Details about Zhibiao Zhao

Access statistics for papers by Zhibiao Zhao.

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

Short-id: pzh185

Working Papers

2008

1. Parametric and nonparametric models and methods in financial econometrics
   Papers, arXiv.org View citations (6)

Journal Articles

2013

1. Unified inference for sparse and dense longitudinal models
   Biometrika, 2013, 100, (1), 203-212 View citations (6)

2011

2. A self-normalized confidence interval for the mean of a class of nonstationary processes
   Biometrika, 2011, 98, (1), 81-90
3. Nonparametric model validations for hidden Markov models with applications in financial econometrics
   Journal of Econometrics, 2011, 162, (2), 225-239 View citations (4)

2010

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

2009

5. Nonparametric inference of discretely sampled stable Lévy processes
   Journal of Econometrics, 2009, 153, (1), 83-92 View citations (8)

2007

6. Asymptotic theory for curve-crossing analysis
   Stochastic Processes and their Applications, 2007, 117, (7), 862-877 View citations (2)
7. Inference of trends in time series
   Journal of the Royal Statistical Society Series B, 2007, 69, (3), 391-410 View citations (53)