313 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- CY Cergy Paris UniversitéFR70 papers
- Laboratoire de Physique Théorique et ModélisationFR64 papers
- Centre National de la Recherche ScientifiqueFR60 papers
- Laboratoire de Physique ThéoriqueFR44 papers
- Analyse, Géométrie et ModélisationFR9 papers
- Institut de Recherche sur les Systèmes Atomiques et Moléculaires ComplexesFR8 papers
- Université Toulouse III - Paul SabatierFR8 papers
- Sorbonne UniversitéFR6 papers
- Commissariat à l'Énergie Atomique et aux Énergies AlternativesFR5 papers
- Institute for Complex SystemsIT5 papers
- Laboratoire de Physique Théorique de la Matière CondenséeFR5 papers
- Université Paris CitéFR5 papers
4 papers · 1 filter
Efficient and Consistent Data-Driven Model Selection for Time Series
Jean-Marc Bardet, Kamila Kare, William Kengne
This paper studies the model selection problem in a large class of causal time series models, which includes both the ARMA or AR() processes, as well as the GARCH or ARCH($…
Poisson QMLE for change-point detection in general integer-valued time series models
Mamadou Lamine Diop, William Kengne
We consider together the retrospective and the sequential change-point detection in a general class of integer-valued time series. The conditional mean of the process depends on a…
Consistent model selection criteria and goodness-of-fit test for affine causal processes
Jean-Marc Bardet, Kare Kamila, William Kengne
This paper studies the model selection problem in a large class of causal time series models, which includes both the ARMA or AR() processes, as well as the GARCH or ARCH($…
Monitoring procedure for parameter change in causal time series
Jean-Marc Bardet, William Chakry Kengne
We propose a new sequential procedure to detect change in the parameters of a process belonging to a large class of causal models (such as AR(), ARCH(…