Academic

Dr. Wong Heung
BSc, MSc, PhD Fellow of Royal Statistical Society, Member of Hong Kong Mathematical Society

Position Associate Professor, Department of Applied Mathematics,The Hong Kong Polytechnic University
Room HJ645, Stanley Ho Building
Email mathwong@polyu.edu.hk
Telephone 2766 6942
Fax 2362 9045  

Qualification / Professional Membership:

  • BSc (CUHK)
  • MSc (Newcastle upon Tyne)
  • PhD (HKU)
  • Fellow of Royal Statistical Society
  • Member of Hong Kong Mathematical Society

Courses taught in 2007/08

  • Forecasting and Applied Time Series Analysis
  • Statistical Inference

Research Interest:

  • Conditional heteroscedastic time series modeling
  • Diagnostic checking of time series models
  • Forecasting
  • Stochastic hydrology
  • Economic statistics
  • Financial statistics
Selected Publications:

  1. Li W.K., Ling S. and Wong H. (2001) 'Estimation for Partially Nonstationary Multivariate Autoregressive Models with Conditional Heteroscedasticity', Biometrika , Vol. 88, 4, 1135-1152.

  2. Wong H. and Li W.K. (2001) 'Detecting and Diagnostic Checking Multivariate Heteroscedastic Models, Annals of the Institute of Statistical Mathematics , Vol. 54, 1, 45-59.

  3. Ip WC, Wong H, Li Y and  An HZ (2003), ‘ Testing and estimation of thresholds based on wavelets in heteroscedastic threshold autoregressive models' Biometrika , 90, 3, 703-716.

  4. Chan, CK, Kingsman, BG, and Wong H (2004), ‘Determining when to update the weights in combined forecasts for product demand—an application of the CUSUM technique', European Journal of Operational Research , 153, 757-768.

  5. Shao, Q, Ip, WC and Wong, H (2004), ‘Determination of embedded distributions', Computational Statistics and Data Analysis , 46, 317-334.

  6. Wong H and Ling S (2005),'Mixed portmanteau tests for time-series models', Journal of Time Series Analysis , 26, 569-579.

  7. Ip WC, Wong H, Pan JZ and Li DF (2006), ‘The asymptotic convexity of the negative likelihood function of GARCH models'', Computational Statistics and Data Analysis , 50, 311-331.

  8. Wong H, Ip WC, Zhang RQ, and Xia J (2007),’Non-parametric time series models for hydrological forecasting’, Journal of Hydrology, 332, 337-347.