Zhiping Lu

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Testing the fractionally integrated order of seasonal and non-seasonal unit roots is quite important for the economic and financial time series modelling. In this paper, Robinson test (1994) is applied to various well-known long memory models. Via Monte Carlo experiments, we study and compare the performances of this test using several sample sizes.
Long memory processes have been extensively studied over the past decades. When dealing with the financial and economic data, season-ality and time-varying long-range dependence can often be observed and thus some kind of non-stationarity can exist inside financial data sets. To take into account this kind of phenomena, we propose a new class of stochastic(More)
BACKGROUND To determine appropriate timing of an adaptive radiation therapy (ART) replan by evaluating anatomic and dosimetric changes of target volumes and organs at risk (OARs) during intensity-modulated radiation therapy (IMRT) for nasopharyngeal carcinoma (NPC). METHODS Nineteen NPC patients were recruited. Each patient had repeat computed tomography(More)
This study sought to compare the differences in target volumes and dose distributions to the targets and organs at risk (OARs) between a four-dimensional computed tomography (4DCT)-based respiratory-gated intensity-modulated radiation therapy (IMRT) plan (PlanEOE) and a three-dimensional CT (3DCT)-based IMRT plan (Plan3D) in patients with non-small-cell(More)
In this paper, nine memory parameter estimation procedures for the fractionally integrated I(d) process, semi-parametric and paramet-ric, which prevail in the existing literature are reviewed; through the simulation study under the ARFIMA(p, d, q) setting we cast a light on the finite sample performance of these estimation procedures for the non-stationary(More)
Intrathoracic endotracheal metastasis from a very distant site is extremely rare. We report the first case of such a disease in a 68-year-old man with nasopharyngeal carcinoma who presented with a cough and hemoptysis 34 months after finishing radiotherapy. Prior to tracheal metastasis, he developed a solitary metastasis in the lung and underwent(More)
Foreign exchange rate plays an important role in international finance. This paper examines unit roots and the long range dependence of 23 foreign exchange rates using Robinson's (1994) test, which is one of the most efficient tests when testing fractional orders of sea-sonal/cyclical long memory processes. Monte Carlo simulations are carried out to explore(More)
Testing the fractionally integrated order of seasonal and non-seasonal unit roots is quite important for the economic and financial time series modelling. In this paper, Robinson test (1994) is applied to various well-known long memory models. Via Monte Carlo experiments, we study and compare the performances of this test using several sample sizes.
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