7 citations · 10 across the 7 of their papers we have counts for
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math.ST2020★ 7 cited
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…
math.ST2020★ 2 cited
Density power divergence for general integer-valued time series with multivariate exogenous covariate
Mamadou Lamine Diop, William Kengne
In this article, we study a robust estimation method for a general class of integer-valued time series models. The conditional distribution of the process belongs to a broad class…