| Publication | Date of Publication | Type |
|---|
Estimation for partially linear single-index spatial autoregressive model with covariate measurement errors
Statistical Papers | 2024-11-18 | Paper |
A zero-modified geometric INAR(1) model for analyzing count time series with multiple features
The Canadian Journal of Statistics | 2024-11-04 | Paper |
A new threshold INAR(1) model based on modified negative binomial operator with random coefficient
Journal of Statistical Computation and Simulation | 2024-08-13 | Paper |
A class of \(k\)th-order dependence-driven random coefficient mixed thinning integer-valued autoregressive process to analyse epileptic seizure data and COVID-19 data
Australian \& New Zealand Journal of Statistics | 2024-07-30 | Paper |
A study for the NMBAR(1) processes
Communications in Statistics. Simulation and Computation | 2024-06-19 | Paper |
A new first-order mixture Integer-valued threshold autoregressive process based on binomial thinning and negative binomial thinning
Journal of Statistical Planning and Inference | 2024-05-21 | Paper |
A new RCAR(1) model based on explanatory variables and observations
Communications in Statistics. Theory and Methods | 2024-05-17 | Paper |
A threshold stochastic volatility model with explanatory variables
Statistica Neerlandica | 2024-01-16 | Paper |
A negative binomial thinning‐based bivariate INAR(1) process
Statistica Neerlandica | 2023-12-14 | Paper |
A new bivariate autoregressive model driven by logistic regression
Communications in Statistics: Theory and Methods | 2023-11-29 | Paper |
Statistical inference for self-exciting threshold INAR processes with missing values
Communications in Mathematics and Statistics | 2023-10-31 | Paper |
On bivariate threshold Poisson integer-valued autoregressive processes
Metrika | 2023-09-28 | Paper |
First-order binomial autoregressive processes with Markov-switching coefficients
Journal of Statistical Computation and Simulation | 2023-09-19 | Paper |
A new autoregressive process driven by explanatory variables and past observations: an application to PM 2.5
Statistical Methods and Applications | 2023-07-27 | Paper |
Estimation and testing of multivariate random coefficient autoregressive model based on empirical likelihood
Communications in Statistics. Simulation and Computation | 2023-07-18 | Paper |
Analysis of zero-and-one inflated bounded count time series with applications to climate and crime data
Test | 2023-07-12 | Paper |
Bayesian empirical likelihood inference for the generalized binomial AR(1) model
Journal of the Korean Statistical Society | 2023-01-17 | Paper |
Flexible INAR(1) models for equidispersed, underdispersed or overdispersed counts
Journal of the Korean Statistical Society | 2023-01-17 | Paper |
A new binomial autoregressive process with explanatory variables
Journal of Computational and Applied Mathematics | 2022-10-21 | Paper |
Empirical likelihood confidence regions for autoregressive models with explanatory variables
Journal of the Korean Statistical Society | 2022-10-06 | Paper |
Generalized Poisson integer-valued autoregressive processes with structural changes
Journal of Applied Statistics | 2022-09-14 | Paper |
Penalized empirical likelihood inference for the GINAR(p) model
Statistics | 2022-08-11 | Paper |
Quasi-maximum exponential likelihood estimation for double-threshold GARCH models
The Canadian Journal of Statistics | 2022-08-02 | Paper |
First-order integer-valued autoregressive process with Markov-switching coefficients
Communications in Statistics: Theory and Methods | 2022-07-22 | Paper |
A new estimation for INAR(1) process with Poisson distribution
Computational Statistics | 2022-07-15 | Paper |
A study of RCINAR(1) process with generalized negative binomial marginals
Communications in Statistics. Simulation and Computation | 2022-07-05 | Paper |
Estimation and testing for the integer-valued threshold autoregressive models based on negative binomial thinning
Communications in Statistics. Simulation and Computation | 2022-06-21 | Paper |
Modelling and monitoring of INAR(1) process with geometrically inflated Poisson innovations
Journal of Applied Statistics | 2022-06-13 | Paper |
Risk models based on copulas for premiums and claim sizes
Communications in Statistics: Theory and Methods | 2022-05-30 | Paper |
Extended binomial AR(1) processes with generalized binomial thinning operator
Communications in Statistics: Theory and Methods | 2022-05-18 | Paper |
Flexible binomial AR(1) processes using copulas
Journal of Statistical Planning and Inference | 2022-04-08 | Paper |
scientific article; zbMATH DE number 7478014 (Why is no real title available?)
| 2022-02-22 | Paper |
Interval estimation of random coefficient integer-valued autoregressive model based on mean empirical likelihood method
Mathematical Problems in Engineering | 2022-01-24 | Paper |
\(L_1\)-estimation for covariate-adjusted regression
Journal of Inequalities and Applications | 2022-01-20 | Paper |
Random coefficients integer-valued threshold autoregressive processes driven by logistic regression
AStA. Advances in Statistical Analysis | 2022-01-20 | Paper |
A new INAR(1) process with bounded support for counts showing equidispersion, underdispersion and overdispersion
Statistical Papers | 2022-01-14 | Paper |
Penalized multiply robust estimation in high-order autoregressive processes with missing explanatory variables
Journal of Multivariate Analysis | 2021-12-07 | Paper |
Order shrinkage and selection for the INGARCH(p,q) model
International Journal of Biomathematics | 2021-11-12 | Paper |
Imputation-based semiparametric estimation for INAR(1) processes with missing data
Hacettepe Journal of Mathematics and Statistics | 2021-11-08 | Paper |
Statistical inference for the covariates-driven binomial AR(1) process
Acta Mathematicae Applicatae Sinica. English Series | 2021-11-04 | Paper |
Statistical inference for single-index-driven varying-coefficient time series model with explanatory variables
Proceedings of the Indian Academy of Sciences. Mathematical Sciences | 2021-08-20 | Paper |
Integer-valued time series model order shrinkage and selection via penalized quasi-likelihood approach
Metrika | 2021-08-10 | Paper |
A seasonal geometric INAR process based on negative binomial thinning operator
Statistical Papers | 2021-06-03 | Paper |
Quantile regression for thinning-based INAR(1) models of time series of counts
Acta Mathematicae Applicatae Sinica. English Series | 2021-05-11 | Paper |
Estimating equation estimators of quantile differences for one sample with length-biased and right-censored data
Statistics and Its Interface | 2021-05-03 | Paper |
Research on ruin probability of risk model based on AR (1) time series
Communications in Mathematical Research | 2021-04-26 | Paper |
Parameter estimation for \({\mathrm{MGINAR}}(p)\) model with missing data
| 2021-01-14 | Paper |
A class of tests of proportional hazards assumption for left-truncated and right-censored data
Journal of Applied Statistics | 2020-11-04 | Paper |
scientific article; zbMATH DE number 7234888 (Why is no real title available?)
| 2020-08-12 | Paper |
Poisson autoregressive process modeling via the penalized conditional maximum likelihood procedure
Statistical Papers | 2020-04-29 | Paper |
Control charts based on dependent count data with deflation or inflation of zeros
Journal of Statistical Computation and Simulation | 2020-04-27 | Paper |
Threshold autoregression analysis for finite-range time series of counts with an application on measles data
Journal of Statistical Computation and Simulation | 2020-04-23 | Paper |
A multinomial autoregressive model for finite-range time series of counts
Journal of Statistical Planning and Inference | 2020-02-28 | Paper |
Estimation of parameters in the fractional compound Poisson process
Communications in Nonlinear Science and Numerical Simulation | 2020-02-27 | Paper |
Locally most powerful test for the random coefficient autoregressive model
Mathematical Problems in Engineering | 2020-02-20 | Paper |
Estimation of parameters in the self-exciting threshold autoregressive processes for nonlinear time series of counts
Applied Mathematical Modelling | 2020-02-12 | Paper |
Bayesian estimation of parameter of Poisson distribution under weighted balanced entropy loss function
| 2020-01-22 | Paper |
Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued autoregressive processes
Metrika | 2019-11-20 | Paper |
Random index central limit theorem for LPQD sequences
| 2019-09-20 | Paper |
scientific article; zbMATH DE number 7108722 (Why is no real title available?)
| 2019-09-20 | Paper |
Parameter estimations for mixed generalized exponential distribution based on progressive type-I interval censoring
Cogent Mathematics | 2019-09-10 | Paper |
Bivariate first-order random coefficient integer-valued autoregressive processes
Journal of Statistical Planning and Inference | 2019-08-09 | Paper |
First-order random coefficients integer-valued threshold autoregressive processes
AStA. Advances in Statistical Analysis | 2019-08-06 | Paper |
A class of observation-driven random coefficient INAR(1) processes based on negative binomial thinning
Journal of the Korean Statistical Society | 2019-04-30 | Paper |
Empirical likelihood for first-order mixed integer-valued autoregressive model
Applied Mathematics. Series B (English Edition) | 2018-10-29 | Paper |
An integer-valued threshold autoregressive process based on negative binomial thinning
Statistical Papers | 2018-10-01 | Paper |
Large and moderate deviations for the total population arising from a sub-critical Galton-Watson process with immigration
Journal of Theoretical Probability | 2018-04-20 | Paper |
Analyzing the general biased data by additive risk model
Science China. Mathematics | 2018-04-04 | Paper |
Quasi-likelihood inference for self-exciting threshold integer-valued autoregressive processes
Computational Statistics | 2018-02-07 | Paper |
Risk model with change-point claims process
| 2018-01-29 | Paper |
Bayesian estimation for first-order autoregressive model with explanatory variables
Communications in Statistics: Theory and Methods | 2017-12-06 | Paper |
Regularized estimation in GINAR(\(p\)) process
Journal of the Korean Statistical Society | 2017-11-01 | Paper |
Conditional heteroscedasticity test for Poisson autoregressive model
Communications in Statistics: Theory and Methods | 2017-08-03 | Paper |
scientific article; zbMATH DE number 6746251 (Why is no real title available?)
| 2017-07-14 | Paper |
A class of ruin probability model with dependent structure
| 2017-07-14 | Paper |
Bayesian estimation for a geometric distribution with Logistic regressive structure and its application
| 2017-05-17 | Paper |
A note on the limiting properties of the least squares estimation for the random coefficient autoregressive model
Communications in Statistics: Theory and Methods | 2017-04-27 | Paper |
Precise large deviations of aggregate claims in a size-dependent renewal risk model with stopping time claim-number process
Journal of Inequalities and Applications | 2017-04-24 | Paper |
Nonparametric estimation of interval-censored failure time data in the presence of informative censoring
Acta Mathematicae Applicatae Sinica. English Series | 2017-04-21 | Paper |
Analysis of panel count data with time-dependent covariates and informative observation process
Acta Mathematicae Applicatae Sinica. English Series | 2017-04-21 | Paper |
Ruin probabilities for a two-dimensional perturbed risk model with stochastic premiums
Acta Mathematicae Applicatae Sinica. English Series | 2017-04-04 | Paper |
Statistical properties of \((a,b)\) class distribution
| 2017-01-06 | Paper |
Empirical likelihood inference for INAR(1) model with explanatory variables
Journal of the Korean Statistical Society | 2016-11-01 | Paper |
Ruin probabilities for a perturbed risk model with stochastic premiums and constant interest force
Journal of Inequalities and Applications | 2016-09-12 | Paper |
Capital allocation based on Haezendonck-Goovaerts risk measure
| 2016-08-10 | Paper |
Parameter estimation for a threshold Poisson log-linear autoregressive model
| 2016-08-10 | Paper |
scientific article; zbMATH DE number 6611158 (Why is no real title available?)
| 2016-08-10 | Paper |
Empirical likelihood inference for a semiparametric hazards regression model
Communications in Statistics: Theory and Methods | 2016-07-15 | Paper |
Nonparametric comparison of recurrent event processes based on panel count data
Journal of the Korean Statistical Society | 2016-05-26 | Paper |
Bivariate zero truncated Poisson INAR(1) process
Journal of the Korean Statistical Society | 2016-05-26 | Paper |
Empirical likelihood-based inference in Poisson autoregressive model with conditional moment restrictions
Journal of Inequalities and Applications | 2016-04-01 | Paper |
Test for parameter changes in generalized random coefficient autoregressive model
Journal of Inequalities and Applications | 2016-03-17 | Paper |
scientific article; zbMATH DE number 6531970 (Why is no real title available?)
| 2016-01-15 | Paper |
Credibility premiums under entropy-balanced loss function
| 2016-01-15 | Paper |
Statistical inference for the parameters of Rayleigh distribution based on progressively type-I interval censored sample
| 2016-01-15 | Paper |
Estimation in a partially linear single-index model with missing response variables and error-prone covariates
Journal of Inequalities and Applications | 2016-01-05 | Paper |
Empirical likelihood-based inference for stationary-ergodicity of the generalized random coefficient autoregressive model
Communications in Statistics: Theory and Methods | 2016-01-05 | Paper |
A smoothing estimation in accelerated failure time model for clustered data
| 2015-10-28 | Paper |
Nonparametric estimation of current status data with dependent censoring
Lifetime Data Analysis | 2015-10-15 | Paper |
Parameter estimation of partial linear model under monotonicity constraints with censored data
Journal of the Korean Statistical Society | 2015-08-07 | Paper |
First-order mixed integer-valued autoregressive processes with zero-inflated generalized power series innovations
Journal of the Korean Statistical Society | 2015-07-21 | Paper |
Statistical inference for the parameters of Pareto distribution based on progressively type-I interval censored samples
| 2015-06-29 | Paper |
Inference for random coefficient INAR(1) process based on frequency domain analysis
Communications in Statistics. Simulation and Computation | 2015-06-24 | Paper |
Bidimensional discrete-time risk models based on bivariate claim count time series
Journal of Inequalities and Applications | 2015-03-20 | Paper |
An approximation model of the collective risk model with INAR(1) claim process
Communications in Statistics: Theory and Methods | 2015-03-13 | Paper |
A study for missing values in PINAR(1)\(_T\) processes
Communications in Statistics: Theory and Methods | 2015-03-13 | Paper |
Pre-smoothing in a partial functional linear regression model
| 2015-02-11 | Paper |
Empirical likelihood for linear and log-linear INGARCH models
Journal of the Korean Statistical Society | 2015-01-29 | Paper |
On a perturbed MAP risk model under a threshold dividend strategy
Journal of the Korean Statistical Society | 2014-08-07 | Paper |
Coefficient constancy test in generalized random coefficient autoregressive model
Applied Mathematics and Computation | 2014-08-06 | Paper |
Efficient mean estimations in a log-normal linear model with first-order correlated errors
| 2014-06-30 | Paper |
Empirical likelihood inference for random coefficient INAR(\(p\)) process
Journal of Time Series Analysis | 2014-06-16 | Paper |
Empirical Likelihood for First-order Autoregressive Error-in-variable of Models With Validation Data
Communications in Statistics: Theory and Methods | 2014-06-11 | Paper |
Empirical likelihood inference for partial linear models with ARCH(1) errors
Mathematical and Computer Modelling | 2014-05-14 | Paper |
scientific article; zbMATH DE number 6263624 (Why is no real title available?)
| 2014-02-28 | Paper |
Regression analysis of multivariate panel count data with an informative observation process
Journal of Multivariate Analysis | 2014-01-10 | Paper |
Measure on the sum of upper comonotonic random variables
Journal of Jilin University. Science Edition | 2013-11-19 | Paper |
The smallest asymptotic variance estimator for generalized random coefficient autoregressive models
Journal of Jilin University. Science Edition | 2013-11-19 | Paper |
Variable selection and estimation for multivariate panel count data via the seamless-\(L_0\) penalty
The Canadian Journal of Statistics | 2013-10-11 | Paper |
Risk measure and premium distribution on catastrophe reinsurance
| 2013-06-20 | Paper |
Statistical inference for generalized random coefficient autoregressive model
Mathematical and Computer Modelling | 2013-01-24 | Paper |
Upper bounds for the ruin probabilities in dependent risk models with Markov chains interest rates
| 2013-01-24 | Paper |
Estimation of scale parameters of Weibull distributions under entropy loss functions based on progressive type-II censoring
| 2013-01-24 | Paper |
Generalized RCINAR(1) process with signed thinning operator
Communications in Statistics. Theory and Methods | 2012-10-23 | Paper |
Empirical likelihood in partial linear models under \(m\)-dependent errors
Chinese Journal of Applied Probability and Statistics | 2012-10-05 | Paper |
Bayesian estimation of a time varying parameter autoregression model
Journal of Jilin University. Science Edition | 2012-10-05 | Paper |
Ruin problems for an autoregressive risk model with dependent rates of interest
Applied Mathematics and Computation | 2012-06-11 | Paper |
Empirical likelihood in partial linear models with MA(\(\infty\)) error process
Journal of Jilin University. Science Edition | 2012-06-01 | Paper |
Quasi-likelihood estimation of parameters in AR(2) model under order restriction
Journal of Jilin University. Science Edition | 2012-06-01 | Paper |
Bayesian estimation of parameters in INAR (1) models
| 2012-01-27 | Paper |
The limit theorem for dependent random variables with applications to autoregression models
Journal of Systems Science and Complexity | 2011-11-17 | Paper |
The application of order restricted statistical methods in the analysis of the students' marks
| 2011-08-25 | Paper |
Local polynomial estimator of the regression function in autoregression models with errors in variables
| 2011-07-19 | Paper |
Generalized RCINAR(p) Process with Signed Thinning Operator
Communications in Statistics. Simulation and Computation | 2011-03-31 | Paper |
The empirical likelihood for first-order random coefficient integer-valued autoregressive pro\-cesses
Communications in Statistics: Theory and Methods | 2011-03-23 | Paper |
Empirical likelihood for an autoregressive model with explanatory variables
Communications in Statistics: Theory and Methods | 2011-03-23 | Paper |
Limit theory for random coefficient first-order autoregressive process under martingale difference error sequence
Journal of Computational and Applied Mathematics | 2011-03-09 | Paper |
Estimation and testing for a Poisson autoregressive model
Metrika | 2011-02-18 | Paper |
Empirical likelihood inference for stationary ARIMA\((p,d,q)\) models
| 2010-11-05 | Paper |
Mixture normal models in which the proportions of susceptibility are related to dose levels
Acta Mathematicae Applicatae Sinica. English Series | 2010-09-20 | Paper |
Estimation of Parameters in the NLAR(p) Model
Journal of Time Series Analysis | 2010-04-22 | Paper |
A mixture integer-valued ARCH model
Journal of Statistical Planning and Inference | 2010-04-14 | Paper |
Diagnostic checking integer-valued ARCH\((p)\) models using conditional residual autocorrelations
Computational Statistics and Data Analysis | 2010-04-06 | Paper |
scientific article; zbMATH DE number 5670652 (Why is no real title available?)
| 2010-02-12 | Paper |
Parameter estimation and asymptotic properties for a simplified new Laplace AR(1) model
| 2010-02-12 | Paper |
Inference for INAR\((p)\) processes with signed generalized power series thinning operator
Journal of Statistical Planning and Inference | 2009-12-10 | Paper |
scientific article; zbMATH DE number 5630239 (Why is no real title available?)
| 2009-11-11 | Paper |
Estimator of scale parameter in a subclass of the exponential family under symmetric entropy loss
| 2009-11-11 | Paper |
Estimators of parameters in a scale family under symmetric loss
| 2009-11-11 | Paper |
Approximate Bayesian estimation of parameters in Poisson regression under quadratic loss function
| 2009-11-11 | Paper |
scientific article; zbMATH DE number 5584528 (Why is no real title available?)
| 2009-07-22 | Paper |
Local Estimation in AR Models with Nonparametric ARCH Errors
Communications in Statistics: Theory and Methods | 2009-06-25 | Paper |
Semiparametric estimation of regression functions in autoregressive models
Statistics \& Probability Letters | 2009-03-04 | Paper |
scientific article; zbMATH DE number 5504826 (Why is no real title available?)
| 2009-02-09 | Paper |
Consistency of kernel-type density estimators in the case of \(m\)-dependent samples
| 2008-06-03 | Paper |
Invariance of estimators of scale parameters under a class of symmetric loss functions
| 2008-06-03 | Paper |
Median unbiased estimation of bivariate predictive regression models with heavy-tailed or heteroscedastic errors
| 2008-04-04 | Paper |
Asymptotic expansion for the distribution of a median unbiased estimator of ARCH(0,1) coefficient
| 2008-01-14 | Paper |
Existence, uniqueness, and global attractivity of positive solutions and MLE of the parameters to the logistic equation with random perturbation
Science in China. Series A | 2007-11-28 | Paper |
Parameter estimation for the \(\mathrm {NEAR}(p)\) model
| 2007-07-31 | Paper |
scientific article; zbMATH DE number 5122655 (Why is no real title available?)
| 2007-02-06 | Paper |
Estimation of the scale parameter under a symmetric loss function
| 2006-10-04 | Paper |
scientific article; zbMATH DE number 5023061 (Why is no real title available?)
| 2006-05-12 | Paper |
Estimation and testing for the parameters of \(\operatorname{AR}(p)\)-\(\operatorname {ARCH}(q)\) under ordered restriction
| 2006-05-12 | Paper |
scientific article; zbMATH DE number 5002101 (Why is no real title available?)
| 2006-01-27 | Paper |
scientific article; zbMATH DE number 5002103 (Why is no real title available?)
| 2006-01-27 | Paper |
scientific article; zbMATH DE number 2219510 (Why is no real title available?)
| 2005-10-27 | Paper |
scientific article; zbMATH DE number 2197665 (Why is no real title available?)
| 2005-08-23 | Paper |
Estimation and testing for the parameters of ARCH(q) under ordered restriction
Journal of Time Series Analysis | 2005-05-20 | Paper |
scientific article; zbMATH DE number 2164009 (Why is no real title available?)
| 2005-05-03 | Paper |
scientific article; zbMATH DE number 2164702 (Why is no real title available?)
| 2005-05-03 | Paper |
scientific article; zbMATH DE number 2092196 (Why is no real title available?)
| 2004-08-17 | Paper |
scientific article; zbMATH DE number 2074004 (Why is no real title available?)
| 2004-06-14 | Paper |
scientific article; zbMATH DE number 1983552 (Why is no real title available?)
| 2004-02-03 | Paper |
Median Unbiased and Maximum Likelihood Estimations of ARCH(0, 1) Coefficient
Communications in Statistics: Theory and Methods | 2003-05-19 | Paper |
scientific article; zbMATH DE number 1832461 (Why is no real title available?)
| 2002-11-19 | Paper |
scientific article; zbMATH DE number 1789836 (Why is no real title available?)
| 2002-08-27 | Paper |
scientific article; zbMATH DE number 1763830 (Why is no real title available?)
| 2002-07-04 | Paper |
scientific article; zbMATH DE number 1763841 (Why is no real title available?)
| 2002-07-04 | Paper |
scientific article; zbMATH DE number 1763929 (Why is no real title available?)
| 2002-07-04 | Paper |
scientific article; zbMATH DE number 1763937 (Why is no real title available?)
| 2002-07-04 | Paper |
scientific article; zbMATH DE number 1536487 (Why is no real title available?)
| 2000-11-28 | Paper |
Bivariate first-order random coefficient integer-valued autoregressive processes based on modified negative binomial operator
| N/A | Paper |
