De-Hui Wang

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Person:257850

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zbMath Open wang.dehuiMaRDI QIDQ257850

List of research outcomes

PublicationDate of PublicationType
A threshold stochastic volatility model with explanatory variables2024-01-16Paper
A negative binomial thinning‐based bivariate INAR(1) process2023-12-14Paper
A new bivariate autoregressive model driven by logistic regression2023-11-29Paper
Statistical inference for self-exciting threshold INAR processes with missing values2023-10-31Paper
On bivariate threshold Poisson integer-valued autoregressive processes2023-09-28Paper
First-order binomial autoregressive processes with Markov-switching coefficients2023-09-19Paper
A new autoregressive process driven by explanatory variables and past observations: an application to PM 2.52023-07-27Paper
Estimation and testing of multivariate random coefficient autoregressive model based on empirical likelihood2023-07-18Paper
Analysis of zero-and-one inflated bounded count time series with applications to climate and crime data2023-07-12Paper
Bayesian empirical likelihood inference for the generalized binomial AR(1) model2023-01-17Paper
Flexible INAR(1) models for equidispersed, underdispersed or overdispersed counts2023-01-17Paper
A new binomial autoregressive process with explanatory variables2022-10-21Paper
Empirical likelihood confidence regions for autoregressive models with explanatory variables2022-10-06Paper
Generalized Poisson integer-valued autoregressive processes with structural changes2022-09-14Paper
Penalized empirical likelihood inference for the GINAR(p) model2022-08-11Paper
Quasi‐maximum exponential likelihood estimation for double‐threshold GARCH models2022-08-02Paper
First-order integer-valued autoregressive process with Markov-switching coefficients2022-07-22Paper
A new estimation for INAR(1) process with Poisson distribution2022-07-15Paper
A study of RCINAR(1) process with generalized negative binomial marginals2022-07-05Paper
Estimation and testing for the integer-valued threshold autoregressive models based on negative binomial thinning2022-06-21Paper
Modelling and monitoring of INAR(1) process with geometrically inflated Poisson innovations2022-06-13Paper
Risk models based on copulas for premiums and claim sizes2022-05-30Paper
Extended binomial AR(1) processes with generalized binomial thinning operator2022-05-18Paper
Flexible binomial AR(1) processes using copulas2022-04-08Paper
https://portal.mardi4nfdi.de/entity/Q50355072022-02-22Paper
Random coefficients integer-valued threshold autoregressive processes driven by logistic regression2022-01-20Paper
\(L_1\)-estimation for covariate-adjusted regression2022-01-20Paper
A new INAR(1) process with bounded support for counts showing equidispersion, underdispersion and overdispersion2022-01-14Paper
Penalized multiply robust estimation in high-order autoregressive processes with missing explanatory variables2021-12-07Paper
Order shrinkage and selection for the INGARCH(p,q) model2021-11-12Paper
Imputation-based semiparametric estimation for INAR(1) processes with missing data2021-11-08Paper
Statistical inference for the covariates-driven binomial AR(1) process2021-11-04Paper
Statistical inference for single-index-driven varying-coefficient time series model with explanatory variables2021-08-20Paper
Integer-valued time series model order shrinkage and selection via penalized quasi-likelihood approach2021-08-10Paper
A seasonal geometric INAR process based on negative binomial thinning operator2021-06-03Paper
Quantile regression for thinning-based INAR(1) models of time series of counts2021-05-11Paper
Estimating equation estimators of quantile differences for one sample with length-biased and right-censored data2021-05-03Paper
Research on Ruin Probability of RiskModel Based on AR(1) Time Series2021-04-26Paper
https://portal.mardi4nfdi.de/entity/Q33858852021-01-14Paper
A class of tests of proportional hazards assumption for left-truncated and right-censored data2020-11-04Paper
https://portal.mardi4nfdi.de/entity/Q33077992020-08-12Paper
Poisson autoregressive process modeling via the penalized conditional maximum likelihood procedure2020-04-29Paper
Control charts based on dependent count data with deflation or inflation of zeros2020-04-27Paper
Threshold autoregression analysis for finite-range time series of counts with an application on measles data2020-04-23Paper
A multinomial autoregressive model for finite-range time series of counts2020-02-28Paper
Estimation of parameters in the fractional compound Poisson process2020-02-27Paper
Locally most powerful test for the random coefficient autoregressive model2020-02-20Paper
Estimation of parameters in the self-exciting threshold autoregressive processes for nonlinear time series of counts2020-02-12Paper
https://portal.mardi4nfdi.de/entity/Q52096482020-01-22Paper
Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued autoregressive processes2019-11-20Paper
https://portal.mardi4nfdi.de/entity/Q51943182019-09-20Paper
https://portal.mardi4nfdi.de/entity/Q51943542019-09-20Paper
Parameter estimations for mixed generalized exponential distribution based on progressive type-I interval censoring2019-09-10Paper
Bivariate first-order random coefficient integer-valued autoregressive processes2019-08-09Paper
First-order random coefficients integer-valued threshold autoregressive processes2019-08-06Paper
A class of observation-driven random coefficient INAR(1) processes based on negative binomial thinning2019-04-30Paper
Empirical likelihood for first-order mixed integer-valued autoregressive model2018-10-29Paper
An integer-valued threshold autoregressive process based on negative binomial thinning2018-10-01Paper
Large and moderate deviations for the total population arising from a sub-critical Galton-Watson process with immigration2018-04-20Paper
Analyzing the general biased data by additive risk model2018-04-04Paper
Quasi-likelihood inference for self-exciting threshold integer-valued autoregressive processes2018-02-07Paper
https://portal.mardi4nfdi.de/entity/Q31316982018-01-29Paper
Bayesian estimation for first-order autoregressive model with explanatory variables2017-12-06Paper
Regularized estimation in GINAR(\(p\)) process2017-11-01Paper
Conditional heteroscedasticity test for Poisson autoregressive model2017-08-03Paper
https://portal.mardi4nfdi.de/entity/Q52765142017-07-14Paper
https://portal.mardi4nfdi.de/entity/Q52765242017-07-14Paper
https://portal.mardi4nfdi.de/entity/Q29844142017-05-17Paper
A note on the limiting properties of the least squares estimation for the random coefficient autoregressive model2017-04-27Paper
Precise large deviations of aggregate claims in a size-dependent renewal risk model with stopping time claim-number process2017-04-24Paper
Nonparametric estimation of interval-censored failure time data in the presence of informative censoring2017-04-21Paper
Analysis of panel count data with time-dependent covariates and informative observation process2017-04-21Paper
Ruin probabilities for a two-dimensional perturbed risk model with stochastic premiums2017-04-04Paper
https://portal.mardi4nfdi.de/entity/Q31806012017-01-06Paper
Empirical likelihood inference for INAR(1) model with explanatory variables2016-11-01Paper
Ruin probabilities for a perturbed risk model with stochastic premiums and constant interest force2016-09-12Paper
https://portal.mardi4nfdi.de/entity/Q29905642016-08-10Paper
https://portal.mardi4nfdi.de/entity/Q29922592016-08-10Paper
https://portal.mardi4nfdi.de/entity/Q29927952016-08-10Paper
Empirical likelihood inference for a semiparametric hazards regression model2016-07-15Paper
Nonparametric comparison of recurrent event processes based on panel count data2016-05-26Paper
Bivariate zero truncated Poisson INAR(1) process2016-05-26Paper
Empirical likelihood-based inference in Poisson autoregressive model with conditional moment restrictions2016-04-01Paper
Test for parameter changes in generalized random coefficient autoregressive model2016-03-17Paper
https://portal.mardi4nfdi.de/entity/Q34613832016-01-15Paper
https://portal.mardi4nfdi.de/entity/Q34613902016-01-15Paper
https://portal.mardi4nfdi.de/entity/Q34628222016-01-15Paper
Estimation in a partially linear single-index model with missing response variables and error-prone covariates2016-01-05Paper
Empirical Likelihood-based Inference for Stationary-ergodicity of the Generalized Random Coefficient Autoregressive Model2016-01-05Paper
https://portal.mardi4nfdi.de/entity/Q31957862015-10-28Paper
Nonparametric estimation of current status data with dependent censoring2015-10-15Paper
Parameter estimation of partial linear model under monotonicity constraints with censored data2015-08-07Paper
First-order mixed integer-valued autoregressive processes with zero-inflated generalized power series innovations2015-07-21Paper
https://portal.mardi4nfdi.de/entity/Q52572872015-06-29Paper
Inference for Random Coefficient INAR(1) Process Based on Frequency Domain Analysis2015-06-24Paper
Bidimensional discrete-time risk models based on bivariate claim count time series2015-03-20Paper
A Study for Missing Values in PINAR(1)TProcesses2015-03-13Paper
An Approximation Model of the Collective Risk Model with INAR(1) Claim Process2015-03-13Paper
https://portal.mardi4nfdi.de/entity/Q54981152015-02-11Paper
Empirical likelihood for linear and log-linear INGARCH models2015-01-29Paper
On a perturbed MAP risk model under a threshold dividend strategy2014-08-07Paper
Coefficient constancy test in generalized random coefficient autoregressive model2014-08-06Paper
https://portal.mardi4nfdi.de/entity/Q51660742014-06-30Paper
Empirical likelihood inference for random coefficient INAR(p) process2014-06-16Paper
Empirical Likelihood for First-order Autoregressive Error-in-variable of Models With Validation Data2014-06-11Paper
Empirical likelihood inference for partial linear models with ARCH(1) errors2014-05-14Paper
https://portal.mardi4nfdi.de/entity/Q53997902014-02-28Paper
Regression analysis of multivariate panel count data with an informative observation process2014-01-10Paper
https://portal.mardi4nfdi.de/entity/Q28584952013-11-19Paper
https://portal.mardi4nfdi.de/entity/Q28585072013-11-19Paper
Variable selection and estimation for multivariate panel count data via the seamless-${\it L}_{{\rm 0}}$ penalty2013-10-11Paper
https://portal.mardi4nfdi.de/entity/Q49265892013-06-20Paper
Statistical inference for generalized random coefficient autoregressive model2013-01-24Paper
https://portal.mardi4nfdi.de/entity/Q49014962013-01-24Paper
https://portal.mardi4nfdi.de/entity/Q49015022013-01-24Paper
Generalized RCINAR(1) Process with Signed Thinning Operator2012-10-23Paper
https://portal.mardi4nfdi.de/entity/Q29161742012-10-05Paper
https://portal.mardi4nfdi.de/entity/Q29162162012-10-05Paper
Ruin problems for an autoregressive risk model with dependent rates of interest2012-06-11Paper
https://portal.mardi4nfdi.de/entity/Q28868382012-06-01Paper
https://portal.mardi4nfdi.de/entity/Q28868452012-06-01Paper
https://portal.mardi4nfdi.de/entity/Q31104302012-01-27Paper
The limit theorem for dependent random variables with applications to autoregression models2011-11-17Paper
https://portal.mardi4nfdi.de/entity/Q30898332011-08-25Paper
https://portal.mardi4nfdi.de/entity/Q30149082011-07-19Paper
Generalized RCINAR(p) Process with Signed Thinning Operator2011-03-31Paper
The Empirical Likelihood for First-Order Random Coefficient Integer-Valued Autoregressive Processes2011-03-23Paper
Empirical Likelihood for an Autoregressive Model with Explanatory Variables2011-03-23Paper
Limit theory for random coefficient first-order autoregressive process under martingale difference error sequence2011-03-09Paper
Estimation and testing for a Poisson autoregressive model2011-02-18Paper
https://portal.mardi4nfdi.de/entity/Q31647052010-11-05Paper
Mixture normal models in which the proportions of susceptibility are related to dose levels2010-09-20Paper
Estimation of Parameters in the NLAR(p) Model2010-04-22Paper
A mixture integer-valued ARCH model2010-04-14Paper
Diagnostic checking integer-valued ARCH\((p)\) models using conditional residual autocorrelations2010-04-06Paper
https://portal.mardi4nfdi.de/entity/Q34037832010-02-12Paper
https://portal.mardi4nfdi.de/entity/Q34038302010-02-12Paper
Inference for INAR\((p)\) processes with signed generalized power series thinning operator2009-12-10Paper
https://portal.mardi4nfdi.de/entity/Q36407422009-11-11Paper
https://portal.mardi4nfdi.de/entity/Q36407612009-11-11Paper
https://portal.mardi4nfdi.de/entity/Q36407752009-11-11Paper
https://portal.mardi4nfdi.de/entity/Q36418852009-11-11Paper
https://portal.mardi4nfdi.de/entity/Q53201232009-07-22Paper
Local Estimation in AR Models with Nonparametric ARCH Errors2009-06-25Paper
Semiparametric estimation of regression functions in autoregressive models2009-03-04Paper
https://portal.mardi4nfdi.de/entity/Q35996302009-02-09Paper
https://portal.mardi4nfdi.de/entity/Q35013812008-06-03Paper
https://portal.mardi4nfdi.de/entity/Q35013872008-06-03Paper
https://portal.mardi4nfdi.de/entity/Q54562742008-04-04Paper
https://portal.mardi4nfdi.de/entity/Q54361282008-01-14Paper
Existence, uniqueness, and global attractivity of positive solutions and MLE of the parameters to the logistic equation with random perturbation2007-11-28Paper
https://portal.mardi4nfdi.de/entity/Q52957582007-07-31Paper
https://portal.mardi4nfdi.de/entity/Q34194032007-02-06Paper
https://portal.mardi4nfdi.de/entity/Q54899972006-10-04Paper
https://portal.mardi4nfdi.de/entity/Q54687722006-05-12Paper
https://portal.mardi4nfdi.de/entity/Q54687842006-05-12Paper
https://portal.mardi4nfdi.de/entity/Q33679712006-01-27Paper
https://portal.mardi4nfdi.de/entity/Q33679732006-01-27Paper
https://portal.mardi4nfdi.de/entity/Q56982502005-10-27Paper
https://portal.mardi4nfdi.de/entity/Q53115762005-08-23Paper
Estimation and testing for the parameters of ARCH(q) under ordered restriction2005-05-20Paper
https://portal.mardi4nfdi.de/entity/Q46726652005-05-03Paper
https://portal.mardi4nfdi.de/entity/Q46765122005-05-03Paper
https://portal.mardi4nfdi.de/entity/Q48109812004-08-17Paper
https://portal.mardi4nfdi.de/entity/Q44690222004-06-14Paper
https://portal.mardi4nfdi.de/entity/Q44274612004-02-03Paper
Median Unbiased and Maximum Likelihood Estimations of ARCH(0, 1) Coefficient2003-05-19Paper
https://portal.mardi4nfdi.de/entity/Q47804412002-11-19Paper
https://portal.mardi4nfdi.de/entity/Q45491472002-08-27Paper
https://portal.mardi4nfdi.de/entity/Q45391892002-07-04Paper
https://portal.mardi4nfdi.de/entity/Q45392072002-07-04Paper
https://portal.mardi4nfdi.de/entity/Q45393152002-07-04Paper
https://portal.mardi4nfdi.de/entity/Q45393242002-07-04Paper
https://portal.mardi4nfdi.de/entity/Q45167212000-11-28Paper

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