王德辉 - 吉林大学 - 人工智能学院

个人简介

王德辉，中共党员，教授，博士生导师，享受国务院政府津贴专家，长白山学者特聘教授，宝钢优秀教师奖获得者，教育部新世纪优秀人才，高等学校统计学类专业教学指导委员会委员，吉林省优秀教学团队带头人，吉林省第四批高级专家，吉林省高等学校首批学科领军教授、吉林省第四批拔尖创新人才第二层次人选，吉林省“第十二批有突出贡献的中青年专业技术人才”。教育经历：吉林大学1998-09-01至2001-06-30；吉林大学1995-09-01至1998-06-30；吉林师范大学1989-09-01至1993-06-30 工作经历：吉林大学2010-04-01至2012-12-01；吉林大学2009-03-01至2010-04-01；吉林大学2006-10-01至2009-03-01；吉林大学2006-10-01至今；吉林大学2001-10-01至2006-09-30；吉林大学1999-10-01至2001-09-30；吉林大学1998-06-01至1999-09-01；吉林师范大学1993-07-01至1998-05-10 科研项目 [1]整数值时间序列在保险精算中的应用 [2]高频数据的非参数统计推断 [3]相依误差下时间序列模型推断的理论与方法研究 [4]时间序列分析在保险精算中的应用 [5]教育部新世纪优秀人才支持计划 [6]相依误差下时间序列模型的统计推断 [7]统计学教学团队与课程建设 [8]整数值时间序列建模与应用 [9]整数值时间序列数据的建模方法研究 [10]长白山学者特聘教授 [11]协变量驱动的自回归模型及其应用, 2018/01/01 [12]非平稳与高频时间序列模型的统计推断, 2018/01/01 [13]高频数据的非参数统计推断, 2016/01/01 获奖信息： [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

查看导师新发文章（温馨提示：请注意重名现象，建议点开原文通过作者单位确认）

[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

学术兼职

《中国化学快报》青年编委，吉林省化学会理事