Results 1 to 12 of 12
Page 1 of 1
TypeTitleAuthor(s)YearViews
Asymptotic Theory on the Least Squares Estimation of Threshold Moving-Average Models
Journal:
Econometric Theory
Publisher:
Cambridge University Press. The Journal's web site is located at http://journals.cambridge.org/action/displayJournal?jid=ECT
Li, D; Ling, S; Li, WK201359
 
On the least squares estimation of threshold autoregressive moving-average models
Journal:
Statistics and Its Interface
Publisher:
International Press. The Journal's web site is located at http://www.intlpress.com/SII
Li, D; Li, WK; Ling, S20111,016
 
Joint modeling of cointegration and conditional heteroscedasticity with applications
Journal:
Annals of the Institute of Statistical Mathematics
Publisher:
Springer Verlag.
Wong, H; Li, WK; Ling, S2005189
 
Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence
Journal:
Econometric Reviews
Publisher:
Taylor & Francis Inc. The Journal's web site is located at http://www.tandf.co.uk/journals/titles/07474938.asp
Ling, S; Li, WK; McAleer, M2003156
 
Asymptotic inference for unit root processes with GARCH(1,1) errors
Journal:
Econometric Theory
Publisher:
Cambridge University Press. The Journal's web site is located at http://journals.cambridge.org/action/displayJournal?jid=ECT
Ling, S; Li, WK2003528
 
Recent theoretical results for time series models with GARCH errors
Journal:
Journal of Economic Surveys
Publisher:
Blackwell Publishing Ltd.
Li, WK; Ling, S; McAleer, M2002181
 
Low frequency of TAU mutations and further genetic heterogeneity in FTD
Proceedings/Conference:
8th International Conference on Alzheimer's Disease and Related Disorders. 20-25 July 2002 Stockholm, Sweden
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, P2002128
 
Estimation for partially nonstationary multivariate autoregressive models with conditional heteroscedasticity
Journal:
Biometrika
Publisher:
Oxford University Press. The Journal's web site is located at http://biomet.oxfordjournals.org/
Li, WK; Ling, S; Wong, H2001156
 
Asymptotic inference for nonstationary fractionally integrated autoregressive moving-average models
Journal:
Econometric Theory
Publisher:
Cambridge University Press. The Journal's web site is located at http://journals.cambridge.org/action/displayJournal?jid=ECT
Ling, S; Li, WK2001377
 
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, WK199897
 
On fractionally integrated autoregressive moving-average time series models with conditional heteroscedasticity
Journal:
Journal of the American Statistical Association
Publisher:
American Statistical Association. The Journal's web site is located at http://www.amstat.org/publications/jasa/index.cfm?fuseaction=main
Ling, S; Li, WK1997225
 
Diagnostic checking of nonlinear multivariate time series with multivariate ARCH errors
Journal:
Journal of Time Series Analysis
Publisher:
Blackwell Publishing Ltd.
Ling, S; Li, WK1997164
 
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