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; 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 A double \(\mathrm{AR}(p)\) model: structure and estimation. (English) Zbl 1145.62072 Stat. Sin. 17, No. 1, 161-175 (2007). MSC: 62M10 62F12 PDFBibTeX XMLCite \textit{S. Ling}, Stat. Sin. 17, No. 1, 161--175 (2007; Zbl 1145.62072)
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
Ling, Shiqing; McAleer, Michael Stationarity and the existence of moments of a family of GARCH processes. (English) Zbl 1043.62073 J. Econom. 106, No. 1, 109-117 (2002). MSC: 62M10 62P20 PDFBibTeX XMLCite \textit{S. Ling} and \textit{M. McAleer}, J. Econom. 106, No. 1, 109--117 (2002; Zbl 1043.62073) Full Text: DOI
Ling, Shiqing On the probabilistic properties of a double threshold ARMA conditional heteroskedastic model. (English) Zbl 1109.62340 J. Appl. Probab. 36, No. 3, 688-705 (1999). MSC: 62M10 60G10 PDFBibTeX XMLCite \textit{S. Ling}, J. Appl. Probab. 36, No. 3, 688--705 (1999; Zbl 1109.62340) Full Text: DOI Euclid
Ling, Shiqing; Deng, Weicai Parametric estimate of multivariate autoregressive models with conditional heterocovariance matrix errors. (Chinese. English summary) Zbl 0790.62086 Acta Math. Appl. Sin. 16, No. 4, 517-533 (1993). MSC: 62M10 62F12 PDFBibTeX XMLCite \textit{S. Ling} and \textit{W. Deng}, Acta Math. Appl. Sin. 16, No. 4, 517--533 (1993; Zbl 0790.62086)