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 ...
https://www.sciencedirect.com/science/article/pii/S0167947320301109 Computational Statistics Data Analysis Volume 151 ,November 2020, 107019 Nonparametric Bayesian inference for the spectral density based on irregularly spaced data Author links open overlay panel Shib ...
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 ...
R functions for “Tests for comparing time-invariant and time-varying spectra based on the Anderson-Darling Statistic’’ Date: 2019-01-16 Author: Shibin Zhang Maintainer: Shibin Zhang z hangshibin1@gmail.com Description: This document provides R functions for comparing time-invariant and ...
Bayesian copula spectral analysis for stationary time series Author links open overlay panel Shibin Zhang Show more https://doi.org/10.1016/j.csda.2018.10.001 Get rights and content Abstract Recently, quantile-based spectral analysis has drawn much attentio ...
https://doi.org/10.1111/jtsa.12299 Original Article Tests for Comparing Time‐Invariant and Time‐Varying Spectra Based on the Pearson Statistic Shibin Zhang Xin M. Tu First published: 3 April 2018 https://doi.org/10.1111/jtsa.12299 PDF TOO ...
http://dx.doi.org/10.1016/j.csda.2016.05.025 Computational Statistics Data Analysis Available online 7 June 2016 In Press, Accepted Manuscript — Note to users Adaptive spectral estimation for nonstationary multivariate time series Shibin Zhang , ...
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