| Diagnostic checking ARMA time series models using squared‐residual autocorrelations AI McLeod, WK Li Journal of Time Series Analysis 4 (4), 269-273, 1983 | 1605 | 1983 |
| An adaptive estimation of dimension reduction space Y Xia, H Tong, WK Li, LX Zhu Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 2002 | 945 | 2002 |
| On a mixture autoregressive model CS Wong, WK Li Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 2000 | 394 | 2000 |
| Recent theoretical results for time series models with GARCH errors WK Li, S Ling, M McAleer Journal of Economic Surveys 16 (3), 245-269, 2002 | 378 | 2002 |
| Distribution of the residual autocorrelations in multivariate ARMA time series models WK Li, AI McLeod Journal of the Royal Statistical Society: Series B (Methodological) 43 (2 …, 1981 | 377 | 1981 |
| On fractionally integrated autoregressive moving-average time series models with conditional heteroscedasticity S Ling, WK Li Journal of the American Statistical Association 92 (439), 1184-1194, 1997 | 340 | 1997 |
| On a double‐threshold autoregressive heteroscedastic time series model CW Li, WK Li Journal of applied econometrics 11 (3), 253-274, 1996 | 333 | 1996 |
| On the squared residual autocorrelations in non‐linear time series with conditional heteroskedasticity WK Li, TK Mak Journal of Time Series Analysis 15 (6), 627-636, 1994 | 310 | 1994 |
| Fractional time series modelling WK Li, AI McLeod Biometrika 73 (1), 217-221, 1986 | 302 | 1986 |
| A stochastic volatility model with Markov switching MKP So, K Lam, WK Li Journal of Business & Economic Statistics 16 (2), 244-253, 1998 | 298 | 1998 |
| Diagnostic checks in time series WK Li CRC Press, 2003 | 261 | 2003 |
| On a mixture autoregressive conditional heteroscedastic model CS Wong, WK Li Journal of the American Statistical Association 96 (455), 982-995, 2001 | 236 | 2001 |
| On single-index coefficient regression models Y Xia, WK Li Journal of the American Statistical Association 94 (448), 1275-1285, 1999 | 203 | 1999 |
| A threshold stochastic volatility model MKP So, WK Li, K Lam Journal of Forecasting 21 (7), 473-500, 2002 | 153 | 2002 |
| Time series models based on generalized linear models: some further results WK Li Biometrics, 506-511, 1994 | 150 | 1994 |
| Limiting distributions of maximum likelihood estimators for unstable autoregressive moving-average time series with general autoregressive heteroscedastic errors S Ling, WK Li The Annals of Statistics 26 (1), 84-125, 1998 | 149 | 1998 |
| On extended partially linear single-index models Y Xia, H Tong, WK Li Biometrika 86 (4), 831-842, 1999 | 145 | 1999 |
| Diagnostic checking of nonlinear multivariate time series with multivariate ARCH errors S Ling, WK Li Journal of Time Series Analysis 18 (5), 447-464, 1997 | 137 | 1997 |
| Modelling asymmetry in stock returns by a threshold autoregressive conditional heteroscedastic model WK Li, K Lam Journal of the Royal Statistical Society: Series D (The Statistician) 44 (3 …, 1995 | 135 | 1995 |
| On the estimation and testing of functional-coefficient linear models Y Xia, WK Li Statistica Sinica, 735-757, 1999 | 126 | 1999 |
Yingcun XiaProfessor of Statistics, National University of SingaporeVerified email at nus.edu.sg
