[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《中国化学快报》青年编委，吉林省化学会理事
