[1] Zhang Zhenming; Zhao Shishun; Cheng Jianhua; Li Jiamin; Conditional quantile estimation for GARCH model based on mixed-frequency data, Statistical Papers, 2025, 66(4): 83.
[2] Cheng Jianhua; Wang Xu; Wang Dehui; Empirical likelihood for a first-order generalized random coefficient integer-valued autoregressive process, Journal of Systems Science and Complexity, 2023, 36(2): 843-865.
[3] Fan Yixuan; Cheng Jianhua; Wang Dehui; A new integer-valued threshold autoregressive process based on modified negative binomial operator driven by explanatory variables, Statistical Papers, 2024, 65(9): 5873-5901.
[4] Fan Yixuan; Wang Dehui; Cheng Jianhua; A new threshold INAR(1) model based on modified negative binomial operator with random coefficient, Journal of Statistical Computation and Simulation, 2023, 94(6): 1236-1268.
[5] Wang Zheqi; Wang Dehui; Cheng Jianhua; A new bivariate autoregressive model driven by logistic regression, Communications in Statistics - Theory and Methods, 2022, 53(1): 419-445.