Dr. Wai-Keung Li
Chair Professor, Department of Statistics and Actuarial Science, University of Hong Kong, China
I have published/accepted 139 refereed journal articles,27of these appearedin thetop 4journals of Statistics,3in thetop 3journals of Actuarial Science. I also published a singleauthored monograph under Chapman & Hall. All reviews by top statistical journals arefavourable.(Top 4 in Stat:Annals of Stat.; J. RoyalStatist. Soc.B; J. Amer. Statist.Assoc.;Biometrika. Top 3 in Actuarial Sci:Insurance: math & econ.;Astin Bulletin; Scand. ActuarialJournal.)
Time Series Analysis
and Risk Management
with applications to Hydrology and
Modelling of multiple time series, time series model diagnostic checks, threshold autoregressive models, semiparametric time series models, nonstationary/nonlinear time series with GARCH errors, stochastic volatility models, autoregressive conditional duration models, long memory time series models, time series modelling of financial data (including chaos and Granger causality problems), value at risk problems, stochastic hydrology and climatology.