New work: A LSE for O-U processes driven by stable motions

张世斌 2012-4-19 09:35

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 ...

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记高中时代养成的两个习惯

热度 9 张世斌 2012-4-9 15:18

记高中时代养成的两个习惯 屈指数来已高中毕业近十六年之久，我的高中时代已离我远去，成为了记忆。但无论如何，我应该感谢我的母校和母校的老师们，向他们致敬。因为，在这时在这里，我养成了受益终生的两个习惯。一是“严于律己”的习惯；二是有了目标，奋斗“从今时起”（即刻开 ...

个人分类: 生活点滴|8161 次阅读|9 个评论 热度 9

New Work: on some dependence structures for Levy driven MA

张世斌 2012-2-18 21:59

Journal of the Korean Statistical Society Available online 17 February 2012 http://www.sciencedirect.com/science/article/pii/S122631921200018X On some dependence structures for multidimensional Lévy driven moving averages Shibin Zhang Department of Mathematics, Shanghai Maritime Univ ...

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The proof of Theorem 4 for AISM manuscript no. 11-179

张世斌 2011-11-7 22:57

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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New work: Exact simulation of TS O-U processes

张世斌 2011-3-21 11:12

Exact simulation of tempered stable Ornstein-Uhlenbeck processes http://www.informaworld.com/smpp/content~db=all~content=a934597172~frm=titlelink Author: Shibin Zhang Affiliation: a Department of Mathematics, Shanghai Maritime University, Shanghai, Peo ...

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R functions for SOU

张世斌 2011-2-9 10:46

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: ...

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