Exact simulation of IG-OU processes S Zhang, X Zhang Methodology and Computing in Applied Probability 10 (3), 337-355, 2008 | 46 | 2008 |
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 | 31 | 2013 |
Adaptive spectral estimation for nonstationary multivariate time series S Zhang Computational Statistics and Data Analysis, 330-349, 2016 | 28 | 2016 |
On the transition law of tempered stable Ornstein-Uhlenbeck processes S Zhang, X Zhang Journal of Applied Probability 46 (3), 721-731, 2009 | 26 | 2009 |
Parametric estimation of discretely sampled Gamma-OU processes S Zhang, X Zhang, S Sun SCIENCE CHINA Mathematics 49 (9), 1231-1257, 2006 | 23 | 2006 |
Exact simulation of tempered stable Ornstein--Uhlenbeck processes S Zhang Journal of Statistical Computation and Simulation 81 (11), 1533-1544, 2011 | 19 | 2011 |
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 | 16 | 2015 |
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 | 13 | 2018 |
Bayesian copula spectral analysis for stationary time series S Zhang Computational Statistics & Data Analysis 133, 166-179, 2019 | 12 | 2019 |
Transition-law based simulation of generalized inverse Gaussian Ornstein-Uhlenbeck processes S Zhang Methodology and Computing in Applied Probability 13 (3), 619-656, 2011 | 11 | 2011 |
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 | 9 | 2021 |
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 | 7 | 2018 |
Nonparametric Bayesian inference for the spectral density based on irregularly spaced data S Zhang Computational Statistics & Data Analysis 151, 107019, 2020 | 6 | 2020 |
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 | 5 | 2011 |
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 | 4 | 2003 |
A copula spectral test for pairwise time reversibility S Zhang Annals of the Institute of Statistical Mathematics 75 (5), 705-729, 2023 | 3 | 2023 |
Inference based on adaptive grid selection of probability transforms S Zhang, X He Statistics 50 (3), 667-688, 2016 | 3 | 2016 |
Empirical likelihood methods for discretely observed Gaussian moving averages S Zhang Journal of Statistical Computation and Simulation 86 (5), 942-958, 2016 | 3 | 2016 |
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 | 3 | 2013 |
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 | 3 | 2013 |