4 citations · 8 across the 8 of their papers we have counts for
8 papers
Uniform Gaussian Approximation for The Quasi-Likelihood Estimator for a Weakly Dependent Nonlinear Time Series Models
Zinsou Max Debaly, Arsene Brice Zotsa-Ngoufack
We study estimation and inference for a semiparametric class of time series models that specify only the conditional expectation, which is a known link function applied to a linear…
Learning Centre Partitions from Summaries
Zinsou Max Debaly, Jean-Francois Ethier, Michael H. Neumann +1
Multi-centre studies increasingly rely on distributed inference, where sites share only centre-level summaries. Homogeneity of parameters across centres is often violated, motivati…
Mixing properties of nonstationary multivariate count processes
Zinsou Max Debaly, Michael H. Neumann, Lionel Truquet
We prove absolute regularity (-mixing) for nonstationary and multivariate versions of two popular classes of integer-valued processes. We show how this result can be used to pro…
Adjacent-category models for ordinal time series and their application to climate-dependent spruce budworm defoliation dynamics
Olaloudé Judicaël Franck Osse, Zinsou Max Debaly, Philippe Marchandb +1
This work proposes an adjacent-category autoregressive model for time series of ordinal variables. We apply this model to dendrochronological records to study the effect of climate…
Autoregressive models for time series of random sums of positive variables: application to tree growth as a function of climate and insect outbreaks
Zinsou Max Debaly, Philippe Marchand, Miguel Montoro Girona
We present a broad class of semi-parametric models for time series of random sums of positive variables. Our methodology allows the number of terms inside the sum to be time-varyin…
Multivariate time series models for mixed data
Zinsou Max Debaly, Lionel Truquet
We introduce a general approach for modeling the dynamic of multivariate time series when the data are of mixed type (binary/count/continuous). Our method is quite flexible and con…
Stationarity and Moment Properties of some Multivariate Count Autoregressions
Zinsou Max Debaly, Lionel Truquet
We study stationarity and moments properties of some count time series models from contraction and stability properties of iterated random maps. Both univariate and multivariate pr…
Iterations of dependent random maps and exogeneity in nonlinear dynamics
Max Zinsou Debaly, Lionel Truquet
We discuss existence and uniqueness of stationary and ergodic nonlinear autoregressive processes when exogenous regressors are incorporated in the dynamic. To this end, we consider…