Hong  Kong University  of  Science and Technology

Department of Mathematics

 

 


Ling, Shiqing  凌仕卿 (PhD, HKU)

Professor

Department of Mathematics
Clear Water Bay, Hong Kong
Phone: (0852) 23587459


Fax:   (0852)  23591016
Email: maling@ust.hk  

 


 1.  Editorial Board
  

       Associate Editor:  Statistics & Probability Letters, 2005-2009..
       Associate Editor:  Bernoulli, 2007-2009.
       Associate Editor:  Electronic Journal of Statistics, 2009-present.
       Associate Editor:  Journal of the Japan Statistical Association, 2010-present.

            Editorial Board:  Journal of Reviews on Global Economics, 2012-present.
            Editorial Board: International Journal of Academic Research in Management 2013-present.


      2. Publication (HKUST and Google Scholar)

        -----Representative papers:

                    1. Ling, S.  (2007)  Testing for change-points in time series models and limiting theorems for NED sequences.   Annals of Statistics, 35, 1213–1237
2. Ling, S. (2005). Self-weighted LAD estimation for infinite variance autoregressive models. Journal of the Royal Statistical Society: Series B, 67, 381–393
3. Ling, S. and Tong, H. (2005)  Testing a linear MA model against  threshold MA models.  Annals of Statistics 33, 2529-2552 
4. Ling, S. and  Li, W.K. (1998) Limiting distributions of maximum likelihood estimators for unstable autoregressive moving-average time series with general autoregressive heteroscedastic errors.  Annals of Statistics  26 (1), 84-125.
5. Ling, S. and  Li, W.K. (1997) Fractional autoregressive integrated moving-average time series conditional heteroskedasticity. Journal of the American Statistical Association,  92 (439), 1184-1194.





   3. Lecture Notes


 
   Math-2411


                                   Syllabus       Note-1           Note-2          Note-3          Note-4         Note-5            Binomial table  T-table, T-1-table                                                 
Note-6 Note-7 Note-8 Note-9 Note-10 Note-11    Poisson table  Chi-square table
Note-12 Note-13 Note-14 Note-15 Note-16 Note-17     Normal table
Note-18 Note-19 Note-20 Note-21
Assignment-1
Exercise-2
 solutions-1-2
Assignment
&Exercise-3,
Solution-3
Exercise 4,  solution-4
Assignment-4
Assignment-5
solution-5
Assignment
&Exercise-6
solution-6
Exercise-7
solution-7

    Math-4423

                                   Syllabus       Note-1           Note-2          Note-3          Note-4         Note-5          U table                    D-table                                                 
Note-6 Note-7 Note-8 Note-9 Note-10 Note-11 Whitney-Mann-U-Table
Note-12 Note-13 WilcoxonT-table
Assignment-1
solutions-1
Assignment-2 Assignment-3 Assignment-4 past  paper Binomial table

      Math5460

    Math-4425     

    

                                   Syllabus       Note-1           Note-2          Note-3          Note-4         Note-5                                                                                        
Note-6 Note-7 Note-8 Note-9 Note-10 Note-11
Midterm past paper
Assignment-1 Assignment-2 Assignment-3 Assignment-4 Project Data


   MAFS 5130: Quantitative Analysis of Financial  Time Series


                            Syllabus Note-1   L        Note-2      L      Note-3              L Note-4           L Note-5              L                   
Note-6
                     L
Note-7       L Note-8 Note-8-1 Note-9 Note-10
Data Project

        Selected projects: 2009, 2010, 2011, 2012, 2013

 

   4.  Links  

            Time series data library

            AASTOCKS 

            DINI Yahoo finance, LME future, Bonds.

            Photo in Xianzhang (01/08/2008)

            Photo in NUS Singapore (02/2011) 

            Chinese chess