Shibin Zhang

发表

A Least Squares Estimator for Lévy-driven Moving Averages Based on Discrete Time Observations

Xinsheng Zhang, Zhengyan Lin, Shibin Zhang, 2015 .

Exact simulation of tempered stable Ornstein–Uhlenbeck processes

Shibin Zhang, Shibin Zhang, 2011 .

Test for autocorrelation change in discretely observed Ornstein-Uhlenbeck processes driven by Lévy processes

Xinsheng Zhang, Shibin Zhang, 2013 .

Transition Law-based Simulation of Generalized Inverse Gaussian Ornstein–Uhlenbeck Processes

Shibin Zhang, 2011 .

On the Transition Law of Tempered Stable Ornstein–Uhlenbeck Processes

Xinsheng Zhang, Shibin Zhang, 2009, Journal of Applied Probability.

Exact Simulation of IG-OU Processes

Xinsheng Zhang, Shibin Zhang, 2008 .

Parametric estimation of discretely sampled Gamma-OU processes

Xinsheng Zhang, Shibin Zhang, Shuguang Sun, 2006 .

Inference based on adaptive grid selection of probability transforms

Xuming He, Shibin Zhang, 2016 .

A spectral domain test of isotropic properties for irregularly spaced spatial data

Shibin Zhang, 2020 .

Testing the Equality Hypothesis on a Cross-Covariance Matrix

Shibin Zhang, Xiaomei Chen, 2019, OALib.

Test for autocorrelation change in discretely observed Ornstein-Uhlenbeck processes driven by Lévy processes

Shibin Zhang, Xinsheng Zhang, Xin-sheng Zhang, 2012, Science China Mathematics.

Testing long memory based on a discretely observed process

Shibin Zhang, Guangying Liu, Xin-sheng Zhang, 2016, Applied Mathematics-A Journal of Chinese Universities.

Adaptive spectral estimation for nonstationary multivariate time series

Shibin Zhang, Shibin Zhang, 2016, Comput. Stat. Data Anal..

A test for second-order stationarity of a time series based on the maximum of Anderson–Darling statistics

Shibin Zhang, 2021 .

Automatic estimation of spatial spectra via smoothing splines

Shibin Zhang, Shibin Zhang, 2021, Computational Statistics.

Tests for Comparing Time‐Invariant and Time‐Varying Spectra Based on the Pearson Statistic

Shibin Zhang, Shibin Zhang, Xin M. Tu, 2018 .

A least squares estimator for discretely observed Ornstein–Uhlenbeck processes driven by symmetric α-stable motions

Xinsheng Zhang, Shibin Zhang, 2013 .

Testing long memory based on a discretely observed process

Xinsheng Zhang, Shibin Zhang, Guangying Liu, 2016 .

Empirical likelihood methods for discretely observed Gaussian moving averages

Shibin Zhang, Shibin Zhang, 2016 .