, G., ZHOU, J., CHENG, H. M., WU, J., SHEN, X., MAK, L. Y. L., HUANG, J., LI, W. K., YUEN, M-F. & YU, L. H. P., Jun 2022.Research output: Contribution to conference › Papers
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An alternative nonparametric tail risk measure
LAW, K. K. F., LI, W. K. & YU, L. H. P., 2021, In: Quantitative Finance. 21, 4, p. 685-696Research output: Contribution to journal › Articles › peer-review
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A new test for tail index with application to Danish fire loss data
WONG, T. S. T. & LI, W. K., 2021, In: Journal of Statistical Computation and Simulation. 91, 18, p. 3880-3893Research output: Contribution to journal › Articles › peer-review