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ASYMPTOTIC THEORY ON THE LEAST SQUARES ESTIMATION OF THRESHOLD MOVING-AVERAGE MODELS
Li, Dong; Ling, Shiqing; Li, Wai Keung - In: Econometric theory 29 (2012) 3, pp. 482-516
Persistent link: https://www.econbiz.de/10010120919
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THE GLOBAL WEIGHTED LAD ESTIMATORS FOR FINITE/INFINITE VARIANCE ARMA(p,q) MODELS
Zhu, Ke; Ling, Shiqing - In: Econometric theory 28 (2012) 5, pp. 1065-1087
Persistent link: https://www.econbiz.de/10010028018
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Theory and Methods - 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/10006611364
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ASYMPTOTIC INFERENCE FOR UNIT ROOT PROCESSES WITH GARCH(1,1) ERRORS
Ling, Shiqing; Li, W.K. - In: Econometric theory 19 (2003) 4, pp. 541-564
Persistent link: https://www.econbiz.de/10006968113
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ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL
Ling, Shiqing; Mcaleer, Michael - In: Econometric theory 19 (2003) 2, pp. 280-310
Persistent link: https://www.econbiz.de/10006969747
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Necessary and Sufficient Moment Conditions for the GARCH(r,s) and Asymmetric Power GARCH(r,s) Models
Ling, Shiqing; McAleer, Michael - In: Econometric theory 18 (2002) 3, pp. 722-729
Persistent link: https://www.econbiz.de/10006973968
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ARTICLES - Asymptotic Inference for Nonstationary Fractionally Integrated Autoregressive Moving-Average Models
Ling, Shiqing; Li, W.K. - In: Econometric theory 17 (2001) 4, pp. 738-764
Persistent link: https://www.econbiz.de/10006978088
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On Fractionally Integrated Autoregressive Moving-Average Time Series Models With Conditional Heteroscedasticity
Ling, Shiqing; Li, W.K. - In: Journal of the American Statistical Association : JASA 92 (1997) 439, pp. 1184-1194
Persistent link: https://www.econbiz.de/10006630183
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ON DISTINGUISHING BETWEEN 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/10008211992
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A general asymptotic theory for time-series models
Ling, Shiqing; McAleer, Michael - In: Statistica Neerlandica : journal of the Netherlands … 64 (2010) 1, pp. 97-112
Persistent link: https://www.econbiz.de/10008370581