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Ling, Shiqing
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ECONIS (ZBW)
RePEc
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Adaptive estimators and tests of stationary and nonstationary short- and long-memory ARFIMA-GARCH models
Ling, Shiqing
- In:
Journal of the American Statistical Association : JASA
98
(
2003
)
464
,
pp. 955-967
Persistent link: https://www.econbiz.de/10001975424
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2
Estimation of change-points in linear and nonlinear time series models
Ling, Shiqing
- In:
Econometric theory
32
(
2016
)
2
,
pp. 402-430
Persistent link: https://www.econbiz.de/10011578492
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3
Empirical likelihood for GARCH models
Chan, Ngai Hang
;
Ling, Shiqing
- In:
Econometric theory
22
(
2006
)
3
,
pp. 403-428
Persistent link: https://www.econbiz.de/10003307474
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4
On distinguishing betweeen random walk and change in the mean alternatives
Aue, Alexander
;
Horváth, Lajos
;
Hušková, Marie
; …
- In:
Econometric theory
25
(
2009
)
2
,
pp. 411-441
Persistent link: https://www.econbiz.de/10003818307
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5
Asymptotic inference for ar models with heavy-tailed g-Garch noises
Zhang, Rongmao
;
Ling, Shiqing
- In:
Econometric theory
31
(
2015
)
4
,
pp. 880-890
Persistent link: https://www.econbiz.de/10011341924
Saved in:
6
Frontiers in time series and financial econometrics : an overview
Ling, Shiqing
;
McAleer, Michael
;
Tong, Howell
-
2015
Persistent link: https://www.econbiz.de/10011346240
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7
The global weighted LAD estimators for finite/infinite variance ARMA (p,q) models
Zhu, Ke
;
Ling, Shiqing
- In:
Econometric theory
28
(
2012
)
5
,
pp. 1065-1086
Persistent link: https://www.econbiz.de/10009714722
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8
Diagnostic checking for non-stationary ARMA models with an application to financial data
Ling, Shiqing
;
Zhu, Ke
;
Yee, Chong Ching
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 624-639
Persistent link: https://www.econbiz.de/10010370490
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9
Asymptotic inference in multiple-threshold nonlinear time series models
Li, Dong
;
Ling, Shiqing
;
Zakoïan, Jean-Michel
-
2013
Persistent link: https://www.econbiz.de/10010348527
Saved in:
10
Frontiers in time series and financial econometrics: An overview
Ling, Shiqing
;
McAleer, Michael
;
Tong, Howell
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 245-250
Persistent link: https://www.econbiz.de/10011503737
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