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  (2007) Self-weighted  and local quasi-maximum likelihood estimator  for  ARMA-GARCH/IGARCH models.   Journal of Econometrics,  140, 849-873.
	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.