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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/10001743407
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Necessary and sufficient moment conditions for rhe 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/10001673454
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Asymptotic inference for nonstationary fractionally integrated autoregressive moving-average models
Ling, Shiqing; Li, Wai Keung - In: Econometric theory 17 (2001) 4, pp. 738-764
Persistent link: https://www.econbiz.de/10001606782
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Asymptotic inference for unit root processes with GARCH (1,1) errors
Ling, Shiqing; Li, Wai Keung - In: Econometric theory 19 (2003) 4, pp. 541-564
Persistent link: https://www.econbiz.de/10001777180
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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 (2013) 3, pp. 482-516
Persistent link: https://www.econbiz.de/10009778522
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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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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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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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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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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