HKU Scholars Hub: Browsing DSpace

Browsing by Author Ling, S

Jump to: 0-9 A B C D E F G H I J K L M N O P Q R S T U V W X Y Z 中

or enter first few letters:

Showing results 1 to 14 of 14

	Title	Author(s)	Issue Date	Views
	Asymptotic inference for nonstationary fractionally integrated autoregressive moving-average models Journal:Econometric Theory	Ling, S Li, WK	2001	89
	Asymptotic inference for unit root processes with GARCH(1,1) errors Journal:Econometric Theory	Ling, S Li, WK	2003	82
	Asymptotic Theory on the Least Squares Estimation of Threshold Moving-Average Models Journal:Econometric Theory	Li, D Ling, S Li, WK	2013	67
	Diagnostic checking of nonlinear multivariate time series with multivariate ARCH errors Journal:Journal of Time Series Analysis	Ling, S Li, WK	1997	84
	Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence Journal:Econometric Reviews	Ling, S Li, WK McAleer, M	2003	97
	Estimation for partially nonstationary multivariate autoregressive models with conditional heteroscedasticity Journal:Biometrika	Li, WK Ling, S Wong, H	2001	76
	Joint modeling of cointegration and conditional heteroscedasticity with applications Journal:Annals of the Institute of Statistical Mathematics	Wong, H Li, WK Ling, S	2005	76
	Limiting distributions of maximum likelihood estimators for unstable autoregressive moving-average time series with general autoregressive heteroscedastic errors Journal:Annals of Statistics	Ling, S Li, WK	1998	60
	Low frequency of TAU mutations and further genetic heterogeneity in FTD Proceeding/Conference:International Conference on Alzheimer's Disease & Related Disorders	Kawarai, T Rogaeva, E Song, YQ Moliaka, Y Medeiros, H Liang, Y Sato, C Ling, S Fong, M Kolesnikova, T Bergeron, C Lang, AE Paterson, AD Orlacchio, A Bernardi, G Rockwood, K Allegri, R Rainero, I Pinessi, L Cappa, G Kertesz, A Bruni, AC Freedman, M Ahern, GL Tuite, P Fornazzari, L St George-Hyslop, P	2002	58
	On fractionally integrated autoregressive moving-average time series models with conditional heteroscedasticity Journal:Journal of the American Statistical Association	Ling, S Li, WK	1997	97
	On the least squares estimation of threshold autoregressive moving-average models Journal:Statistics and Its Interface	Li, D Li, WK Ling, S	2011	100
	Recent theoretical results for time series models with GARCH errors Journal:Journal of Economic Surveys	Li, WK Ling, S McAleer, M	2002	93
	Tests for TAR models vs. STAR models - a separate family of hypotheses approach	Gao, Z Ling, S Tong, H	2015	17
	The ZD-GARCH model: A new way to study heteroscedasticity Journal:Journal of Econometrics	Li, D Zhang, X Zhu, K Ling, S	2018	42

Showing results 1 to 14 of 14