papers
Publications (9)
math.ST2012
Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA--GARCH/IGARCH models
Ke Zhu, Shiqing Ling
math.ST2006
Testing for a linear MA model against threshold MA models
Shiqing Ling, Howell Tong
stat.ME2009
Estimation in nonstationary random coefficient autoregressive models
Istvan Berkes, Lajos Horvath, Shiqing Ling
math.ST2012
On moving-average models with feedback
Dong Li, Shiqing Ling, Howell Tong
math.ST2012
Residual empirical processes for long and short memory time series
Ngai Hang Chan, Shiqing Ling
math.ST2011
On non-stationary threshold autoregressive models
Weidong Liu, Shiqing Ling, Qi-Man Shao
math.ST2014
Inference for a Special Bilinear Time Series Model
Shiqing Ling, Liang Peng, Fukang Zhu
math.ST2007
Testing for change points in time series models and limiting theorems for NED sequences
Shiqing Ling
math.ST2006
Fitting an error distribution in some heteroscedastic time series models
Hira L. Koul, Shiqing Ling