Ling Shiqing
TitleCited byYear
Asymptotic theory for a vector ARMA-GARCH model
S Ling, M McAleer
Econometric theory 19 (2), 280-310, 2003
8772003
Stationarity and the existence of moments of a family of GARCH processes
S Ling, M McAleer
Journal of Econometrics 106 (1), 109-117, 2002
3772002
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
3432002
NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS
S Ling, M McAleer
Econometric theory 18 (3), 722-729, 2002
3292002
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
3021997
On adaptive estimation in nonstationary ARMA models with GARCH errors
S Ling, M McAleer
The Annals of Statistics 31 (2), 642-674, 2003
1512003
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
1341998
On the probabilistic properties of a double threshold ARMA conditional heteroskedastic model
S Ling
Journal of Applied probability 36 (3), 688-705, 1999
1261999
Self-weighted and local quasi-maximum likelihood estimators for ARMA-GARCH/IGARCH models
S Ling
Journal of Econometrics 140 (2), 849-873, 2007
1222007
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
1131997
Estimation and testing stationarity for double‐autoregressive models
S Ling
Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 2004
1102004
Self‐weighted least absolute deviation estimation for infinite variance autoregressive models
S Ling
Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 2005
1012005
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
902003
A DOUBLE AR(p) MODEL: STRUCTURE AND ESTIMATION
S Ling
Statistica Sinica 17 (1), 161-175, 2007
812007
On the least squares estimation of multiple-regime threshold autoregressive models
D Li, S Ling
Journal of Econometrics 167 (1), 240-253, 2012
662012
Asymptotic inference for unit root processes with GARCH (1, 1) errors
S Ling, WK Li
Econometric Theory 19 (4), 541-564, 2003
642003
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
612011
Testing for a linear MA model against threshold MA models
S Ling, H Tong
The Annals of Statistics 33 (6), 2529-2552, 2005
592005
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
582007
Fitting an error distribution in some heteroscedastic time series models
HL Koul, S Ling
The Annals of Statistics 34 (2), 994-1012, 2006
582006
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Articles 1–20