Heung Wong - Publications

Affiliations: 
Hong Kong Polytechnic University (Hong Kong) 
Area:
Statistics

49 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2019 Tang WM, Yiu KFC, Chan KY, Wong H. Fuzzy System with Customized Subset Selection for Financial Trading Applications International Journal of Fuzzy Systems. 21: 2435-2447. DOI: 10.1007/S40815-019-00731-W  0.324
2018 Yuen TP, Wong H, Yiu KFC. On constrained estimation of graphical time series models Computational Statistics & Data Analysis. 124: 27-52. DOI: 10.1016/J.Csda.2018.01.019  0.434
2018 Wei Z, Yiu KC, Wong H, Chan KY. A Novel Multivariate Volatility Modeling for Risk Management in Stock Markets International Journal of Fuzzy Systems. 20: 116-127. DOI: 10.1007/S40815-017-0298-X  0.42
2016 Zhang X, Wong H, Li Y. A functional coefficient GARCH-M model Communications in Statistics-Theory and Methods. 45: 3807-3821. DOI: 10.1080/03610926.2014.906615  0.426
2016 Xia Q, Wong H, Liu J, Liang R. Bayesian Analysis of Power-Transformed and Threshold GARCH Models: A Griddy-Gibbs Sampler Approach Computational Economics. 1-20. DOI: 10.1007/S10614-016-9588-X  0.419
2016 Hu F, Lu Z, Wong H, Yuen TP. Analysis of air quality time series of Hong Kong with graphical modeling Environmetrics. DOI: 10.1002/Env.2386  0.321
2013 Wong H, Ip WC, Liu JS, Long JY. Bayesian time series analysis of structural changes in level and trend Communications in Statistics - Theory and Methods. 42: 3949-3964. DOI: 10.1080/03610926.2011.642918  0.369
2013 Zhang X, Wong H, Li Y, Ip W. An Alternative GARCH-in-Mean Model: Structure and Estimation Communications in Statistics-Theory and Methods. 42: 1821-1838. DOI: 10.1080/03610926.2011.598999  0.557
2013 Wong H, Hu BQ. Application of interval clustering approach to water quality evaluation Journal of Hydrology. 491: 1-12. DOI: 10.1016/J.Jhydrol.2013.03.009  0.323
2013 Hui ECm, Wang Z, Yiu CKf, Wong H. Inside information of real estate developers Habitat International. 40: 244-257. DOI: 10.1016/J.Habitatint.2013.05.007  0.31
2013 Wong H, Zhang R, Leung B, Huang Z. Testing the significance of index parameters in varying-coefficient single-index models Computational Statistics & Data Analysis. 57: 297-308. DOI: 10.1016/J.Csda.2012.07.002  0.457
2012 Sun Z, Ip W, Wong H. Model Checking for a General Linear Model with Nonignorable Missing Covariates Acta Mathematicae Applicatae Sinica. 28: 99-110. DOI: 10.1007/S10255-012-0125-Y  0.445
2011 Ip W, Li Y, Wong H, Zhang X. A class of threshold autoregressive conditional heteroscedastic models Statistics and Its Interface. 4: 149-157. DOI: 10.4310/Sii.2011.V4.N2.A10  0.474
2010 Leung B, Wong H, Zhang R, Han S. Smoothing Spline Estimation for Partially Linear Single-index Models Communications in Statistics - Simulation and Computation. 39: 1953-1961. DOI: 10.1080/03610918.2010.526735  0.417
2009 Wong H, Ip WC, Zhang R. Finding environmental factors for respiratory diseases by nonparametric variable selection. The Science of the Total Environment. 407: 4303-11. PMID 19398122 DOI: 10.1016/J.Scitotenv.2009.03.027  0.424
2009 Wong H, Guo S, Chen M, Ip W. On locally weighted estimation and hypothesis testing of varying-coefficient models with missing covariates Journal of Statistical Planning and Inference. 139: 2933-2951. DOI: 10.1016/J.Jspi.2009.01.016  0.416
2009 Wong H, Liu F, Chen M, Ip WC. Empirical likelihood based diagnostics for heteroscedasticity in partially linear errors-in-variables models Journal of Statistical Planning and Inference. 139: 916-929. DOI: 10.1016/J.Jspi.2008.05.049  0.402
2009 Liu JS, Ip WC, Wong H. Predictive inference for singular multivariate elliptically contoured distributions Journal of Multivariate Analysis. 100: 1440-1446. DOI: 10.1016/J.Jmva.2008.12.013  0.301
2009 Ip WC, Hu BQ, Wong H, Xia J. Applications of grey relational method to river environment quality evaluation in China Journal of Hydrology. 379: 284-290. DOI: 10.1016/J.Jhydrol.2009.10.013  0.312
2009 Shao Q, Wong H, Li M, Ip W. Streamflow forecasting using functional-coefficient time series model with periodic variation. Journal of Hydrology. 368: 88-95. DOI: 10.1016/J.Jhydrol.2009.01.029  0.414
2009 Wong H, Liu F, Chen M, Ip WC. Empirical likelihood based diagnostics for heteroscedasticity in partial linear models Computational Statistics & Data Analysis. 53: 3466-3477. DOI: 10.1016/J.Csda.2009.02.029  0.404
2009 Shao Q, Wong H, Ip W, Li M. Effect of ambient air pollution on respiratory illness in Hong Kong: a regional study Environmetrics. 21: 173-188. DOI: 10.1002/Env.991  0.305
2008 Wong H, Zhang R, Ip W, Li G. Functional-coefficient partially linear regression model Journal of Multivariate Analysis. 99: 278-305. DOI: 10.1016/J.Jmva.2007.03.003  0.453
2008 Wong H, Ip W, Zhang R. Varying-coefficient single-index model Computational Statistics & Data Analysis. 52: 1458-1476. DOI: 10.1016/J.Csda.2007.04.008  0.465
2008 Ip W, Wong H, Li Y, Luo X. Testing coefficients of AR and bilinear time series models by a graphical approach Science China-Mathematics. 51: 2304-2314. DOI: 10.1007/S11425-008-0082-3  0.383
2007 Ip WC, Wong H, Liu JS. Inverse Wishart distributions based on singular elliptically contoured distribution Linear Algebra and Its Applications. 420: 424-432. DOI: 10.1016/J.Laa.2006.07.027  0.319
2007 Ip W, Wu M, Wang S, Wong H. Estimation for parameters of interest in random effects growth curve models Journal of Multivariate Analysis. 98: 317-327. DOI: 10.1016/J.Jmva.2006.04.001  0.398
2007 Wong H, Ip W, Zhang R, Xia J. Non-parametric time series models for hydrological forecasting Journal of Hydrology. 332: 337-347. DOI: 10.1016/J.Jhydrol.2006.07.013  0.433
2007 Ip W, Wong H, Zhang R. Generalized likelihood ratio test for varying-coefficient models with different smoothing variables Computational Statistics & Data Analysis. 51: 4543-4561. DOI: 10.1016/J.Csda.2006.07.027  0.423
2006 Wong H, Hu BQ, Ip WC, Xia J. Change-point analysis of hydrological time series using grey relational method Journal of Hydrology. 324: 323-338. DOI: 10.1016/J.Jhydrol.2005.10.007  0.314
2006 Ip WC, Wong H, Pan JZ, Li DF. The asymptotic convexity of the negative likelihood function of GARCH models Computational Statistics & Data Analysis. 50: 311-331. DOI: 10.1016/J.Csda.2004.08.012  0.386
2006 Li Y, Wong H, Ip W. Testing heteroscedasticity by wavelets in a nonparametric regression model Science China-Mathematics. 49: 1211-1222. DOI: 10.1007/S11425-006-2016-2  0.393
2005 Wong H, Ling S. Mixed portmanteau tests for time-series models Journal of Time Series Analysis. 26: 569-579. DOI: 10.1111/J.1467-9892.2005.00420.X  0.409
2005 Ip W, Wong H, Liu J. Sufficient and admissible estimators in general multivariate linear model Journal of Statistical Planning and Inference. 135: 371-383. DOI: 10.1016/J.Jspi.2004.05.005  0.417
2005 Wong H, Li WK, Ling S. Joint modeling of cointegration and conditional heteroscedasticity with applications Annals of the Institute of Statistical Mathematics. 57: 83-103. DOI: 10.1007/Bf02506881  0.458
2004 Shao Q, Wong H, Xia J, Ip W. Models for extremes using the extended three-parameter Burr XII system with application to flood frequency analysis Hydrological Sciences Journal-Journal Des Sciences Hydrologiques. 49: 702. DOI: 10.1623/Hysj.49.4.685.54425  0.352
2004 Shao Q, Ip W, Wong H. Determination of embedded distributions Computational Statistics & Data Analysis. 46: 317-334. DOI: 10.1016/S0167-9473(03)00171-3  0.352
2004 Ip WC, Wong H, Wang S, Jia Z-Z. A GIC rule for assessing data transformation in regression Statistics & Probability Letters. 68: 105-110. DOI: 10.1016/J.Spl.2004.01.019  0.346
2003 Ip W, Wong H, Li Y, An H. Testing and estimation of thresholds based on wavelets in heteroscedastic threshold autoregressive models Biometrika. 90: 703-716. DOI: 10.1093/Biomet/90.3.703  0.422
2003 Wong H, Ip W, Xie Z, Lui X. Modelling and forecasting by wavelets, and the application to exchange rates Journal of Applied Statistics. 30: 537-553. DOI: 10.1080/0266476032000053664  0.42
2001 Li K, Wong H, Troutt MD. An Approximate Bayesian Algorithm for Combining Forecasts Decision Sciences. 32: 453-472. DOI: 10.1111/J.1540-5915.2001.Tb00967.X  0.341
2001 Li WK, Ling S, Wong H. Estimation for partially nonstationary multivariate autoregressive models with conditional heteroscedasticity Biometrika. 88: 1135-1152. DOI: 10.1093/Biomet/88.4.1135  0.41
2001 Wong H, Ip W, Li Y. Detection of jumps by wavelets in a heteroscedastic autoregressive model Statistics and Probability Letters. 52: 365-372. DOI: 10.1016/S0167-7152(00)00218-2  0.408
1999 Chan CK, Kingsman BG, Wong H. A comparison of unconstrained and constrained OLS for the combination ofdemand forecasts: A case study of the ordering and stocking of bank printed forms Annals of Operations Research. 87: 129-140. DOI: 10.1023/A:1018964415341  0.346
1999 Chan CK, Kingsman BG, Wong H. The value of combining forecasts in inventory management – a case study in banking European Journal of Operational Research. 117: 199-210. DOI: 10.1016/S0377-2217(98)00277-X  0.321
1999 Ip W, Wong H, Li Y, Xie Z. Threshold variable selection by wavelets in open-loop threshold autoregressive models Statistics & Probability Letters. 42: 375-392. DOI: 10.1016/S0167-7152(98)00232-6  0.409
1997 Wong H, Li WK. On a multivariate conditional heteroscedastic model Biometrika. 84: 111-123. DOI: 10.1093/Biomet/84.1.111  0.456
1997 Mak TK, Wong H, Li WK. Estimation of nonlinear time series with conditional heteroscedastic variances by iteratively weighted least squares Computational Statistics & Data Analysis. 24: 169-178. DOI: 10.1016/S0167-9473(96)00060-6  0.43
1996 Wong H, Li WK. Distribution of the cross-correlations of squared residuals in ARIMA models Canadian Journal of Statistics-Revue Canadienne De Statistique. 32: 470-470. DOI: 10.2307/3315329  0.305
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