Journal of Statistical Planning and Inference Volume 215 ,December 2021, Pages 109-126 A test for second-order stationarity of a time series based on the maximum of Anderson–Darling statistics Author links open overlay panel Shibin Zhang Cite https:// ...
http://dx.doi.org/10.1016/j.csda.2016.05.025 Computational Statistics Data Analysis Available online 7 June 2016 In Press, Accepted Manuscript — Note to users Adaptive spectral estimation for nonstationary multivariate time series Shibin Zhang , ...
转载地址: http://www.tandfonline.com/doi/full/10.1080/03610926.2012.763093#.UZ1yMTWS35o Communications in Statistics - Theory and Methods A Least Squares Estimator for Lévy-Driven Moving Averages Based on Discrete Time Observations DOI: 10.1080/03610926. ...
http://link.springer.com/article/10.1007%2Fs11425-012-4511-y Science China Mathematics December 2012 Test for autocorrelation change in discretely observed Ornstein-Uhlenbeck processes driven by Lévy processes ShiBin Zhang , XinSheng Zhang … show all 2 hide ...
R functions for ‘Exact simulation of Ornstein- Uhlenbeck processes driven by symmetric -stable motions’ 1 Introduction Type: R functions for ‘Exact simulation of Ornstein-Uhlenbeck processes driven by symmetric -stable motions’ Version: 1.0 Date: 2011-2-9 Author: Shibin Zhang Maintainer: ...
R functions for simulation of Compound Poisson processes with normal jumps 1 Introduction Type: R functions for simulation of Compound Poisson processes with normal jumps Date: 2010-6-22 Author: Shibin Zhang Maintainer: Shibin Zhang sbzhang@shmtu.edu.cn Description: This document ...
R functions for simulation of Brownian motion 1 Introduction Type: R functions for simulation of Brownian motion Date: 2010-6-22 Author: Shibin Zhang Maintainer: Shibin Zhang sbzhang@shmtu.edu.cn Description: This document provides R functions for simulation of Brownian motion. U ...
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