Wang, Guochang; Zhu, Ke; Li, Guodong; Li, Wai Keung Hybrid quantile estimation for asymmetric power GARCH models. (English) Zbl 07491159 J. Econom. 227, No. 1, 264-284 (2022). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{G. Wang} et al., J. Econom. 227, No. 1, 264--284 (2022; Zbl 07491159) Full Text: DOI arXiv
Li, Muyi; Li, Wai Keung; Li, Guodong On mixture memory GARCH models. (English) Zbl 1306.62201 J. Time Ser. Anal. 34, No. 6, 606-624 (2013). Reviewer: Oscar Bustos (Córdoba) MSC: 62M10 62P05 91B70 91B84 PDFBibTeX XMLCite \textit{M. Li} et al., J. Time Ser. Anal. 34, No. 6, 606--624 (2013; Zbl 1306.62201) Full Text: DOI
Fong, P. W.; Li, W. K.; Yau, C. W.; Wong, C. S. On a mixture vector autoregressive model. (English) Zbl 1124.62059 Can. J. Stat. 35, No. 1, 135-150 (2007). MSC: 62M10 62H12 PDFBibTeX XMLCite \textit{P. W. Fong} et al., Can. J. Stat. 35, No. 1, 135--150 (2007; Zbl 1124.62059) Full Text: DOI
Wong, Chun Shan; Li, Wai Keung On a mixture autoregressive model. (English) Zbl 0941.62095 J. R. Stat. Soc., Ser. B, Stat. Methodol. 62, No. 1, 95-115 (2000). MSC: 62M10 65C60 PDFBibTeX XMLCite \textit{C. S. Wong} and \textit{W. K. Li}, J. R. Stat. Soc., Ser. B, Stat. Methodol. 62, No. 1, 95--115 (2000; Zbl 0941.62095) Full Text: DOI
Ng, Tze-Man; Li, Wai-Keung F-test for seasonal differencing with a break-point. (English) Zbl 0907.62097 J. Stat. Plann. Inference 65, No. 1, 87-107 (1997). MSC: 62M10 62F03 PDFBibTeX XMLCite \textit{T.-M. Ng} and \textit{W.-K. Li}, J. Stat. Plann. Inference 65, No. 1, 87--107 (1997; Zbl 0907.62097) Full Text: DOI