Dehui Wang

Personal Details

First Name:	Dehui
Middle Name:
Last Name:	Wang
Suffix:
RePEc Short-ID:	pwa679
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Affiliation

吉林大学,数学研究所 (Jilin University,Institute of Mathematics)

http://math.jlu.edu.cn/
China,Changchun

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Articles

1. Zhang, Haixiang & Zhao, Hui & Sun, Jianguo & Wang, Dehui & Kim, KyungMann, 2013. "Regression analysis of multivariate panel count data with an informative observation process," Journal of Multivariate Analysis, Elsevier, vol. 119(C), pages 71-80.

   Cited by:

   1. Faysal Satter & Yichuan Zhao & Ni Li, 2024. "Empirical likelihood inference for the panel count data with informative observation process," Statistical Papers, Springer, vol. 65(5), pages 3039-3061, July.
   2. Chunling Wang & Xiaoyan Lin, 2022. "Bayesian Semiparametric Regression Analysis of Multivariate Panel Count Data," Stats, MDPI, vol. 5(2), pages 1-17, May.
   3. Guo, Yuanyuan & Sun, Dayu & Sun, Jianguo, 2022. "Inference of a time-varying coefficient regression model for multivariate panel count data," Journal of Multivariate Analysis, Elsevier, vol. 192(C).
   4. Li, Yang & He, Xin & Wang, Haiying & Zhang, Bin & Sun, Jianguo, 2015. "Semiparametric regression of multivariate panel count data with informative observation times," Journal of Multivariate Analysis, Elsevier, vol. 140(C), pages 209-219.
   5. Yang Li & Xin He & Haiying Wang & Jianguo Sun, 2016. "Regression analysis of longitudinal data with correlated censoring and observation times," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 22(3), pages 343-362, July.
   6. Weiwei Wang & Yijun Wang & Xiaobing Zhao, 2022. "Semiparametric analysis of multivariate panel count data with nonlinear interactions," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 28(1), pages 89-115, January.
   7. Jie Zhou & Haixiang Zhang & Liuquan Sun & Jianguo Sun, 2017. "Joint analysis of panel count data with an informative observation process and a dependent terminal event," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 23(4), pages 560-584, October.
   8. Deng, Shirong & Liu, Kin-yat & Zhao, Xingqiu, 2017. "Semiparametric regression analysis of multivariate longitudinal data with informative observation times," Computational Statistics & Data Analysis, Elsevier, vol. 107(C), pages 120-130.
   9. Yao, Bin & Wang, Lianming & He, Xin, 2016. "Semiparametric regression analysis of panel count data allowing for within-subject correlation," Computational Statistics & Data Analysis, Elsevier, vol. 97(C), pages 47-59.

2. Fukang Zhu & Dehui Wang, 2011. "Estimation and testing for a Poisson autoregressive model," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 73(2), pages 211-230, March.

   Cited by:

   1. Qi Li & Fukang Zhu, 2020. "Mean targeting estimator for the integer-valued GARCH(1, 1) model," Statistical Papers, Springer, vol. 61(2), pages 659-679, April.
   2. Xu, Hai-Yan & Xie, Min & Goh, Thong Ngee & Fu, Xiuju, 2012. "A model for integer-valued time series with conditional overdispersion," Computational Statistics & Data Analysis, Elsevier, vol. 56(12), pages 4229-4242.
   3. Zhu, Fukang & Wang, Dehui, 2010. "Diagnostic checking integer-valued ARCH(p) models using conditional residual autocorrelations," Computational Statistics & Data Analysis, Elsevier, vol. 54(2), pages 496-508, February.
   4. Xinyang Wang & Dehui Wang & Haixiang Zhang, 2020. "Poisson autoregressive process modeling via the penalized conditional maximum likelihood procedure," Statistical Papers, Springer, vol. 61(1), pages 245-260, February.
   5. Fukang Zhu & Lei Shi & Shuangzhe Liu, 2015. "Influence diagnostics in log-linear integer-valued GARCH models," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 99(3), pages 311-335, July.
   6. Weiß, Christian H. & Schweer, Sebastian, 2016. "Bias corrections for moment estimators in Poisson INAR(1) and INARCH(1) processes," Statistics & Probability Letters, Elsevier, vol. 112(C), pages 124-130.
   7. Weiß, Christian H., 2010. "INARCH(1) processes: Higher-order moments and jumps," Statistics & Probability Letters, Elsevier, vol. 80(23-24), pages 1771-1780, December.
   8. Christian H. Weiß & Esmeralda Gonçalves & Nazaré Mendes Lopes, 2017. "Testing the compounding structure of the CP-INARCH model," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 80(5), pages 571-603, July.
   9. Christian H. Weiß & Sebastian Schweer, 2015. "Detecting overdispersion in INARCH(1) processes," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 69(3), pages 281-297, August.
   10. Scotto, Manuel G. & Weiß, Christian H. & Silva, Maria Eduarda & Pereira, Isabel, 2014. "Bivariate binomial autoregressive models," Journal of Multivariate Analysis, Elsevier, vol. 125(C), pages 233-251.
   11. Jiwon Kang & Sangyeol Lee, 2014. "Parameter Change Test for Poisson Autoregressive Models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 41(4), pages 1136-1152, December.
   12. Bu Hyoung Lee, 2022. "Bootstrap Prediction Intervals of Temporal Disaggregation," Stats, MDPI, vol. 5(1), pages 1-13, February.
   13. Christian Weiß, 2015. "A Poisson INAR(1) model with serially dependent innovations," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 78(7), pages 829-851, October.

3. Haixiang Zhang & Dehui Wang & Fukang Zhu, 2011. "Empirical likelihood inference for random coefficient INAR(p) process," Journal of Time Series Analysis, Wiley Blackwell, vol. 32(3), pages 195-203, May.

   Cited by:

   1. Sakineh Ramezani & Mehrnaz Mohammadpour, 2022. "Integer-valued Bilinear Model with Dependent Counting Series," Methodology and Computing in Applied Probability, Springer, vol. 24(1), pages 321-343, March.
   2. Feilong Lu & Dehui Wang, 2022. "A new estimation for INAR(1) process with Poisson distribution," Computational Statistics, Springer, vol. 37(3), pages 1185-1201, July.

4. Zhu, Fukang & Wang, Dehui, 2010. "Diagnostic checking integer-valued ARCH(p) models using conditional residual autocorrelations," Computational Statistics & Data Analysis, Elsevier, vol. 54(2), pages 496-508, February.

   Cited by:

   1. Weiß, Christian H. & Zhu, Fukang, 2024. "Conditional-mean multiplicative operator models for count time series," Computational Statistics & Data Analysis, Elsevier, vol. 191(C).
   2. Xu, Hai-Yan & Xie, Min & Goh, Thong Ngee & Fu, Xiuju, 2012. "A model for integer-valued time series with conditional overdispersion," Computational Statistics & Data Analysis, Elsevier, vol. 56(12), pages 4229-4242.
   3. Fukang Zhu & Lei Shi & Shuangzhe Liu, 2015. "Influence diagnostics in log-linear integer-valued GARCH models," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 99(3), pages 311-335, July.
   4. Weiß, Christian H., 2010. "INARCH(1) processes: Higher-order moments and jumps," Statistics & Probability Letters, Elsevier, vol. 80(23-24), pages 1771-1780, December.
   5. Masoomeh Forughi & Zohreh Shishebor & Atefeh Zamani, 2022. "Portmanteau tests for generalized integer-valued autoregressive time series models," Statistical Papers, Springer, vol. 63(4), pages 1163-1185, August.
   6. Christian H. Weiß & Esmeralda Gonçalves & Nazaré Mendes Lopes, 2017. "Testing the compounding structure of the CP-INARCH model," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 80(5), pages 571-603, July.
   7. Kwan, Wilson & Li, Wai Keung & Li, Guodong, 2012. "On the estimation and diagnostic checking of the ARFIMA–HYGARCH model," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3632-3644.
   8. Boris Aleksandrov & Christian H. Weiß, 2020. "Testing the dispersion structure of count time series using Pearson residuals," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 104(3), pages 325-361, September.
   9. Christian H. Weiß & Sebastian Schweer, 2015. "Detecting overdispersion in INARCH(1) processes," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 69(3), pages 281-297, August.
   10. Scotto, Manuel G. & Weiß, Christian H. & Silva, Maria Eduarda & Pereira, Isabel, 2014. "Bivariate binomial autoregressive models," Journal of Multivariate Analysis, Elsevier, vol. 125(C), pages 233-251.
   11. Boris Aleksandrov & Christian H. Weiß & Carsten Jentsch, 2022. "Goodness‐of‐fit tests for Poisson count time series based on the Stein–Chen identity," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 76(1), pages 35-64, February.
   12. Fukang Zhu & Dehui Wang, 2011. "Estimation and testing for a Poisson autoregressive model," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 73(2), pages 211-230, March.

5. Yu, Zhuoxi & Wang, Dehui & Shi, Ningzhong, 2009. "Semiparametric estimation of regression functions in autoregressive models," Statistics & Probability Letters, Elsevier, vol. 79(2), pages 165-172, January.

   Cited by:

   1. Yang, Hu & Wu, Xingcui, 2011. "Semiparametric EGARCH model with the case study of China stock market," Economic Modelling, Elsevier, vol. 28(3), pages 761-766.

6. Fukang Zhu & Dehui Wang, 2008. "Estimation of Parameters in the NLAR(p) Model," Journal of Time Series Analysis, Wiley Blackwell, vol. 29(4), pages 619-628, July.

   Cited by:

   1. Sakineh Ramezani & Mehrnaz Mohammadpour, 2022. "Integer-valued Bilinear Model with Dependent Counting Series," Methodology and Computing in Applied Probability, Springer, vol. 24(1), pages 321-343, March.

7. Dehui Wang & Lixin Song & Ningzhong Shi, 2004. "Estimation and testing for the parameters of ARCH(q) under ordered restriction," Journal of Time Series Analysis, Wiley Blackwell, vol. 25(4), pages 483-499, July.

   Cited by:

   1. Fukang Zhu & Dehui Wang, 2011. "Estimation and testing for a Poisson autoregressive model," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 73(2), pages 211-230, March.

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