Details about Zhibiao Zhao
Access statistics for papers by Zhibiao Zhao.
Last updated 2013-09-04. Update your information in the RePEc Author Service.
Jump to Journal Articles
- Parametric and nonparametric models and methods in financial econometrics
Papers, arXiv.org View citations (4)
- Unified inference for sparse and dense longitudinal models
Biometrika, 2013, 100, (1), 203-212 View citations (5)
- A self-normalized confidence interval for the mean of a class of nonstationary processes
Biometrika, 2011, 98, (1), 81-90
- Nonparametric model validations for hidden Markov models with applications in financial econometrics
Journal of Econometrics, 2011, 162, (2), 225-239 View citations (2)
- Density estimation for nonlinear parametric models with conditional heteroscedasticity
Journal of Econometrics, 2010, 155, (1), 71-82 View citations (4)
- Nonparametric inference of discretely sampled stable Lévy processes
Journal of Econometrics, 2009, 153, (1), 83-92 View citations (6)
- Asymptotic theory for curve-crossing analysis
Stochastic Processes and their Applications, 2007, 117, (7), 862-877 View citations (2)
- Inference of trends in time series
Journal of the Royal Statistical Society Series B, 2007, 69, (3), 391-410 View citations (21)
The links between different versions of a paper are constructed automatically by matching on the titles.
Please contact if a link is incorrect.
Use this form
to add links between versions where the titles do not match.