Li, D.,  Ling, S. and  Zhang, R.M. (2014)  On a threshold double autoregressive model.   Accepted by  Journal of Business and Economic Statistics.  PDF

Ling, S. (2014)  Estimation of change-points in linear and nonlinear times series models.   Accepted  by  Econometric Theorey   PDF
                                                                                                               Supplementary Appendix: Proofs of Lemmas 7.1-7.3.  PDF

 Zhu, K. and Ling, S. (2014) LADE-based inference for ARMA models with unspecified and heavy-tailed heteroscedastic noises. Accepted by  Journal of the American Statistical  Association.. PDF

 Li, D., Ling, S. and
 and Zakoian, J.-M.   (2014)  Asymptotic inference in multiple-threshold double autoregressive models. Accepted by   Journal of Econometrics.. PDF

 Zhu, K. and  Ling, S. (2014) Model-based pricing for financial derivatives. Accepted by   Journal of Econometrics.  PDF

 Zhang R.M. and Ling, S. (2014)  Asymptotic inference for  AR models  with heavy-tailed  G-GARCH noises. Accepted by  Econometric Theory.  PDF
   
 Zhang R.M., Sin, C.-Y. and  Ling, S.  (2014) On functional limits of short- and long-memory linear rocesses with GARCH(1,1) noises. Accepted by  Stochastic Processes and their Applications. PDF

 Ling, S.,   Peng, L. and  Zhu, F. (2014) Inference for  a special  bilinear time series  model.  Accepted by   Journal of Time Series Analysis. PDF