2 papers
math.ST2021
On some mixing properties of copula-based Markov chains
Martial Longla, Mous-Abou Hamadou, Seraphin Isidore Ngongo
This paper brings some insights of -mixing, -mixing and -mixing for copula-based Markov chains and the perturbations of their copulas. We provide new tools to check Mar…
math.ST2020
Inference for nonstationary time series of counts with application to change-point problems
William Kengne, Isidore Séraphin Ngongo
We consider an integer-valued time series where the models after a time is Poisson autoregressive with the conditional mean that depends on a parameter $θ^…