12 citations · 13 across the 3 of their papers we have counts for
3 papers
math.ST2025
Multiple change-points detection based on U-Statistics under weak dependence
Joseph Ngatchou-Wandji, Echarif Elharfaoui, Michel Harel
We study multiple change-points detection using multi-samples tests based on U-statistics for absolutely regular observations. Our results extend those of Ngatchou-Wandji et al. (2…
math.ST2021★ 1 cited
On detecting weak changes in the mean of CHARN models
Joseph Ngatchou-Wandji, Marwa Ltaifa
We study a likelihood ratio test for detecting multiple {\it weak} changes in the mean of a class of CHARN models. The locally asymptotically normal (LAN) structure of the family o…
math.ST2008★ 12 cited
Estimation in a class of nonlinear heteroscedastic time series models
Joseph Ngatchou-Wandji
Parameter estimation in a class of heteroscedastic time series models is investigated. The existence of conditional least-squares and conditional likelihood estimators is proved. T…