• Chair Professor, Department of Statistics & Actuarial Science, University of Hong Kong, Hong Kong, July 2000 - present.
• Associate Dean Faculty of Social Science, 10 January 2002 – March 16, 2003.
• Head, Department of Statistics, University of Hong Kong, Hong Kong, 1st January 1997 - 31st December, 1999.
• Acting Head, Department of Statistics, University of Hong Kong, Hong Kong, 1st September 1996 - 31st December, 1996.
• Professor (Reader), Department of Statistics & Actuarial Science, University of Hong Kong, Hong Kong, July 1995 - June 2000.
• Senior Lecturer, Department of Statistics, University of Hong Kong, Hong Kong, 1st January, 1991 - June, 1995.
• Lecturer, Department of Statistics, University of Hong Kong, Hong Kong, September 1983 - December 1990, (tenured since 1985).
• Lecturer, Department of Economics and Statistics, National University of Singapore, Republic of Singapore, September 1981 - August 1983.

Honour:

• Elected Member, International Statistical Institute (since 1991)
• Outstanding Research Supervisor Award, University of Hong Kong (1999-2000)
• Outstanding Researcher Award, University of Hong Kong (2001-02)
• Croucher Foundation Senior Research Fellow (2003-04)
• Elected Fellow, American Statistical Association (2003)

Professional Affiliations:

• Member, American Statistical Association.
• Life Member, International Chinese Statistical Association
• Life Member, Hong Kong Statistical Society.
• Fellow, Hong Kong Meteorological Society.
• Fellow, Royal Statistical Society (by election).
• Member, Bernoulli Society for Mathematical Statistics and Probability.

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Research Interests: Time Series Analysis, Econometrics, Financial Applications, Sampling Theory, Stochastic Processes, Stochastic Climatology.

Professor Li’s major research area is time series analysis. He has made contributions to almost every area in time-domain time series analysis over the years. His works have been cited by over 18 undergraduate and graduate textbooks, 26 monographs, 6 articles in handbooks or encyclopedia, and at least 5 statistical softwares.

Community Services: Member of the Statistics Advisory Board, HKSAR Government from 1 June 2002. President of the Hong Kong Statistical Society since 2000-01 for 3 consecutive terms.

Editorship:

1. Associate Editor, Communications in Statistics: Theory and Methods. (Headquarters: Texas A & M)
2. Associate Editor, Communications in Statistics: Simulation and Computation. (Headquarters: Texas A & M)
3. Associate Editor, Statistica Sinica. (Headquarters: UCLA)
4. Associate Editor, Applied Stochastic Models in Business and Industry. (Belgium)
5. Co-editor, Monograph: Statistics and Finance: An Interface (2000) published by the Imperial College Press.

Ten Relevant Publications:

(1) B. FU, W.K. LI, T.W.K. FUNG (2002) Testing Model Adequacy for Dynamic Panel Data with Inter-correlation. Biometrika, 89, 591-601.

(2) M.K.P. SO, W.K. LI and K. LAM (2002) Modelling Asymmetry in Returns and Volatility by the Threshold Autoregressive Random Variance Model. Journal of Forecasting, 24, 473-500.

(3) Y. XIA, H. TONG, W.K. LI and L. ZHU (2002) An Adaptive Estimation of Optimal Regressor Subspace. Journal of the Royal Statistical Society, B, 64, 363-410, as a discussion paper. (Read on 13/2/2002 for the Royal Statistical Society.)

(4) A.W. JAYAWARDENA, W.K. LI and P. XU (2002) Model Selection for Prediction of Hydrological Time Series. Journal of Hydrology, 258, 40-57.

(5) W.K. LI, S. LING and H. WONG (2001) Estimation for Partially Nonstationary Multivariate Autoregressive Models with Conditional Heteroscedasticity. Biometrika, 88, 1135-1152.

(6) A.C.S. WONG and W.K. LI (2001) On a Logistic Mixture Autoregressive Model. Biometrika, 88, 833-846.

(7) A.C.S. WONG and W.K. LI (2001) On a Mixture of Autoregressive Conditional Heteroscedastic Model. Journal of the American Statistical Association, 96, 982-995.

(8) C.S. WONG and W.K. LI (2000) On a Mixture Autoregressive Model. Journal of Royal Statistical Society B, 62, 95-115.

(9) Y. XIA, H. TONG and W.K. LI (1999) On Extended Partially Linear Single-Index Models. Biometrika, 86, 831-842.

(10) Y. XIA and W.K. LI (1999) On Single-Index Coefficient Regression Models. Journal of the American Statistical Association, 94, 1275-1285.