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Zhibiao Zhao

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This is information that was supplied by Zhibiao Zhao in registering through RePEc. If you are Zhibiao Zhao , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Zhibiao
Middle Name:
Last Name: Zhao
Suffix:

RePEc Short-ID: pzh185

Email:
Homepage: http://www.stat.psu.edu/~zuz13
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Affiliation

Pennsylvania State University, Department of Statistics
Homepage: http://www.stat.psu.edu
Location: University Park

Works

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Working papers

  1. Zhibiao Zhao, 2008. "Parametric and nonparametric models and methods in financial econometrics," Papers 0801.1599, arXiv.org, revised Mar 2008.

Articles

  1. Seonjin Kim & Zhibiao Zhao, 2013. "Unified inference for sparse and dense longitudinal models," Biometrika, Biometrika Trust, vol. 100(1), pages 203-212.
  2. Zhao, Zhibiao, 2011. "Nonparametric model validations for hidden Markov models with applications in financial econometrics," Journal of Econometrics, Elsevier, vol. 162(2), pages 225-239, June.
  3. Zhibiao Zhao, 2011. "A self-normalized confidence interval for the mean of a class of nonstationary processes," Biometrika, Biometrika Trust, vol. 98(1), pages 81-90.
  4. Zhao, Zhibiao, 2010. "Density estimation for nonlinear parametric models with conditional heteroscedasticity," Journal of Econometrics, Elsevier, vol. 155(1), pages 71-82, March.
  5. Zhao, Zhibiao & Wu, Wei Biao, 2009. "Nonparametric inference of discretely sampled stable Lévy processes," Journal of Econometrics, Elsevier, vol. 153(1), pages 83-92, November.
  6. Zhao, Zhibiao & Wu, Wei Biao, 2007. "Asymptotic theory for curve-crossing analysis," Stochastic Processes and their Applications, Elsevier, vol. 117(7), pages 862-877, July.
  7. Wei Biao Wu & Zhibiao Zhao, 2007. "Inference of trends in time series," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 69(3), pages 391-410.

Statistics

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