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
Fingerprint
- 1 Similar Profiles
Collaborations and top research areas from the last five years
Projects
- 1 Finished
-
Statistical Inferences for Possibly Nonstationary and Nonlinear Time Series Models with a Hysteretic (Buffered) Structure
LI, W. K. (PI), Dr., P. Y. (CoI) & Dr., G. L. (CoI)
01/09/17 → 28/02/21
Project: Research project
-
On buffered moving average models
ZHUANG, Y., LI, D., YU, L. H. P. & LI, W. K., 2024, (E-pub ahead of print) In: Journal of Time Series Analysis.Research output: Contribution to journal › Articles › peer-review
-
Least absolute deviations estimation for nonstationary vector autoregressive time series models with pure unit roots
ZHENG, Y., WU, J., LI, W. K. & LI, G., Apr 2023, In: Statistics and its Interface. 16, 2, p. 199-216Research output: Contribution to journal › Articles › peer-review
-
Testing and modelling for the structural change in covariance matrix time series with multiplicative form
JIANG, F., LI, D., LI, W. K. & ZHU, K., Apr 2023, In: Statistica Sinica. 33, 2, p. 787-818Research output: Contribution to journal › Articles › peer-review
-
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
3 Citations (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
4 Citations (Scopus)