Dehui Wang

From MaRDI portal
(Redirected from Person:257850)



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
A new binomial AR(1) process with dependent counting series driven by explanatory variables
Stat
2026-02-26Paper
Observation-driven random coefficient threshold INAR models for count time series
Stat
2026-02-26Paper
Quantile regression estimation for Poisson autoregressive models
Journal of Time Series Analysis
2026-02-23Paper
Bivariate first-order random coefficient integer-valued autoregressive processes based on modified negative binomial operator
Communications in Statistics. Simulation and Computation
2026-02-10Paper
Analysis of nonuniform DAR(1) processes with mismatched explanatory variables
Statistics and Computing
2026-01-22Paper
A novel varying-coefficient autoregressive model with explanatory variable
Communications in Nonlinear Science and Numerical Simulation
2026-01-15Paper
Estimation for partially linear single-index spatial autoregressive model with covariate measurement errors
Statistical Papers
2024-11-18Paper
A zero-modified geometric INAR(1) model for analyzing count time series with multiple features
The Canadian Journal of Statistics
2024-11-04Paper
A new threshold INAR(1) model based on modified negative binomial operator with random coefficient
Journal of Statistical Computation and Simulation
2024-08-13Paper
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
2024-07-30Paper
A study for the NMBAR(1) processes
Communications in Statistics. Simulation and Computation
2024-06-19Paper
A new first-order mixture Integer-valued threshold autoregressive process based on binomial thinning and negative binomial thinning
Journal of Statistical Planning and Inference
2024-05-21Paper
A new RCAR(1) model based on explanatory variables and observations
Communications in Statistics. Theory and Methods
2024-05-17Paper
A threshold stochastic volatility model with explanatory variables
Statistica Neerlandica
2024-01-16Paper
A negative binomial thinning‐based bivariate INAR(1) process
Statistica Neerlandica
2023-12-14Paper
A new bivariate autoregressive model driven by logistic regression
Communications in Statistics: Theory and Methods
2023-11-29Paper
Statistical inference for self-exciting threshold INAR processes with missing values
Communications in Mathematics and Statistics
2023-10-31Paper
On bivariate threshold Poisson integer-valued autoregressive processes
Metrika
2023-09-28Paper
First-order binomial autoregressive processes with Markov-switching coefficients
Journal of Statistical Computation and Simulation
2023-09-19Paper
A new autoregressive process driven by explanatory variables and past observations: an application to PM 2.5
Statistical Methods and Applications
2023-07-27Paper
Estimation and testing of multivariate random coefficient autoregressive model based on empirical likelihood
Communications in Statistics. Simulation and Computation
2023-07-18Paper
Analysis of zero-and-one inflated bounded count time series with applications to climate and crime data
Test
2023-07-12Paper
Bayesian empirical likelihood inference for the generalized binomial AR(1) model
Journal of the Korean Statistical Society
2023-01-17Paper
Flexible INAR(1) models for equidispersed, underdispersed or overdispersed counts
Journal of the Korean Statistical Society
2023-01-17Paper
A new binomial autoregressive process with explanatory variables
Journal of Computational and Applied Mathematics
2022-10-21Paper
Empirical likelihood confidence regions for autoregressive models with explanatory variables
Journal of the Korean Statistical Society
2022-10-06Paper
Generalized Poisson integer-valued autoregressive processes with structural changes
Journal of Applied Statistics
2022-09-14Paper
Penalized empirical likelihood inference for the GINAR(p) model
Statistics
2022-08-11Paper
Quasi-maximum exponential likelihood estimation for double-threshold GARCH models
The Canadian Journal of Statistics
2022-08-02Paper
First-order integer-valued autoregressive process with Markov-switching coefficients
Communications in Statistics: Theory and Methods
2022-07-22Paper
A new estimation for INAR(1) process with Poisson distribution
Computational Statistics
2022-07-15Paper
A study of RCINAR(1) process with generalized negative binomial marginals
Communications in Statistics. Simulation and Computation
2022-07-05Paper
Estimation and testing for the integer-valued threshold autoregressive models based on negative binomial thinning
Communications in Statistics. Simulation and Computation
2022-06-21Paper
Modelling and monitoring of INAR(1) process with geometrically inflated Poisson innovations
Journal of Applied Statistics
2022-06-13Paper
Risk models based on copulas for premiums and claim sizes
Communications in Statistics: Theory and Methods
2022-05-30Paper
Extended binomial AR(1) processes with generalized binomial thinning operator
Communications in Statistics: Theory and Methods
2022-05-18Paper
Flexible binomial AR(1) processes using copulas
Journal of Statistical Planning and Inference
2022-04-08Paper
scientific article; zbMATH DE number 7478014 (Why is no real title available?)2022-02-22Paper
Interval estimation of random coefficient integer-valued autoregressive model based on mean empirical likelihood method
Mathematical Problems in Engineering
2022-01-24Paper
\(L_1\)-estimation for covariate-adjusted regression
Journal of Inequalities and Applications
2022-01-20Paper
Random coefficients integer-valued threshold autoregressive processes driven by logistic regression
AStA. Advances in Statistical Analysis
2022-01-20Paper
A new INAR(1) process with bounded support for counts showing equidispersion, underdispersion and overdispersion
Statistical Papers
2022-01-14Paper
Penalized multiply robust estimation in high-order autoregressive processes with missing explanatory variables
Journal of Multivariate Analysis
2021-12-07Paper
Order shrinkage and selection for the INGARCH(p,q) model
International Journal of Biomathematics
2021-11-12Paper
Imputation-based semiparametric estimation for INAR(1) processes with missing data
Hacettepe Journal of Mathematics and Statistics
2021-11-08Paper
Statistical inference for the covariates-driven binomial AR(1) process
Acta Mathematicae Applicatae Sinica. English Series
2021-11-04Paper
Statistical inference for single-index-driven varying-coefficient time series model with explanatory variables
Proceedings of the Indian Academy of Sciences. Mathematical Sciences
2021-08-20Paper
Integer-valued time series model order shrinkage and selection via penalized quasi-likelihood approach
Metrika
2021-08-10Paper
A seasonal geometric INAR process based on negative binomial thinning operator
Statistical Papers
2021-06-03Paper
Quantile regression for thinning-based INAR(1) models of time series of counts
Acta Mathematicae Applicatae Sinica. English Series
2021-05-11Paper
Estimating equation estimators of quantile differences for one sample with length-biased and right-censored data
Statistics and Its Interface
2021-05-03Paper
Research on ruin probability of risk model based on AR (1) time series
Communications in Mathematical Research
2021-04-26Paper
Parameter estimation for \({\mathrm{MGINAR}}(p)\) model with missing data2021-01-14Paper
A class of tests of proportional hazards assumption for left-truncated and right-censored data
Journal of Applied Statistics
2020-11-04Paper
scientific article; zbMATH DE number 7234888 (Why is no real title available?)2020-08-12Paper
Poisson autoregressive process modeling via the penalized conditional maximum likelihood procedure
Statistical Papers
2020-04-29Paper
Control charts based on dependent count data with deflation or inflation of zeros
Journal of Statistical Computation and Simulation
2020-04-27Paper
Threshold autoregression analysis for finite-range time series of counts with an application on measles data
Journal of Statistical Computation and Simulation
2020-04-23Paper
A multinomial autoregressive model for finite-range time series of counts
Journal of Statistical Planning and Inference
2020-02-28Paper
Estimation of parameters in the fractional compound Poisson process
Communications in Nonlinear Science and Numerical Simulation
2020-02-27Paper
Locally most powerful test for the random coefficient autoregressive model
Mathematical Problems in Engineering
2020-02-20Paper
Estimation of parameters in the self-exciting threshold autoregressive processes for nonlinear time series of counts
Applied Mathematical Modelling
2020-02-12Paper
Bayesian estimation of parameter of Poisson distribution under weighted balanced entropy loss function2020-01-22Paper
Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued autoregressive processes
Metrika
2019-11-20Paper
Random index central limit theorem for LPQD sequences2019-09-20Paper
scientific article; zbMATH DE number 7108722 (Why is no real title available?)2019-09-20Paper
Parameter estimations for mixed generalized exponential distribution based on progressive type-I interval censoring
Cogent Mathematics
2019-09-10Paper
Bivariate first-order random coefficient integer-valued autoregressive processes
Journal of Statistical Planning and Inference
2019-08-09Paper
First-order random coefficients integer-valued threshold autoregressive processes
AStA. Advances in Statistical Analysis
2019-08-06Paper
A class of observation-driven random coefficient INAR(1) processes based on negative binomial thinning
Journal of the Korean Statistical Society
2019-04-30Paper
Empirical likelihood for first-order mixed integer-valued autoregressive model
Applied Mathematics. Series B (English Edition)
2018-10-29Paper
An integer-valued threshold autoregressive process based on negative binomial thinning
Statistical Papers
2018-10-01Paper
Large and moderate deviations for the total population arising from a sub-critical Galton-Watson process with immigration
Journal of Theoretical Probability
2018-04-20Paper
Analyzing the general biased data by additive risk model
Science China. Mathematics
2018-04-04Paper
Quasi-likelihood inference for self-exciting threshold integer-valued autoregressive processes
Computational Statistics
2018-02-07Paper
Risk model with change-point claims process2018-01-29Paper
Bayesian estimation for first-order autoregressive model with explanatory variables
Communications in Statistics: Theory and Methods
2017-12-06Paper
Regularized estimation in GINAR(\(p\)) process
Journal of the Korean Statistical Society
2017-11-01Paper
Conditional heteroscedasticity test for Poisson autoregressive model
Communications in Statistics: Theory and Methods
2017-08-03Paper
A class of ruin probability model with dependent structure2017-07-14Paper
scientific article; zbMATH DE number 6746251 (Why is no real title available?)2017-07-14Paper
Bayesian estimation for a geometric distribution with Logistic regressive structure and its application2017-05-17Paper
A note on the limiting properties of the least squares estimation for the random coefficient autoregressive model
Communications in Statistics: Theory and Methods
2017-04-27Paper
Precise large deviations of aggregate claims in a size-dependent renewal risk model with stopping time claim-number process
Journal of Inequalities and Applications
2017-04-24Paper
Nonparametric estimation of interval-censored failure time data in the presence of informative censoring
Acta Mathematicae Applicatae Sinica. English Series
2017-04-21Paper
Analysis of panel count data with time-dependent covariates and informative observation process
Acta Mathematicae Applicatae Sinica. English Series
2017-04-21Paper
Ruin probabilities for a two-dimensional perturbed risk model with stochastic premiums
Acta Mathematicae Applicatae Sinica. English Series
2017-04-04Paper
Statistical properties of \((a,b)\) class distribution2017-01-06Paper
Empirical likelihood inference for INAR(1) model with explanatory variables
Journal of the Korean Statistical Society
2016-11-01Paper
Ruin probabilities for a perturbed risk model with stochastic premiums and constant interest force
Journal of Inequalities and Applications
2016-09-12Paper
Parameter estimation for a threshold Poisson log-linear autoregressive model2016-08-10Paper
scientific article; zbMATH DE number 6611158 (Why is no real title available?)2016-08-10Paper
Capital allocation based on Haezendonck-Goovaerts risk measure2016-08-10Paper
Empirical likelihood inference for a semiparametric hazards regression model
Communications in Statistics: Theory and Methods
2016-07-15Paper
Nonparametric comparison of recurrent event processes based on panel count data
Journal of the Korean Statistical Society
2016-05-26Paper
Bivariate zero truncated Poisson INAR(1) process
Journal of the Korean Statistical Society
2016-05-26Paper
Empirical likelihood-based inference in Poisson autoregressive model with conditional moment restrictions
Journal of Inequalities and Applications
2016-04-01Paper
Test for parameter changes in generalized random coefficient autoregressive model
Journal of Inequalities and Applications
2016-03-17Paper
Credibility premiums under entropy-balanced loss function2016-01-15Paper
Statistical inference for the parameters of Rayleigh distribution based on progressively type-I interval censored sample2016-01-15Paper
scientific article; zbMATH DE number 6531970 (Why is no real title available?)2016-01-15Paper
Estimation in a partially linear single-index model with missing response variables and error-prone covariates
Journal of Inequalities and Applications
2016-01-05Paper
Empirical likelihood-based inference for stationary-ergodicity of the generalized random coefficient autoregressive model
Communications in Statistics: Theory and Methods
2016-01-05Paper
A smoothing estimation in accelerated failure time model for clustered data2015-10-28Paper
Nonparametric estimation of current status data with dependent censoring
Lifetime Data Analysis
2015-10-15Paper
Parameter estimation of partial linear model under monotonicity constraints with censored data
Journal of the Korean Statistical Society
2015-08-07Paper
First-order mixed integer-valued autoregressive processes with zero-inflated generalized power series innovations
Journal of the Korean Statistical Society
2015-07-21Paper
Statistical inference for the parameters of Pareto distribution based on progressively type-I interval censored samples2015-06-29Paper
Inference for random coefficient INAR(1) process based on frequency domain analysis
Communications in Statistics. Simulation and Computation
2015-06-24Paper
Bidimensional discrete-time risk models based on bivariate claim count time series
Journal of Inequalities and Applications
2015-03-20Paper
A study for missing values in PINAR(1)\(_T\) processes
Communications in Statistics: Theory and Methods
2015-03-13Paper
An approximation model of the collective risk model with INAR(1) claim process
Communications in Statistics: Theory and Methods
2015-03-13Paper
Pre-smoothing in a partial functional linear regression model2015-02-11Paper
Empirical likelihood for linear and log-linear INGARCH models
Journal of the Korean Statistical Society
2015-01-29Paper
On a perturbed MAP risk model under a threshold dividend strategy
Journal of the Korean Statistical Society
2014-08-07Paper
Coefficient constancy test in generalized random coefficient autoregressive model
Applied Mathematics and Computation
2014-08-06Paper
Efficient mean estimations in a log-normal linear model with first-order correlated errors2014-06-30Paper
Empirical likelihood inference for random coefficient INAR(\(p\)) process
Journal of Time Series Analysis
2014-06-16Paper
Empirical Likelihood for First-order Autoregressive Error-in-variable of Models With Validation Data
Communications in Statistics: Theory and Methods
2014-06-11Paper
Empirical likelihood inference for partial linear models with ARCH(1) errors
Mathematical and Computer Modelling
2014-05-14Paper
scientific article; zbMATH DE number 6263624 (Why is no real title available?)2014-02-28Paper
Regression analysis of multivariate panel count data with an informative observation process
Journal of Multivariate Analysis
2014-01-10Paper
Measure on the sum of upper comonotonic random variables
Journal of Jilin University. Science Edition
2013-11-19Paper
The smallest asymptotic variance estimator for generalized random coefficient autoregressive models
Journal of Jilin University. Science Edition
2013-11-19Paper
Variable selection and estimation for multivariate panel count data via the seamless-\(L_0\) penalty
The Canadian Journal of Statistics
2013-10-11Paper
Risk measure and premium distribution on catastrophe reinsurance2013-06-20Paper
Estimation of scale parameters of Weibull distributions under entropy loss functions based on progressive type-II censoring2013-01-24Paper
Statistical inference for generalized random coefficient autoregressive model
Mathematical and Computer Modelling
2013-01-24Paper
Upper bounds for the ruin probabilities in dependent risk models with Markov chains interest rates2013-01-24Paper
Generalized RCINAR(1) process with signed thinning operator
Communications in Statistics. Theory and Methods
2012-10-23Paper
Empirical likelihood in partial linear models under \(m\)-dependent errors
Chinese Journal of Applied Probability and Statistics
2012-10-05Paper
Bayesian estimation of a time varying parameter autoregression model
Journal of Jilin University. Science Edition
2012-10-05Paper
Ruin problems for an autoregressive risk model with dependent rates of interest
Applied Mathematics and Computation
2012-06-11Paper
Quasi-likelihood estimation of parameters in AR(2) model under order restriction
Journal of Jilin University. Science Edition
2012-06-01Paper
Empirical likelihood in partial linear models with MA(\(\infty\)) error process
Journal of Jilin University. Science Edition
2012-06-01Paper
Bayesian estimation of parameters in INAR (1) models2012-01-27Paper
The limit theorem for dependent random variables with applications to autoregression models
Journal of Systems Science and Complexity
2011-11-17Paper
The application of order restricted statistical methods in the analysis of the students' marks2011-08-25Paper
Local polynomial estimator of the regression function in autoregression models with errors in variables2011-07-19Paper
Generalized RCINAR(p) Process with Signed Thinning Operator
Communications in Statistics. Simulation and Computation
2011-03-31Paper
The empirical likelihood for first-order random coefficient integer-valued autoregressive pro\-cesses
Communications in Statistics: Theory and Methods
2011-03-23Paper
Empirical likelihood for an autoregressive model with explanatory variables
Communications in Statistics: Theory and Methods
2011-03-23Paper
Limit theory for random coefficient first-order autoregressive process under martingale difference error sequence
Journal of Computational and Applied Mathematics
2011-03-09Paper
Estimation and testing for a Poisson autoregressive model
Metrika
2011-02-18Paper
Empirical likelihood inference for stationary ARIMA\((p,d,q)\) models2010-11-05Paper
Mixture normal models in which the proportions of susceptibility are related to dose levels
Acta Mathematicae Applicatae Sinica. English Series
2010-09-20Paper
Estimation of Parameters in the NLAR(p) Model
Journal of Time Series Analysis
2010-04-22Paper
A mixture integer-valued ARCH model
Journal of Statistical Planning and Inference
2010-04-14Paper
Diagnostic checking integer-valued ARCH\((p)\) models using conditional residual autocorrelations
Computational Statistics and Data Analysis
2010-04-06Paper
Parameter estimation and asymptotic properties for a simplified new Laplace AR(1) model2010-02-12Paper
scientific article; zbMATH DE number 5670652 (Why is no real title available?)2010-02-12Paper
Inference for INAR\((p)\) processes with signed generalized power series thinning operator
Journal of Statistical Planning and Inference
2009-12-10Paper
Estimators of parameters in a scale family under symmetric loss2009-11-11Paper
Approximate Bayesian estimation of parameters in Poisson regression under quadratic loss function2009-11-11Paper
scientific article; zbMATH DE number 5630239 (Why is no real title available?)2009-11-11Paper
Estimator of scale parameter in a subclass of the exponential family under symmetric entropy loss2009-11-11Paper
scientific article; zbMATH DE number 5584528 (Why is no real title available?)2009-07-22Paper
Local Estimation in AR Models with Nonparametric ARCH Errors
Communications in Statistics: Theory and Methods
2009-06-25Paper
Semiparametric estimation of regression functions in autoregressive models
Statistics & Probability Letters
2009-03-04Paper
scientific article; zbMATH DE number 5504826 (Why is no real title available?)2009-02-09Paper
Consistency of kernel-type density estimators in the case of \(m\)-dependent samples2008-06-03Paper
Invariance of estimators of scale parameters under a class of symmetric loss functions2008-06-03Paper
Median unbiased estimation of bivariate predictive regression models with heavy-tailed or heteroscedastic errors2008-04-04Paper
Asymptotic expansion for the distribution of a median unbiased estimator of ARCH(0,1) coefficient2008-01-14Paper
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
2007-11-28Paper
Parameter estimation for the \(\mathrm {NEAR}(p)\) model2007-07-31Paper
scientific article; zbMATH DE number 5122655 (Why is no real title available?)2007-02-06Paper
Estimation of the scale parameter under a symmetric loss function2006-10-04Paper
scientific article; zbMATH DE number 5023061 (Why is no real title available?)2006-05-12Paper
Estimation and testing for the parameters of \(\operatorname{AR}(p)\)-\(\operatorname {ARCH}(q)\) under ordered restriction2006-05-12Paper
scientific article; zbMATH DE number 5002101 (Why is no real title available?)2006-01-27Paper
scientific article; zbMATH DE number 5002103 (Why is no real title available?)2006-01-27Paper
scientific article; zbMATH DE number 2219510 (Why is no real title available?)2005-10-27Paper
scientific article; zbMATH DE number 2197665 (Why is no real title available?)2005-08-23Paper
Estimation and testing for the parameters of ARCH(q) under ordered restriction
Journal of Time Series Analysis
2005-05-20Paper
scientific article; zbMATH DE number 2164009 (Why is no real title available?)2005-05-03Paper
scientific article; zbMATH DE number 2164702 (Why is no real title available?)2005-05-03Paper
scientific article; zbMATH DE number 2092196 (Why is no real title available?)2004-08-17Paper
scientific article; zbMATH DE number 2074004 (Why is no real title available?)2004-06-14Paper
scientific article; zbMATH DE number 1983552 (Why is no real title available?)2004-02-03Paper
Median Unbiased and Maximum Likelihood Estimations of ARCH(0, 1) Coefficient
Communications in Statistics: Theory and Methods
2003-05-19Paper
scientific article; zbMATH DE number 1832461 (Why is no real title available?)2002-11-19Paper
scientific article; zbMATH DE number 1789836 (Why is no real title available?)2002-08-27Paper
scientific article; zbMATH DE number 1763830 (Why is no real title available?)2002-07-04Paper
scientific article; zbMATH DE number 1763841 (Why is no real title available?)2002-07-04Paper
scientific article; zbMATH DE number 1763929 (Why is no real title available?)2002-07-04Paper
scientific article; zbMATH DE number 1763937 (Why is no real title available?)2002-07-04Paper
scientific article; zbMATH DE number 1536487 (Why is no real title available?)2000-11-28Paper
Bivariate first-order random coefficient integer-valued autoregressive processes based on modified negative binomial operator
(available as arXiv preprint)
N/APaper


Research outcomes over time


This page was built for person: Dehui Wang