| Asymptotic theory for a vector ARMA-GARCH model S Ling, M McAleer Econometric theory 19 (2), 280-310, 2003 | 1224 | 2003 |
| Stationarity and the existence of moments of a family of GARCH processes S Ling, M McAleer Journal of Econometrics 106 (1), 109-117, 2002 | 435 | 2002 |
| Recent theoretical results for time series models with GARCH errors WK Li, S Ling, M McAleer Journal of Economic Surveys 16 (3), 245-269, 2002 | 391 | 2002 |
| Necessary and sufficient moment conditions for the GARCH (r, s) and asymmetric power GARCH (r, s) models S Ling, M McAleer Econometric theory 18 (3), 722-729, 2002 | 387 | 2002 |
| On fractionally integrated autoregressive moving-average time series models with conditional heteroscedasticity S Ling, WK Li Journal of the American Statistical Association 92 (439), 1184-1194, 1997 | 356 | 1997 |
| On adaptive estimation in nonstationary ARMA models with GARCH errors S Ling, M McAleer The Annals of Statistics 31 (2), 642-674, 2003 | 179 | 2003 |
| Self-weighted and local quasi-maximum likelihood estimators for ARMA-GARCH/IGARCH models S Ling Journal of Econometrics 140 (2), 849-873, 2007 | 175 | 2007 |
| On the probabilistic properties of a double threshold ARMA conditional heteroskedastic model S Ling Journal of Applied probability 36 (3), 688-705, 1999 | 160 | 1999 |
| Limiting distributions of maximum likelihood estimators for unstable autoregressive moving-average time series with general autoregressive heteroscedastic errors S Ling, WK Li The Annals of Statistics 26 (1), 84-125, 1998 | 156 | 1998 |
| Estimation and testing stationarity for double-autoregressive models S Ling Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2004 | 142 | 2004 |
| Diagnostic checking of nonlinear multivariate time series with multivariate ARCH errors S Ling, WK Li Journal of Time Series Analysis 18 (5), 447-464, 1997 | 141 | 1997 |
| Self-weighted least absolute deviation estimation for infinite variance autoregressive models S Ling Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2005 | 138 | 2005 |
| On the least squares estimation of multiple-regime threshold autoregressive models D Li, S Ling Journal of Econometrics 167 (1), 240-253, 2012 | 123 | 2012 |
| A DOUBLE AR(p) MODEL: STRUCTURE AND ESTIMATION S Ling Statistica Sinica 17 (1), 161-175, 2007 | 117 | 2007 |
| Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA–GARCH/IGARCH models K Zhu, S Ling | 112 | 2011 |
| Estimation and testing for unit root processes with GARCH (1, 1) errors: theory and Monte Carlo evidence S Ling, WK Li, M McAleer Econometric Reviews 22 (2), 179-202, 2003 | 103 | 2003 |
| Testing for a linear MA model against threshold MA models S Ling, H Tong | 83 | 2005 |
| Empirical likelihood for GARCH models NH Chan, S Ling Econometric Theory 22 (3), 403-428, 2006 | 78 | 2006 |
| Testing for change points in time series models and limiting theorems for NED sequences S Ling | 76 | 2007 |
| Fitting an error distribution in some heteroscedastic time series models H L. Koul, S Ling | 75 | 2006 |
