R functions for A test for stationarity of a time series based on the maximum of Anderson-Darling-like statistics Date: 2020-07-03 Author: Shibin Zhang Maintainer: Shibin Zhang zhangshibin_shibin@shnu.edu.cn Description: This document provides R functions for a test for stationarit ...
R functions for “A copula spectral test for pairwise time reversibility” Date: 2020-01-26 Author: Shibin Zhang Maintainer: Shibin Zhang zhangshibin_shibin@shnu.edu.cn Description: This document provides R functions for a copula spectral test for pairwise time reversibility. Usage: To use ...
Statistics: A Journal of Theoretical and Applied Statistics Original Articles Inference based on adaptive grid selection of probability transforms http://www.tandfonline.com/doi/abs/10.1080/02331888.2015.1085866?journalCode=gsta20 DOI: 10.1080/02331888.2015.1085866 Shibin Zhang a * ...
http://www.maikonline.com/maik/download.do?uid=VAHMSOA8ZQptype=401dtype=pdf ISSN 0898-5111, Chinese Journal of Contemporary Mathematics, 2013, Vol. 34, No. 3, pp. 201–216. Allerton Press, Inc. Limit Theorems of Power Variation for Time-Changed Stable Levy Processes ZHANG Shibin1 an ...
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 ...