- SCORE BASED GOODNESS-OF-FIT TESTS FOR TIME SERIES
- The Annals of Statistics 1998, Vol. 26, No. 1, 84 125
- The Annals of Statistics 2006, Vol. 34, No. 2, 9941012
- Curriculum Vitae Of Ling Shiqing Department of Mathematics
- 2004 Royal Statistical Society 13697412/04/66063 J. R. Statist. Soc. B (2004)
- ASYMPTOTIC INFERENCE FOR NONSTATIONARY FRACTIONALLY
- MIXED PORTMANTEAU TESTS FOR TIME-SERIES MODELS By Heung Wong and Shiqing Ling
- Revised for Annals of Statistics RESIDUAL EMPIRICAL PROCESSES FOR LONG AND
- The Annals of Statistics 2005, Vol. 33, No. 6, 25292552
- Journal of Multivariate Analysis 89 (2004) 304328 Regression quantiles for unstable
- Journal of Econometrics 140 (2007) 849873 Self-weighted and local quasi-maximum likelihood
- ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL
- ASYMPTOTIC INFERENCE FOR UNIT ROOT PROCESSES WITH
- The Annals of Statistics 2007, Vol. 35, No. 3, 12131237
- WEAK CONVERGENCE OF A GENERAL MARKED EMPIRICAL PROCESS AND
- 2005 Royal Statistical Society 13697412/05/67381 J. R. Statist. Soc. B (2005)
- Reproduced with permission of the copyright owner. Further reproduction prohibited without permission. Adaptive Estimators and Tests of Stationary and Nonstationary Short-and Long-...
- The Annals of Statistics 2003, Vol. 31, No. 2, 642674
- Asymptotic inference for a nonstationary double ar(1) model
- Submitted to the Bernoulli arXiv: math.PR/0000000
- 2010 The Authors. Journal compilation 2010 VVS. Published by Blackwell Publishing, 9600 Garsington Road, Oxford OX4 2DQ, UK and 350 Main Street, Malden, MA 02148, USA.
- Bernoulli 17(3), 2011, 969986 DOI: 10.3150/10-BEJ306
- THE GLOBAL WEIGHTED LAD ESTIMATORS FOR FINITE/INFINITE VARIANCE ARMA(P, Q) MODELS
- Journal of Statistical Planning and Inference 138 (2008) 2826 --2836 Contents lists available at ScienceDirect
- Revised for Annals of Statistics A CORRECTION ON "RESIDUAL EMPIRICAL
- LIKELIHOOD RATIO TESTS FOR THE STRUCTURAL CHANGE OF AN AR(P) MODEL TO A THRESHOLD
- On the least squares estimation of multiple-regime threshold autoregressive Dong Li, Shiqing Ling
- Shiqing Ling Time-Series Econometric Theory
