Regular biography
Shiqing Ling is a renowned statistician and econometrician, known for his significant contributions to time series analysis, financial econometrics, and statistical inference. He has authored numerous influential papers and books, and his work has had a profound impact on both academic research and practical applications in economics and finance. Ling has held academic positions at several prestigious institutions, including the University of California, San Diego, and the University of Hong Kong. His research spans a wide range of topics, including threshold models, heteroscedasticity, change-point detection, and non-stationary time series. Ling is also recognized for his mentorship of students and young researchers, and his work continues to shape the field of econometrics.
Scholar-generated biography
Ling Shiqing is a professor at the Hong Kong University of Science and Technology, specializing in Statistics and Econometrics. His research focuses on time series models with conditional heteroscedasticity, particularly GARCH and IGARCH processes. He has contributed significantly to the theoretical development of vector ARMA-GARCH models, stationarity of GARCH processes, and estimation methods for models with asymmetric power GARCH errors. His work also includes adaptive estimation in nonstationary ARMA models, diagnostic checking of nonlinear multivariate time series, and empirical likelihood for GARCH models. His research emphasizes the probabilistic properties of threshold models and the analysis of unit root processes with GARCH errors.