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Browsing "Department of Statistics & Actuarial Science" by Author ling, s
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Showing results 1 to 14 of 14
Title
Author(s)
Issue Date
Asymptotic inference for nonstationary fractionally integrated autoregressive moving-average models
Journal:
Econometric Theory
Ling, S
Li, WK
2001
Asymptotic inference for unit root processes with GARCH(1,1) errors
Journal:
Econometric Theory
Ling, S
Li, WK
2003
Asymptotic Theory on the Least Squares Estimation of Threshold Moving-Average Models
Journal:
Econometric Theory
Li, D
Ling, S
Li, WK
2013
Diagnostic checking of nonlinear multivariate time series with multivariate ARCH errors
Journal:
Journal of Time Series Analysis
Ling, S
Li, WK
1997
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
Estimation for partially nonstationary multivariate autoregressive models with conditional heteroscedasticity
Journal:
Biometrika
Li, WK
Ling, S
Wong, H
2001
Joint modeling of cointegration and conditional heteroscedasticity with applications
Journal:
Annals of the Institute of Statistical Mathematics
Wong, H
Li, WK
Ling, S
2005
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
On fractionally integrated autoregressive moving-average time series models with conditional heteroscedasticity
Journal:
Journal of the American Statistical Association
Ling, S
Li, WK
1997
On the least squares estimation of threshold autoregressive moving-average models
Journal:
Statistics and Its Interface
Li, D
Li, WK
Ling, S
2011
Recent theoretical results for time series models with GARCH errors
Journal:
Journal of Economic Surveys
Li, WK
Ling, S
McAleer, M
2002
Self-Weighted LSE and Residual-Based QMLE of ARMA-GARCH Models
Journal:
Journal of Risk and Financial Management
Ling, S
Zhu, K
2022
Tests for TAR models vs. STAR models - a separate family of hypotheses approach
Gao, Z
Ling, S
Tong, H
2015
The ZD-GARCH model: A new way to study heteroscedasticity
Journal:
Journal of Econometrics
Li, D
Zhang, X
Zhu, K
Ling, S
2018
