Bayesian copula spectral analysis for stationary time series
S Zhang - Computational Statistics & Data Analysis, 2019 - Elsevier
Recently, quantile-based spectral analysis has drawn much attention due to that it can
capture serial dependence more than covariance-related. One of typical quantile-based …
capture serial dependence more than covariance-related. One of typical quantile-based …
[PDF][PDF] 基于分位数与耦合诊断平稳随机过程相依性
张世斌， 张新生 - SCIENCE CHINA Mathematics, 2015 - researchgate.net
摘要基于分位数和耦合的概念, 本文提出平稳随机过程分位数-耦合交叉协方差函数的概念.
该函数可以描述平稳过程的时间可逆性, 状态相依性以及在二阶矩不存在时的长程相依性等自协 …
该函数可以描述平稳过程的时间可逆性, 状态相依性以及在二阶矩不存在时的长程相依性等自协 …
[PDF][PDF] Supplement to “Statistical analysis of irregularly spaced spatial data in frequency domain”
S Zhang - researchgate.net
In this section, we begin by introducing notation for general use. Then, we present notation
for index sets. Finally, we introduce a basic relation between expectations and cumulants …
for index sets. Finally, we introduce a basic relation between expectations and cumulants …