Li, Dong; Zhu, Ke Inference for asymmetric exponentially weighted moving average models. (English) Zbl 1456.62205 J. Time Ser. Anal. 41, No. 1, 154-162 (2020). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62M10 62M20 62F03 62P20 93E12 62-08 PDFBibTeX XMLCite \textit{D. Li} and \textit{K. Zhu}, J. Time Ser. Anal. 41, No. 1, 154--162 (2020; Zbl 1456.62205) Full Text: DOI
Guo, Shaojun; Li, Dong; Li, Muyi Strict stationarity testing and GLAD estimation of double autoregressive models. (English) Zbl 1452.62641 J. Econom. 211, No. 2, 319-337 (2019). MSC: 62M10 62F12 62P20 PDFBibTeX XMLCite \textit{S. Guo} et al., J. Econom. 211, No. 2, 319--337 (2019; Zbl 1452.62641) Full Text: DOI arXiv
Li, Dong; Ling, Shiqing; Zakoïan, Jean-Michel Asymptotic inference in multiple-threshold double autoregressive models. (English) Zbl 1337.62272 J. Econom. 189, No. 2, 415-427 (2015). MSC: 62M10 62F12 62P20 PDFBibTeX XMLCite \textit{D. Li} et al., J. Econom. 189, No. 2, 415--427 (2015; Zbl 1337.62272) Full Text: DOI
Chen, Min; Li, Dong; Ling, Shiqing Non-stationarity and quasi-maximum likelihood estimation on a double autoregressive model. (English) Zbl 1302.62193 J. Time Ser. Anal. 35, No. 3, 189-202 (2014). MSC: 62M10 62F10 62F12 PDFBibTeX XMLCite \textit{M. Chen} et al., J. Time Ser. Anal. 35, No. 3, 189--202 (2014; Zbl 1302.62193) Full Text: DOI
Li, Dong A note on moving-average models with feedback. (English) Zbl 1282.62200 J. Time Ser. Anal. 33, No. 6, 873-879 (2012). MSC: 62M10 62P20 91B82 PDFBibTeX XMLCite \textit{D. Li}, J. Time Ser. Anal. 33, No. 6, 873--879 (2012; Zbl 1282.62200) Full Text: DOI
Li, Dong; Ling, Shiqing; Tong, Howell On moving-average models with feedback. (English) Zbl 1456.62204 Bernoulli 18, No. 2, 735-745 (2012). MSC: 62M10 60G10 PDFBibTeX XMLCite \textit{D. Li} et al., Bernoulli 18, No. 2, 735--745 (2012; Zbl 1456.62204) Full Text: DOI arXiv Euclid
Ling, Shiqing; Tong, Howell; Li, Dong Ergodicity and invertibility of threshold moving-average models. (English) Zbl 1111.62079 Bernoulli 13, No. 1, 161-168 (2007). MSC: 62M10 PDFBibTeX XMLCite \textit{S. Ling} et al., Bernoulli 13, No. 1, 161--168 (2007; Zbl 1111.62079) Full Text: DOI