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