关注
Shibin Zhang
Shibin Zhang
在 shnu.edu.cn 的电子邮件经过验证
标题
引用次数
引用次数
年份
Exact simulation of IG-OU processes
S Zhang, X Zhang
Methodology and Computing in Applied Probability 10 (3), 337-355, 2008
462008
A least squares estimator for discretely observed Ornstein--Uhlenbeck processes driven by symmetric alpha-stable motions
S Zhang, X Zhang
Annals of the Institute of Statistical Mathematics 65 (1), 89-103, 2013
312013
Adaptive spectral estimation for nonstationary multivariate time series
S Zhang
Computational Statistics and Data Analysis, 330-349, 2016
282016
On the transition law of tempered stable Ornstein-Uhlenbeck processes
S Zhang, X Zhang
Journal of Applied Probability 46 (3), 721-731, 2009
262009
Parametric estimation of discretely sampled Gamma-OU processes
S Zhang, X Zhang, S Sun
SCIENCE CHINA Mathematics 49 (9), 1231-1257, 2006
232006
Exact simulation of tempered stable Ornstein--Uhlenbeck processes
S Zhang
Journal of Statistical Computation and Simulation 81 (11), 1533-1544, 2011
192011
A least squares estimator for Lévy-driven moving averages based on discrete time observations
S Zhang, Z Lin, X Zhang
Communications in Statistics - Theory and Methods 44 (6), 1111-1129, 2015
162015
考虑碳排放的冷链物流联合配送路径优化
鲍春玲, 张世斌
工业工程与管理 23 (5), 97-100, 2018
132018
Bayesian copula spectral analysis for stationary time series
S Zhang
Computational Statistics & Data Analysis 133, 166-179, 2019
122019
Transition-law based simulation of generalized inverse Gaussian Ornstein-Uhlenbeck processes
S Zhang
Methodology and Computing in Applied Probability 13 (3), 619-656, 2011
112011
A test for second-order stationarity of a time series based on the maximum of Anderson–Darling statistics
S Zhang
Journal of Statistical Planning and Inference 215, 109-126, 2021
92021
Tests for Comparing Time‐Invariant and Time‐Varying Spectra Based on the Pearson Statistic
S Zhang, XM Tu
Journal of Time Series Analysis 39 (5), 709-730, 2018
72018
Nonparametric Bayesian inference for the spectral density based on irregularly spaced data
S Zhang
Computational Statistics & Data Analysis 151, 107019, 2020
62020
On the transition law of O-U compound Poisson processes
S Zhang, Z Sheng, W Deng
the Fourth International Conference on Information and Computing, 260-263, 2011
52011
具有违约风险的市场结构及具有违约风险的违约零补偿的美式权益的定价
张世斌, 付长青, 劳兰珺
应用概率统计 19 (4), 371-382, 2003
42003
A copula spectral test for pairwise time reversibility
S Zhang
Annals of the Institute of Statistical Mathematics 75 (5), 705-729, 2023
32023
Inference based on adaptive grid selection of probability transforms
S Zhang, X He
Statistics 50 (3), 667-688, 2016
32016
Empirical likelihood methods for discretely observed Gaussian moving averages
S Zhang
Journal of Statistical Computation and Simulation 86 (5), 942-958, 2016
32016
正态倒 Gamma 随机前沿模型的 Bayesian 推断
刘晓君, 张世斌
高校應用數學學報 28 (4), 488-486, 2013
32013
Test for autocorrelation change in discretely observed Ornstein-Uhlenbeck processes driven by Lévy processes
S Zhang, X Zhang
SCIENCE CHINA Mathematics 56 (2), 339-357, 2013
32013
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