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Ferrara‚ L.‚ Guegan‚ D. and Z. Lu (2010) Testing Fractional Order of Long Memory Processes: A Monte Carlo Study. Communications in Statistics - Simulation and Computation‚ 39‚ 795-806. (SCI‚ 通讯作者)
Lu‚ Z. (2009) Analysis of Stationary and Non-stationary Stochastic Long Memory Processes: Estimation‚ Applications and Forecasts. 博士毕业论文‚ ENS de Cachan‚ France and ECNU‚ China.
Lu‚ Z. (2011) Testing Unit Roots of the Financial Time Series Data:An Application to Major Stock Markets in Asia-Pacific Area. 应用概率统计. (独立作者‚ 已接受)
Lu‚ Z. and D. Guegan (2011) Test Unit Roots and Long Range Dependence of Foreign Exchange. Journal of Time Series Analysis. (SCI‚ 第一作者‚ 即将出版‚ Early View‚ Wiley Online Library‚ Article first published online: 1 MAR 2011 DOI: 10.1111/j.1467-9892.2011.00720.x )
Lu‚ Z. and D. Guegan (2011) Estimation of Time-Varying Long Memory Parameter Using Wavelet Method. Communications in Statistics - Simulation and Computation‚ 40‚4‚ 596-613. (SCI‚ 第一作者)