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Ling, Shiqing
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1

On ergodicity of threshold ARMA(m, p, q) models:

Bai, Qiang ; Ling, Shiqing
Japanese Journal of Statistics and Data Science.  , 2024
Link: https://doi.org/10.1007/..
 
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2

Asymptotic inference of the ARMA model with time‐functional..:

Cai, Bibi ; Zhu, Enwen ; Ling, Shiqing
Scandinavian Journal of Statistics.  , 2024
Link: https://doi.org/10.1111/..
 
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3

Inference for the VEC(1) model with a heavy-tailed linear p..:

Guo, Feifei ; Ling, Shiqing
Econometric Reviews.  42 (2023)  9-10 - p. 806-833 , 2023
Link: https://doi.org/10.1080/..
 
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4

Testing for Structural Change of Predictive Regression Mode..:

Zhu, Fukang ; Liu, Mengya ; Ling, Shiqing.
Journal of Business & Economic Statistics.  41 (2022)  1 - p. 228-240 , 2022
Link: https://doi.org/10.1080/..
 
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5

Whittle parameter estimation for vector ARMA models with he..:

She, Rui ; Mi, Zichuan ; Ling, Shiqing
Journal of Statistical Planning and Inference.  219 (2022)  - p. 216-230 , 2022
Link: https://doi.org/10.1016/..
 
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6

Self-Weighted LSE and Residual-Based QMLE of ARMA-GARCH Mod..:

Ling, Shiqing ; Zhu, Ke
Journal of Risk and Financial Management.  15 (2022)  2 - p. 90 , 2022
Link: https://doi.org/10.3390/..
 
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7

AUTOMATED ESTIMATION OF HEAVY-TAILED VECTOR ERROR CORRECTIO..:

Guo, Feifei ; Ling, Shiqing ; Mi, Zichuan
Statistica Sinica.  32 (2022)  4 - p. 2171-2198 , 2022
Link: https://www.jstor.org/st..
 
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8

Overview: Time series analysis of higher moments and distri..:

Andersen, Torben G. ; Chang, Chia-Lin ; Ling, Shiqing
Journal of Econometrics.  227 (2022)  1 - p. 1-3 , 2022
Link: https://doi.org/10.1016/..
 
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9

LADE-based inferences for autoregressive models with heavy-..:

Zhang, Xingfa ; Zhang, Rongmao ; Li, Yuan.
Journal of Econometrics.  227 (2022)  1 - p. 228-240 , 2022
Link: https://doi.org/10.1016/..
 
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10

Consistency of global LSE for MA(1) models:

Yang, Yaxing ; Ling, Shiqing ; Wang, Qiying
Statistics & Probability Letters.  182 (2022)  - p. 109292 , 2022
Link: https://doi.org/10.1016/..
 
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11

Inference in heavy-tailed vector error correction models:

She, Rui ; Ling, Shiqing
Journal of Econometrics.  214 (2020)  2 - p. 433-450 , 2020
Link: https://doi.org/10.1016/..
 
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12

Quasi-likelihood estimation of structure-changed threshold ..:

Guo, Feifei ; Ling, Shiqing
Journal of Statistical Planning and Inference.  205 (2020)  - p. 138-155 , 2020
Link: https://doi.org/10.1016/..
 
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13

LASSO-BASED VARIABLE SELECTION OF ARMA MODELS:

Chan, Ngai Hang ; Ling, Shiqing ; Yau, Chun Yip
Statistica Sinica.  30 (2020)  4 - p. 1925-1948 , 2020
Link: https://www.jstor.org/st..
 
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14

Testing Serial Correlation and ARCH Effect of High-Dimensio..:

Ling, Shiqing ; Tsay, Ruey S. ; Yang, Yaxing
Journal of Business & Economic Statistics.  39 (2019)  1 - p. 136-147 , 2019
Link: https://doi.org/10.1080/..
 
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15

STATISTICAL INFERENCE FOR STRUCTURALLY CHANGED THRESHOLD AU..:

Gao, Zhaoxing ; Ling, Shiqing
Statistica Sinica.  29 (2019)  4 - p. 1803-1829 , 2019
Link: https://www.jstor.org/st..
 
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