Projects per year
Personal profile
Research interests
Mathematics & Statistics - Large sample theory
Mathematics & Statistics - Empirical processes
Mathematics & Statistics - Nonstationary time series
Mathematics & Statistics - Nonlinear time series
Mathematics & Statistics - Long memory time series
Mathematics & Statistics - Empirical processes
Mathematics & Statistics - Nonstationary time series
Mathematics & Statistics - Nonlinear time series
Mathematics & Statistics - Long memory time series
Related documents
Education/Academic qualification
PhD in Statistics, PhD, The University of Hong Kong
1997
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Dive into the research topics where Shiqing LING is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
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Statistical Inferences of the Heavy-tailed Multivariate ARMA-GARCH Model with Change-point and Threshold Effects
LING, S. (PI)
RGC - Senior Research Fellow Scheme
1/01/23 → 31/12/27
Project: Research
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Self-weighted LADE-based Inference for the Structure-changed and Heavy-tailed ARMA Model with Unspecified ARCH-type Noises
LING, S. (PI)
1/01/23 → 30/06/25
Project: Research
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Simultaneous Testing of Change-points with a Threshold in a General Class of Time Series Models
LING, S. (PI)
1/01/22 → 31/12/24
Project: Research
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Contributing to the Development of Hong Kong into a Global Fintech Hub
HUANG, A. (CoPI), YOU, H. (CoPI), CHEN, T.-Y. (CoPI), CHAN, W.-S. (CoPI), ZHANG, C. (CoPI), YEUNG, D. Y. (CoPI), SO, M. K. P. (CoPI), CHEN, Y. (CoI), YANG, Y. (CoI), CHAN, K. K. C. (CoPI), HUI, K. L. (CoPI), TAM, K. Y. (PI), JAMES, L. F. (CoPI), LING, S. (CoPI), YU, P. L. H. (CoPI), ZHENG, R. (CoPI), BHATTACHARYA, U. (CoPI), YUE, W. T. (CoPI), HONG, W. (CoPI), ZHENG, X. (CoPI), XU, Y. (CoPI), FONG, Y. F. (CoPI), LI, Y. (CoPI) & ZHANG, X. (CoPI)
RGC - Theme-based Research Scheme
1/01/19 → 31/12/22
Project: Research
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A two-step estimating approach for heavy-tailed AR models with nonzero median GARCH-type noises
She, R., Dai, L. & Ling, S., Jun 2026, In: Annals of Statistics. 54, 3, p. 1425-1450 26 p.Research output: Contribution to journal › Journal Article › peer-review
1 Link opens in a new tab Citation (Scopus) -
Inference for Vector AR Models with Heavy-tailed Vector GARCH Noises
Zhang, R. & Ling, S., 9 Jun 2026, In: Science China Mathematics.Research output: Contribution to journal › Journal Article › peer-review
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Least squares and adaptive Lasso estimations of AR(p[jls-end-space/]) models with unit roots and heavy-tailed noises
Guo, F., Chan, N. H., Ling, S. & Ye, W., Dec 2026, In: Journal of Statistical Planning and Inference. 245, 25 p., 106420.Research output: Contribution to journal › Journal Article › peer-review
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Noncausal AR-ARCH Model and Its Applications to Financial Time Series
Zhan, Y., Ling, S., Liu, Z. & Wang, S., Jan 2026, In: International Journal of Finance and Economics. 31, 1, p. 1424-1443 20 p.Research output: Contribution to journal › Journal Article › peer-review
Open Access1 Link opens in a new tab Citation (Scopus) -
Z-valued smooth transition GARCH models: Specification and testing
Zhu, F., Xu, N., Li, Q. & LING, S., 4 Jun 2026, (E-pub ahead of print) In: Journal of the American Statistical Association. 33 p.Research output: Contribution to journal › Journal Article › peer-review
2 Link opens in a new tab Citations (Scopus)
Activities
- 9 Editorial work
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计量经济学报 (Journal)
LING, S. (Associate Editor)
1 Jan 2021 → …Activity: Publication peer-review and editorial work › Editorial work
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Statistica Sinica (Journal)
LING, S. (Associate Editor)
1 Aug 2020 → …Activity: Publication peer-review and editorial work › Editorial work
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Journal of Data Science (Journal)
LING, S. (Associate Editor)
1 Aug 2019 → …Activity: Publication peer-review and editorial work › Editorial work
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Journal of Time Series Analysis}, John Wiley \& Sons Ltd. (Journal)
LING, S. (Co Editor)
1 Jun 2018 → …Activity: Publication peer-review and editorial work › Editorial work
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Journal of Econometrics (Journal)
LING, S. (Other Editorial Role)
1 Aug 2017 → 1 Aug 2019Activity: Publication peer-review and editorial work › Editorial work
Awards
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Selected by the University for recognition at the 4th HKUST Faculty Recognition Ceremony
LING, S. (Recipient), 2022
Prize: Honorary Award
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The World's Top 2\% Most-cited Scientists by Stanford University (2019, 2020, 2021, 2022)
LING, S. (Recipient), 2022
Prize: Honorary Award