王德辉 照片

王德辉

教授 博导

所属大学: 吉林大学

所属学院: 人工智能学院

邮箱:
wangdh@jlu.edu.cn

个人主页:
http://sai.jlu.edu.cn/info/1074/1271.htm

个人简介

工作经历 1998.06——至今 吉林大学 1993.07——1998.05 吉林师范大学 教育经历 1988.09——2001.06 吉林大学 博士 1995.09——1998.06 吉林大学 硕士 1989.09——1993.06 吉林师范大学 本科 获奖情况 [1]吉林省教学成果奖 [2]学科领军教授 [3]吉林省自然科学学术成果奖 [4]长白山特聘教授 [5]吉林省高级专家 [6]宝钢优秀教师 [7]第十一届全国统计科学研究优秀成果奖 [8]政府特殊津贴 [9]自然科学奖二等奖

研究领域

经验似然、保险精算、时间序列分析

近期论文

[1] Conditional Heteroscedasticity Test for Poisson Autoregressive Model [2] Test for parameter changes in generalized random coefficient autoregressive model [3] On a perturbed MAP risk model under a threshold dividend strategy [4] Regression analysis of multivariate panel count data with an informative observation process [5] Variable selection and estimation for multivariate panel count data via the seamless-L0 penalty [6] Coefficient constancy test in generalized random coefficient autoregressive model [7] Empirical likelihood inference for partial linear models with ARCH(1) errors [8] Statistical inference for generalized random coefficient autoregressive model [9] Generalized RCINAR(1) Process with Signed Thinning Operator [10] Risk Measure and Premium Distribution on Catastrophe Reinsurance [11] Ruin problems for an autoregressive risk model with dependent rates of interest [12] The limit theorem for dependent random variables with applications to autoregression models [13] Empirical likelihood inference for random coefficient INAR(p) process [14] Estimation and testing for a Poisson autoregressive model [15] Empirical Likelihood for an Autoregressive Model with Explanatory Variables [16]Limit theory for random coefficient first-order autoregressive process under martingale difference error sequence [17]The Empirical Likelihood for First-Order Random Coefficient Integer- Valued Autoregressive Processes [18]Generalized RCINAR(p) Process with Signed Thinning Operator [19]Mixture Normal Models in which the Proportions of Susceptibility are Related to Dose Levels [20]A mixture integer-valued ARCH model [21]Inference forINAR(p) processeswithsignedgeneralizedpowerseries thinning operator [22]Diagnostic checking integer-valued ARCH(p) models using conditional residual autocorrelations [23]Semiparametric estimation of regression functions in autoregressive models [24]Local Estimation in AR Models with Nonparametric ARCH Errors [25] Estimation of parameters in the NLAR(p) model [26]First-order random coefficients integer-valued threshold autoregressive processes [27]An integer-valued threshold autoregressive process based on negative binomial thinning [28]Quasi-likelihood inference for self-exciting threshold integer-valued autoregressive processes [29]Threshold autoregression analysis for finiterange time series of counts with an application on measles data [30]Regularized estimation in GINAR(p) process [31]Analyzing the general biased data by additive risk model [32]Analysis of Panel Count Data with Time-dependent Covariates and Informative Observation Process [33]A note on the limiting properties of the least squares estimation for the random coefficient autoregressive model [34]Estimation in autoregressive models with surrogate data and validation data [35]Test for parameter changes in generalized random coefficient autoregressive model [36]First-order mixed integer-valued autoregressive processes with zero-inflated generalized power series innovations [37]Bidimensional discrete-time risk models based on bivariate claim count time series [38]Empirical likelihood for linear and log-linear INGARCH models [39]Effective Control Charts forMonitoring the NGINAR(1) Process [40]Nonparametric comparison of recurrent event processes based on panel count data [41]Inference for Random Coefficient INAR(1) Process Based on Frequency Domain Analysis [42]Empirical likelihood inference for INAR(1) model with explanatory variables [43]Bivariate zero truncated Poisson INAR(1) process [44]Bayesian estimation for first-order autoregressive model with explanatory variables [45]Estimation in a partially linear single-index model with missing response variables and error-prone covariates [46]Estimation of parameters in the fractional compound Poisson process [47]A Study for Missing Values in PINAR(1)T Processes