The following pages link to Shiqing Ling (Q418250):
Displaying 50 items.
- On moving-average models with feedback (Q418252) (← links)
- Self-weighted and local quasi-maximum likelihood estimators for ARMA-GARCH/IGARCH models (Q451281) (← links)
- Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models (Q515145) (← links)
- Correction to: Residual empirical processes for long and short memory time series (Q620570) (← links)
- On non-stationary threshold autoregressive models (Q638764) (← links)
- On the least squares estimation of threshold autoregressive and moving-average models (Q647178) (← links)
- Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA-GARCH/IGARCH models (Q651027) (← links)
- On the least squares estimation of multiple-regime threshold autoregressive models (Q738149) (← links)
- Testing for a linear MA model against threshold MA models (Q817980) (← links)
- Ergodicity and invertibility of threshold moving-average models (Q880479) (← links)
- Asymptotic inference in multiple-threshold double autoregressive models (Q888334) (← links)
- Canonical correlation analysis for the vector AR(1) model with ARCH innovations (Q928916) (← links)
- Residual empirical processes for long and short memory time series (Q955149) (← links)
- On adaptive estimation in nonstationary ARMA models with GARCH errors (Q1429320) (← links)
- The ZD-GARCH model: a new way to study heteroscedasticity (Q1680184) (← links)
- Limiting distributions of maximum likelihood estimators for unstable autoregressive moving-average time series with general autoregressive heteroscedastic errors (Q1807062) (← links)
- Weak convergence of the sequential empirical processes of residuals in nonstationary autoregressive models (Q1807086) (← links)
- Stationarity and the existence of moments of a family of GARCH processes. (Q1858910) (← links)
- Regression quantiles for unstable autoregressive models (Q1877008) (← links)
- Hill's estimator for the tail index of an ARMA model (Q1877836) (← links)
- Consistency of global LSE for MA(1) models (Q2070587) (← links)
- LADE-based inferences for autoregressive models with heavy-tailed G-GARCH(1, 1) noise (Q2116336) (← links)
- Whittle parameter estimation for vector ARMA models with heavy-tailed noises (Q2123267) (← links)
- Testing threshold effect in single-index models (Q2172369) (← links)
- Inference in heavy-tailed vector error correction models (Q2294452) (← links)
- Quasi-likelihood estimation of structure-changed threshold double autoregressive models (Q2301052) (← links)
- Model-based pricing for financial derivatives (Q2347719) (← links)
- Factor double autoregressive models with application to simultaneous causality testing (Q2437865) (← links)
- Fitting an error distribution in some heteroscedastic time series models (Q2497190) (← links)
- On functional limits of short- and long-memory linear processes with GARCH(1,1) noises (Q2512843) (← links)
- Testing for change points in time series models and limiting theorems for NED sequences (Q2642747) (← links)
- Estimation for partially nonstationary multivariate autoregressive models with conditional heteroscedasticity (Q2773191) (← links)
- ESTIMATION OF CHANGE-POINTS IN LINEAR AND NONLINEAR TIME SERIES MODELS (Q2801992) (← links)
- ASYMPTOTIC THEORY ON THE LEAST SQUARES ESTIMATION OF THRESHOLD MOVING-AVERAGE MODELS (Q2845020) (← links)
- Likelihood ratio tests for the structural change of an AR(p) model to a Threshold AR(p) model (Q2930881) (← links)
- NON-STATIONARITY AND QUASI-MAXIMUM LIKELIHOOD ESTIMATION ON A DOUBLE AUTOREGRESSIVE MODEL (Q2936569) (← links)
- INFERENCE FOR A SPECIAL BILINEAR TIME-SERIES MODEL (Q2937713) (← links)
- Estimation in nonstationary random coefficient autoregressive models (Q3077655) (← links)
- Score based goodness-of-fit tests for time series (Q3097911) (← links)
- THE GLOBAL WEIGHTED LAD ESTIMATORS FOR FINITE/INFINITE VARIANCE ARMA(<i>p</i>,<i>q</i>) MODELS (Q3168423) (← links)
- EMPIRICAL LIKELIHOOD FOR GARCH MODELS (Q3409060) (← links)
- Estimation and Testing Stationarity for Double-Autoregressive Models (Q4665831) (← links)
- Quasi-maximum exponential likelihood estimators for a double AR(p) model (Q4908791) (← links)
- On the probabilistic properties of a double threshold ARMA conditional heteroskedastic model (Q4944541) (← links)
- Lasso-based Variable Selection of ARMA Models (Q4986337) (← links)
- Automated Estimation of Heavy-Tailed Vector Error Correction Models (Q5041351) (← links)
- Statistical Inference for Structurally Changed Threshold Autoregressive Models (Q5243737) (← links)
- Self-Weighted Least Absolute Deviation Estimation for Infinite Variance Autoregressive Models (Q5313457) (← links)
- On conditionally heteroscedastic AR models with thresholds (Q5413275) (← links)
- Mixed Portmanteau Tests for Time‐Series Models (Q5467618) (← links)
