基本情况

姓名：
王德辉


性别：
男

职称：
教授

是否博导：
是

最高学历：
研究生

最高学位：
博士

电话：


Email：
wangdh@jlu.edu.cn







详细情况

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”。

所在学科专业：
概率论与数理统计

所研究方向：
经验似然；保险精算；时间序列分析

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

学术论文：
[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

社会兼职：
《中国化学快报》青年编委，吉林省化学会理事

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