Shiqing Ling

Hong Kong University of Science & Technology (HKUST) - Department of Mathematics

Rm. 3461, Lift 25-26

Clear Water Bay

Kowloon

Hong Kong

SCHOLARLY PAPERS

3

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17

SSRN CITATIONS
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Top 49,783

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CROSSREF CITATIONS

10

Scholarly Papers (3)

1.

Mixed Portmanteau Tests for Time-Series Models

Journal of Time Series Analysis, Vol. 26, No. 4, pp. 569-579, July 2005
Number of pages: 11 Posted: 26 Jul 2005
Heung Wong and Shiqing Ling
Hong Kong Polytechnic University and Hong Kong University of Science & Technology (HKUST) - Department of Mathematics
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2.

Estimation in Nonstationary Random Coefficient Autoregressive Models

Journal of Time Series Analysis, Vol. 30, Issue 4, pp. 395-416, July 2009
Number of pages: 22 Posted: 20 Jun 2009
István Berkes, Lajos Horváth and Shiqing Ling
affiliation not provided to SSRN, University of Utah - Department of Mathematics and Hong Kong University of Science & Technology (HKUST) - Department of Mathematics
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3.

Inference for a Special Bilinear Time‐Series Model

Journal of Time Series Analysis, Vol. 36, Issue 1, pp. 61-66, 2015
Number of pages: 6 Posted: 30 Dec 2014
Shiqing Ling, Liang Peng and Fukang Zhu
Hong Kong University of Science & Technology (HKUST) - Department of Mathematics, Georgia State University - Risk Management & Insurance Department and Jilin University-Lambton College (JULC)
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Asymptotic distribution, bilinear model, LSE, MLE. JEL. Primary C12