7 citations · 9 across the 6 of their papers we have counts for
8 papers
Epidemic change-point detection in general integer-valued time series
Mamadou Lamine Diop, William Kengne
In this paper, we consider the structural change in a class of discrete valued time series, which the true conditional distribution of the observations is assumed to be unknown. Th…
Strong consistent model selection for general causal time series
William Kengne
We consider the strongly consistent question for model selection in a large class of causal time series models, including AR(), ARCH(), TARCH(), ARMA-GARCH…
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…
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^…
Consistent model selection procedure for general integer-valued time series
Mamadou Lamine Diop, William Kengne
This paper deals with the problem of model selection for a general class of integer-valued time series. We propose a penalized criterion based on the Poisson quasi-likelihood of th…
Piecewise autoregression for general integer-valued time series
Mamadou Lamine Diop, William Kengne
This paper proposes a piecewise autoregression for general integer-valued time series. The conditional mean of the process depends on a parameter which is piecewise constant over t…