R functions for “Tests for comparing time-invariant and time-varying spectra based on the Anderson-Darling Statistic’’ Date: 2019-01-16 Author: Shibin Zhang Maintainer: Shibin Zhang z hangshibin1@gmail.com Description: This document provides R functions for comparing time-invariant and ...
Bayesian copula spectral analysis for stationary time series Author links open overlay panel Shibin Zhang Show more https://doi.org/10.1016/j.csda.2018.10.001 Get rights and content Abstract Recently, quantile-based spectral analysis has drawn much attentio ...
https://doi.org/10.1111/jtsa.12299 Original Article Tests for Comparing Time‐Invariant and Time‐Varying Spectra Based on the Pearson Statistic Shibin Zhang Xin M. Tu First published: 3 April 2018 https://doi.org/10.1111/jtsa.12299 PDF TOO ...
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 ...
Mathematics and Statistics Annals of the Institute of Statistical Mathematics DOI: 10.1007/s10463-012-0362-0 Online First™ http://www.springerlink.com/content/x1w02357077733v0/ A least squares estimator for discretely observed Ornstein–Uhlenbeck proces ...
The complete proof of Theorem 4 for A least squares estimator for Ornstein--Uhlenbeck processes driven by symmetric alpha-stable motions Shibin Zhang, Xinsheng Zhang Proof of Theorem 4.pdf
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