The following pages link to De-Hui Wang (Q257850):
Displaying 50 items.
- Test for parameter changes in generalized random coefficient autoregressive model (Q257852) (← links)
- Empirical likelihood-based inference in Poisson autoregressive model with conditional moment restrictions (Q264921) (← links)
- Nonparametric comparison of recurrent event processes based on panel count data (Q287405) (← links)
- Bivariate zero truncated Poisson INAR(1) process (Q287409) (← links)
- (Q313563) (redirect page) (← links)
- Ruin probabilities for a perturbed risk model with stochastic premiums and constant interest force (Q313564) (← links)
- Empirical likelihood inference for INAR(1) model with explanatory variables (Q334846) (← links)
- Regression analysis of multivariate panel count data with an informative observation process (Q391664) (← links)
- On a perturbed MAP risk model under a threshold dividend strategy (Q395923) (← links)
- Ruin problems for an autoregressive risk model with dependent rates of interest (Q426430) (← links)
- (Q519253) (redirect page) (← links)
- Ruin probabilities for a two-dimensional perturbed risk model with stochastic premiums (Q519254) (← links)
- Nonparametric estimation of interval-censored failure time data in the presence of informative censoring (Q523761) (← links)
- Analysis of panel count data with time-dependent covariates and informative observation process (Q523771) (← links)
- Precise large deviations of aggregate claims in a size-dependent renewal risk model with stopping time claim-number process (Q523905) (← links)
- Estimation and testing for a Poisson autoregressive model (Q626420) (← links)
- Limit theory for random coefficient first-order autoregressive process under martingale difference error sequence (Q629519) (← links)
- The limit theorem for dependent random variables with applications to autoregression models (Q646742) (← links)
- Nonparametric estimation of current status data with dependent censoring (Q746158) (← links)
- Estimation in a partially linear single-index model with missing response variables and error-prone covariates (Q903385) (← links)
- Diagnostic checking integer-valued ARCH\((p)\) models using conditional residual autocorrelations (Q962278) (← links)
- A mixture integer-valued ARCH model (Q963895) (← links)
- Mixture normal models in which the proportions of susceptibility are related to dose levels (Q993681) (← links)
- Semiparametric estimation of regression functions in autoregressive models (Q1003415) (← links)
- Inference for INAR\((p)\) processes with signed generalized power series thinning operator (Q1044059) (← links)
- Regularized estimation in GINAR(\(p\)) process (Q1674041) (← links)
- Quasi-likelihood inference for self-exciting threshold integer-valued autoregressive processes (Q1695434) (← links)
- Analyzing the general biased data by additive risk model (Q1708058) (← links)
- A class of observation-driven random coefficient INAR(1) processes based on negative binomial thinning (Q1740313) (← links)
- Large and moderate deviations for the total population arising from a sub-critical Galton-Watson process with immigration (Q1745258) (← links)
- An integer-valued threshold autoregressive process based on negative binomial thinning (Q1785821) (← links)
- Statistical inference for generalized random coefficient autoregressive model (Q1931089) (← links)
- Empirical likelihood for first-order mixed integer-valued autoregressive model (Q1989865) (← links)
- Bidimensional discrete-time risk models based on bivariate claim count time series (Q2017440) (← links)
- Estimating equation estimators of quantile differences for one sample with length-biased and right-censored data (Q2023376) (← links)
- Quantile regression for thinning-based INAR(1) models of time series of counts (Q2025167) (← links)
- A seasonal geometric INAR process based on negative binomial thinning operator (Q2029220) (← links)
- Integer-valued time series model order shrinkage and selection via penalized quasi-likelihood approach (Q2044767) (← links)
- Statistical inference for single-index-driven varying-coefficient time series model with explanatory variables (Q2047428) (← links)
- Penalized multiply robust estimation in high-order autoregressive processes with missing explanatory variables (Q2057845) (← links)
- A new INAR(1) process with bounded support for counts showing equidispersion, underdispersion and overdispersion (Q2066522) (← links)
- Random coefficients integer-valued threshold autoregressive processes driven by logistic regression (Q2068888) (← links)
- \(L_1\)-estimation for covariate-adjusted regression (Q2069356) (← links)
- A new binomial autoregressive process with explanatory variables (Q2087513) (← links)
- Empirical likelihood confidence regions for autoregressive models with explanatory variables (Q2089027) (← links)
- Bayesian empirical likelihood inference for the generalized binomial AR(1) model (Q2111947) (← links)
- Flexible INAR(1) models for equidispersed, underdispersed or overdispersed counts (Q2111966) (← links)
- Flexible binomial AR(1) processes using copulas (Q2123273) (← links)
- A new estimation for INAR(1) process with Poisson distribution (Q2155013) (← links)
- Poisson autoregressive process modeling via the penalized conditional maximum likelihood procedure (Q2175651) (← links)
