研究方向与兴趣

主要研究方向为时空数据统计分析，包括时间序列分析、频率域统计分析、统计计算、空间统计、过程统计、函数型相依数据分析等。研究内容以航运、环境、生物等学科中智能信息处理、管理决策等问题为背景，研究时间序列、随机场、随机过程、函数型相依数据的时/空域统计推断与统计计算方法、频率域统计分析，及其在航海安全、信号处理、环境与气候数据分析、物流管理等方面的应用。

学术研究方面的贡献主要有三个方面：（一）以计量经济与航海技术中的实际问题驱动，提出了一系列带跳随机过程模拟算法与统计推断的新理论与新方法；（二）以航运科学与工程中的具体问题为驱动，给出了一系列平稳与非平稳时间序列非参数谱推断的理论与方法；（三）以环境科学与工程、生命科学与工程中的具体问题为驱动，给出了规则与不规则抽样情况下时空数据统计分析的系列新理论与新方法。

发表的部分论文

[1] 张世斌. Wiener-type integral approximation for sampling distributions of irregularly spaced spatial data. Statistics and Computing, 2025, 35(4): 82. [https://doi.org/10.1007/s11222-025-10616-8]
Supplement to “Wiener-type integral approximation for sampling distributions of irregularly spaced spatial data.” [Supplementary file 1 (pdf 703 KB)]

[2] 马茹茹, 张世斌. Multiplier subsample bootstrap for statistics of time series. Journal of Statistical Planning and Inference, 2024, 233: 106183. [https://doi.org/10.1016/j.jspi.2024.106183]

[3] 张世斌. Statistical analysis of irregularly spaced spatial data in frequency domain. Journal of Time Series Analysis, 2024, 45(5): 714–738. [https://doi.org/10.1111/jtsa.12735]
Supplement to “Statistical analysis of irregularly spaced spatial data in frequency domain.” [jtsa12735-sup-001-Supinfo.pdf]

[4] 张明娟, 张世斌. A frequency-domain test for multivariate white noise. Journal of Statistical Theory and Practice, 2024, 18: 22. [https://doi.org/10.1007/s42519-024-00374-7]

[5] 张世斌. A copula spectral test for pairwise time reversibility. Annals of the Institute of Statistical Mathematics, 2023, 75: 705–729. [https://doi.org/10.1007/s10463-022-00859-x]

[6] 张世斌, Tu Xin M. Tests for comparing time-invariant and time-varying spectra based on the Anderson-Darling statistic. Statistica Neerlandica, 2022, 76(3): 254–282.  [https://doi.org/10.1111/stan.12259]

[7] 张世斌. Automatic estimation of spatial spectra via smoothing splines. Computational Statistics, 2022, 37: 565–590. [https://doi.org/10.1007/s00180-021-01141-z]

[8] 张世斌. A test for second-order stationarity of a time series based on the maximum of Anderson-Darling statistics. Journal of Statistical Planning and Inference, 2021, 215: 109–126. [https://doi.org/10.1016/j.jspi.2021.02.010]

[9] 张世斌. A spectral domain test of isotropic properties for irregularly spaced spatial data. Journal of Statistical Computation and Simulation, 2021, 91(1): 151–166. [https://doi.org/10.1080/00949655.2020.1807550]

[10] 张世斌. Nonparametric Bayesian inference for the spectral density based on irregularly spaced data. Computational Statistics and Data Analysis, 2020, 151, 107019. [https://doi.org/10.1016/j.csda.2020.107019]

[11] 张世斌. Bayesian copula spectral analysis for stationary time series. Computational Statistics and Data Analysis, 2019, 133: 166–179. [http://doi.org/10.1016/j.csda.2018.10.001]

[12] 张世斌, Tu Xin M. Tests for comparing time-invariant and time-varying spectra based on the Pearson statistic. Journal of Time Series Analysis, 2018, 39(5): 709–730. [https://doi.org/10.1111/jtsa.12299]

[13] 张世斌. Adaptive spectral estimation for nonstationary multivariate time series. Computational Statistics and Data Analysis, 2016, 103: 330–349. [https://doi.org/10.1016/j.csda.2016.05.025]

[14] 张世斌, 何旭铭. Inference based on adaptive grid selection of probability transforms. Statistics, 2016, 50(3): 667–688. [https://doi.org/10.1080/02331888.2015.1085866]

[15] 张世斌. Empirical likelihood methods for discretely observed Gaussian moving averages. Journal of Statistical Computation and Simulation, 2016, 86(5): 942–958. [https://doi.org/10.1080/00949655.2015.1046071]

[16] 刘广应, 张新生, 张世斌. Testing long memory based on a discretely observed process. Applied Mathematics-A Journal of Chinese Universities, 2016, 31(3): 253–268. [https://doi.org/10.1007/s11766-016-3342-y]

[17] 张世斌, 林正炎, 张新生. A least squares estimator for Lévy-driven moving averages based on discrete time observations. Communications in Statistics - Theory and Methods, 2015, 44(6): 1111–1129. [https://doi.org/10.1080/03610926.2012.763093]

[18] 张世斌, 张新生. Test for autocorrelation change in discretely observed Ornstein--Uhlenbeck processes driven by Lévy processes. SCIENCE CHINA Mathematics, 2013, 56(2): 339–357. [https://doi.org/10.1007/s11425-012-4511-y]

[19] 张世斌, 张新生. A least squares estimator for discretely observed Ornstein--Uhlenbeck processes driven by symmetric a-stable motions. Annals of the Institute of Statistical Mathematics, 2013, 65(1): 89–103. [https://doi.org/10.1007/s10463-012-0362-0]

[20] 张世斌. On some dependence structures for multidimensional Lévy driven moving averages. Journal of the Korean Statistical Society, 2012, 41(4): 555–562. [https://doi.org/10.1016/j.jkss.2012.01.004]

[21] 张世斌. Exact simulation of tempered stable Ornstein--Uhlenbeck processes. Journal of Statistical Computation and Simulation, 2011, 81(11): 1533–1544. [https://doi.org/10.1080/00949655.2010.494247]

[22] 张世斌. Transition-law based simulation of generalized inverse Gaussian Ornstein--Uhlenbeck processes. Methodology and Computing in Applied Probability, 2011, 13(3): 619–656. [https://doi.org/10.1007/s11009-010-9179-6]

[23] 张世斌, 张新生. Moment estimation of parameters for discretely sampled OU-compound Poisson processes. Chinese Journal of Applied Probability and Statistics, 2010, 26 (4): 384–398. [http://aps.ecnu.edu.cn/EN/abstract/abstract8638.shtml]

[24] 张世斌, 张新生. On the transition law of tempered stable Ornstein--Uhlenbeck processes. Journal of Applied Probability, 2009, 46(3): 721–731. [https://doi.org/10.1017/S0021900200005842]

[25] 张世斌, 张新生. Exact simulation of IG-OU processes. Methodology and Computing in Applied Probability, 2008, 10(3): 337–355. [https://doi.org/10.1007/s11009-007-9056-0]

[26] 张世斌, 张新生, 孙曙光. Parametric estimation of discretely sampled Gamma-OU processes. SCIENCE CHINA Mathematics, 2006, 49(9): 1231–1257. [https://doi.org/10.1007/s11425-006-2015-3]

[27] 张世斌, 张新生. 基于分位数与耦合诊断平稳随机过程相依性. 中国科学: 数学, 2019, 49(3): 591 – 606. [https://www.sciengine.com/doi/pdf/01C53F6A18964E0196900FDE7FB14EDA]

[28] 鲍春玲, 张世斌. 考虑碳排放的冷链物流联合配送路径优化. 工业工程与管理, 2018, 23(5): 95–100, 107. [http://www.cnki.com.cn/Article/CJFDTotal-GYGC201805013.htm]

[29] 程迪, 张世斌. 动态异方差随机前沿模型的Bayesian推断. 高校应用数学学报A辑, 2016, 31(2): 127–135. [http://www.amjcu.zju.edu.cn/amjcua/2010-2019/201602/127-135.pdf]

[30] 张世斌, 林正炎. 时间变换稳定Lévy过程幂变差的极限定理. 数学年刊A辑, 2013, 34(4): 385–400. [https://cnki.com.cn/Article/CJFDTOTAL-SXNZ201304001.htm]

[31] 刘晓君, 张世斌. 正态倒伽马随机前沿模型的Bayesian推断. 高校应用数学学报A辑, 2013, 28(4): 488–496. [http://www.math.zju.edu.cn/amjcu/A/201304/488-496.pdf]

[32] 张世斌, 付长青, 劳兰珺. 具有违约风险的市场结构及具有违约风险的违约零补偿的美式权益的定价. 应用概率统计, 2003, 19(4): 371–382. [https://d.wanfangdata.com.cn/periodical/yygltj200304006]

著作与教材

[1] 张世斌 (编著). 现代统计理论与计算. 北京: 科学出版社, 2022-06. ISBN：9787030724878. (38.0万字)

[2] 张世斌 (著). 谱域统计分析—由航海安全问题驱动的数据科学. 北京: 科学出版社, 2021-04. ISBN：9787030684189.  (24.5万字)

[3] 张世斌 (编著). 数学建模的思想与方法. 上海: 上海交通大学出版社, 2015-03. ISBN: 978-7-313-12453-1/0. (44.7万字)

主持的代表性项目

承担过的教学课程

概率论与数理统计（本）、数学建模（本）、金融数学（本，双语）、数据库原理（本）、线性代数（本）、运筹学（本）、经济数学模型（研）、随机过程（研）、高等数理统计（研）、现代统计计算方法（研）、多元统计分析（研）、Probability and Statistics（留学生，研，全英文）、应用统计案例分析（研）、回归分析（本）、非参数统计（本）、贝叶斯统计（本）