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Browsing by Author Ling, Shiqing
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Showing results 1 to 9 of 9
Title
Author(s)
Issue Date
Comment
Journal:
Journal of Business and Economic Statistics
Ling, Shiqing
Zhu, Ke
2014
Diagnostic checking for non-stationary ARMA models with an application to financial data
Journal:
North American Journal of Economics and Finance
Ling, Shiqing
Zhu, Ke
Yee, Chong Ching
2013
Factor double autoregressive models with application to simultaneous causality testing
Journal:
Journal of Statistical Planning and Inference
Guo, Shaojun
Ling, Shiqing
Zhu, Ke
2014
Global self-weighted and local quasi-maximum exponential likelihood estimators for arma-garch/igarch models
Journal:
Annals of Statistics
Zhu, Ke
Ling, Shiqing
2011
LADE-Based Inference for ARMA Models With Unspecified and Heavy-Tailed Heteroscedastic Noises
Journal:
Journal of the American Statistical Association
Zhu, Ke
Ling, Shiqing
2015
Likelihood ratio tests for the structural change of an AR(p) model to a Threshold AR(p) model
Journal:
Journal of Time Series Analysis
Zhu, Ke
Ling, Shiqing
2012
Model-based pricing for financial derivatives
Journal:
Journal of Econometrics
Zhu, Ke
Ling, Shiqing
2015
Quasi-maximum exponential likelihood estimators for a double AR(p) model
Journal:
Statistica Sinica
Zhu, Ke
Ling, Shiqing
2013
The global weighted lad estimators for finite/infinite variance arma(p,q) models
Journal:
Econometric Theory
Zhu, Ke
Ling, Shiqing
2012