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Self-weighted and local quasi-maximum likelihood estimators for ARMA-GARCH/IGARCH models
Ling, Shiqing - In: Journal of econometrics 140 (2007) 2, pp. 849-873
Persistent link: https://www.econbiz.de/10003569985
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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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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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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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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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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
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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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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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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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Asymptotic inference in multiple-threshold nonlinear time series models
Li, Dong; Ling, Shiqing; Zakoïan, Jean-Michel - 2013
Persistent link: https://www.econbiz.de/10010348527