Asymptotic theory for a vector ARMA-GARCH model S Ling, M McAleer Econometric theory 19 (2), 280-310, 2003 | 877 | 2003 |

Stationarity and the existence of moments of a family of GARCH processes S Ling, M McAleer Journal of Econometrics 106 (1), 109-117, 2002 | 377 | 2002 |

Recent theoretical results for time series models with GARCH errors WK Li, S Ling, M McAleer Journal of Economic Surveys 16 (3), 245-269, 2002 | 343 | 2002 |

NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE GARCH(*r*,*s*) AND ASYMMETRIC POWER GARCH(*r*,*s*) MODELSS Ling, M McAleer Econometric theory 18 (3), 722-729, 2002 | 329 | 2002 |

On fractionally integrated autoregressive moving-average time series models with conditional heteroscedasticity S Ling, WK Li Journal of the American Statistical Association 92 (439), 1184-1194, 1997 | 302 | 1997 |

On adaptive estimation in nonstationary ARMA models with GARCH errors S Ling, M McAleer The Annals of Statistics 31 (2), 642-674, 2003 | 151 | 2003 |

Limiting distributions of maximum likelihood estimators for unstable autoregressive moving-average time series with general autoregressive heteroscedastic errors S Ling, WK Li The Annals of Statistics 26 (1), 84-125, 1998 | 134 | 1998 |

On the probabilistic properties of a double threshold ARMA conditional heteroskedastic model S Ling Journal of Applied probability 36 (3), 688-705, 1999 | 126 | 1999 |

Self-weighted and local quasi-maximum likelihood estimators for ARMA-GARCH/IGARCH models S Ling Journal of Econometrics 140 (2), 849-873, 2007 | 122 | 2007 |

Diagnostic checking of nonlinear multivariate time series with multivariate ARCH errors S Ling, WK Li Journal of Time Series Analysis 18 (5), 447-464, 1997 | 113 | 1997 |

Estimation and testing stationarity for double‐autoregressive models S Ling Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 2004 | 110 | 2004 |

Self‐weighted least absolute deviation estimation for infinite variance autoregressive models S Ling Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 2005 | 101 | 2005 |

Estimation and testing for unit root processes with GARCH (1, 1) errors: theory and Monte Carlo evidence S Ling, WK Li, M McAleer Econometric Reviews 22 (2), 179-202, 2003 | 90 | 2003 |

A DOUBLE AR(*p*) MODEL: STRUCTURE AND ESTIMATIONS Ling Statistica Sinica 17 (1), 161-175, 2007 | 81 | 2007 |

On the least squares estimation of multiple-regime threshold autoregressive models D Li, S Ling Journal of Econometrics 167 (1), 240-253, 2012 | 66 | 2012 |

Asymptotic inference for unit root processes with GARCH (1, 1) errors S Ling, WK Li Econometric Theory 19 (4), 541-564, 2003 | 64 | 2003 |

Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA–GARCH/IGARCH models K Zhu, S Ling The Annals of Statistics 39 (4), 2131-2163, 2011 | 61 | 2011 |

Testing for a linear MA model against threshold MA models S Ling, H Tong The Annals of Statistics 33 (6), 2529-2552, 2005 | 59 | 2005 |

Testing for change points in time series models and limiting theorems for NED sequences S Ling The Annals of Statistics 35 (3), 1213-1237, 2007 | 58 | 2007 |

Fitting an error distribution in some heteroscedastic time series models HL Koul, S Ling The Annals of Statistics 34 (2), 994-1012, 2006 | 58 | 2006 |