| Title | Author(s) | Year | View Count |  | On the least squares estimation of threshold autoregressive moving-average models | Li, D; Li, WK; Ling, S | 2011 | 938 |
 | Joint modeling of cointegration and conditional heteroscedasticity with applications | Wong, H; Li, WK; Ling, S | 2005 | 161 |
| Asymptotic inference for unit root processes with GARCH(1,1) errors | Ling, S; Li, WK | 2003 | 502 |
| Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence | Ling, S; Li, WK; McAleer, M | 2003 | 134 |
| Recent theoretical results for time series models with GARCH errors | Li, WK; Ling, S; McAleer, M | 2002 | 157 |
 | Low frequency of TAU mutations and further genetic heterogeneity in FTD | Kawarai, T; Rogaeva, E; Song, Y; 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 | 99 |
| Estimation for partially nonstationary multivariate autoregressive models with conditional heteroscedasticity | Li, WK; Ling, S; Wong, H | 2001 | 150 |
| Asymptotic inference for nonstationary fractionally integrated autoregressive moving-average models | Ling, S; Li, WK | 2001 | 354 |
| Limiting distributions of maximum likelihood estimators for unstable autoregressive moving-average time series with general autoregressive heteroscedastic errors | Ling, S; Li, WK | 1998 | 63 |
| Diagnostic checking of nonlinear multivariate time series with multivariate ARCH errors | Ling, S; Li, WK | 1997 | 143 |
| On fractionally integrated autoregressive moving-average time series models with conditional heteroscedasticity | Ling, S; Li, WK | 1997 | 217 |
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