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Details about Zhibiao Zhao

E-mail:
Homepage:http://www.stat.psu.edu/~zuz13
Workplace:Pennsylvania State University, Department of Statistics

Access statistics for papers by Zhibiao Zhao.

Last updated 2013-09-04. Update your information in the RePEc Author Service.

Short-id: pzh185


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Working Papers

2008

  1. Parametric and nonparametric models and methods in financial econometrics
    Papers, arXiv.org Downloads View citations (4)

Journal Articles

2013

  1. Unified inference for sparse and dense longitudinal models
    Biometrika, 2013, 100, (1), 203-212 Downloads View citations (2)

2011

  1. A self-normalized confidence interval for the mean of a class of nonstationary processes
    Biometrika, 2011, 98, (1), 81-90 Downloads
  2. Nonparametric model validations for hidden Markov models with applications in financial econometrics
    Journal of Econometrics, 2011, 162, (2), 225-239 Downloads View citations (2)

2010

  1. Density estimation for nonlinear parametric models with conditional heteroscedasticity
    Journal of Econometrics, 2010, 155, (1), 71-82 Downloads View citations (4)

2009

  1. Nonparametric inference of discretely sampled stable Lévy processes
    Journal of Econometrics, 2009, 153, (1), 83-92 Downloads View citations (6)

2007

  1. Asymptotic theory for curve-crossing analysis
    Stochastic Processes and their Applications, 2007, 117, (7), 862-877 Downloads View citations (2)
  2. Inference of trends in time series
    Journal of the Royal Statistical Society Series B, 2007, 69, (3), 391-410 Downloads View citations (13)
 
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