Zhang, Rui; Wang, Dehui A new binomial autoregressive process with explanatory variables. (English) Zbl 1524.62461 J. Comput. Appl. Math. 420, Article ID 114814, 18 p. (2023). MSC: 62M10 60F05 62G05 65C05 60J10 PDFBibTeX XMLCite \textit{R. Zhang} and \textit{D. Wang}, J. Comput. Appl. Math. 420, Article ID 114814, 18 p. (2023; Zbl 1524.62461) Full Text: DOI
Zhang, Rui; Wang, Dehui; Li, Cong Flexible binomial AR(1) processes using copulas. (English) Zbl 07505550 J. Stat. Plann. Inference 219, 306-332 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{R. Zhang} et al., J. Stat. Plann. Inference 219, 306--332 (2022; Zbl 07505550) Full Text: DOI
Wang, Xiaohong; Wang, Dehui; Yang, Kai; Xu, Da Estimation and testing for the integer-valued threshold autoregressive models based on negative binomial thinning. (English) Zbl 1497.62248 Commun. Stat., Simulation Comput. 50, No. 6, 1622-1644 (2021). MSC: 62M10 62G05 PDFBibTeX XMLCite \textit{X. Wang} et al., Commun. Stat., Simulation Comput. 50, No. 6, 1622--1644 (2021; Zbl 1497.62248) Full Text: DOI
Yang, Kai; Li, Han; Wang, Dehui; Zhang, Chenhui Random coefficients integer-valued threshold autoregressive processes driven by logistic regression. (English) Zbl 1478.62271 AStA, Adv. Stat. Anal. 105, No. 4, 533-557 (2021). MSC: 62M10 62J12 62F10 62F12 62P10 PDFBibTeX XMLCite \textit{K. Yang} et al., AStA, Adv. Stat. Anal. 105, No. 4, 533--557 (2021; Zbl 1478.62271) Full Text: DOI
Tian, Yuan; Wang, Dehui; Wang, Xinyang Order shrinkage and selection for the INGARCH\((p,q)\) model. (English) Zbl 1475.92192 Int. J. Biomath. 14, No. 5, Article ID 2150070, 15 p. (2021). MSC: 92D30 62P10 62M10 PDFBibTeX XMLCite \textit{Y. Tian} et al., Int. J. Biomath. 14, No. 5, Article ID 2150070, 15 p. (2021; Zbl 1475.92192) Full Text: DOI
Huang, Jingwen; Wang, Dehui Statistical inference for single-index-driven varying-coefficient time series model with explanatory variables. (English) Zbl 1471.62277 Proc. Indian Acad. Sci., Math. Sci. 131, No. 2, Paper No. 21, 24 p. (2021). MSC: 62F12 62M10 60G10 PDFBibTeX XMLCite \textit{J. Huang} and \textit{D. Wang}, Proc. Indian Acad. Sci., Math. Sci. 131, No. 2, Paper No. 21, 24 p. (2021; Zbl 1471.62277) Full Text: DOI
Wang, Xinyang; Wang, Dehui; Yang, Kai Integer-valued time series model order shrinkage and selection via penalized quasi-likelihood approach. (English) Zbl 1472.62137 Metrika 84, No. 5, 713-750 (2021). MSC: 62M10 62G05 PDFBibTeX XMLCite \textit{X. Wang} et al., Metrika 84, No. 5, 713--750 (2021; Zbl 1472.62137) Full Text: DOI
Wang, Xinyang; Wang, Dehui; Zhang, Haixiang Poisson autoregressive process modeling via the penalized conditional maximum likelihood procedure. (English) Zbl 1437.62341 Stat. Pap. 61, No. 1, 245-260 (2020). MSC: 62M10 60G55 62P25 PDFBibTeX XMLCite \textit{X. Wang} et al., Stat. Pap. 61, No. 1, 245--260 (2020; Zbl 1437.62341) Full Text: DOI
Yang, Kai; Wang, Dehui; Jia, Boting; Li, Han An integer-valued threshold autoregressive process based on negative binomial thinning. (English) Zbl 1415.62068 Stat. Pap. 59, No. 3, 1131-1160 (2018). Reviewer: Romeo Negrea (Timişoara) MSC: 62M10 62F12 62P12 62P35 PDFBibTeX XMLCite \textit{K. Yang} et al., Stat. Pap. 59, No. 3, 1131--1160 (2018; Zbl 1415.62068) Full Text: DOI
Zhu, Fukang; Wang, Dehui Empirical likelihood for linear and log-linear INGARCH models. (English) Zbl 1311.62158 J. Korean Stat. Soc. 44, No. 1, 150-160 (2015). MSC: 62M10 62G15 62G20 PDFBibTeX XMLCite \textit{F. Zhu} and \textit{D. Wang}, J. Korean Stat. Soc. 44, No. 1, 150--160 (2015; Zbl 1311.62158) Full Text: DOI
Zhu, Fukang; Wang, Dehui Local estimation in AR models with nonparametric ARCH errors. (English) Zbl 1189.62150 Commun. Stat., Theory Methods 37, No. 10, 1591-1609 (2008). MSC: 62M10 62G05 62F12 62G20 65C60 62P05 PDFBibTeX XMLCite \textit{F. Zhu} and \textit{D. Wang}, Commun. Stat., Theory Methods 37, No. 10, 1591--1609 (2008; Zbl 1189.62150) Full Text: DOI