William Kengne

activity

20162023

most citedPoisson QMLE for change-point detection in general integer-valued time series models

7 citations · 9 across the 11 of their papers we have counts for

collaborators

Showing 2022 · math.STShow all

2 papers · 2 filters

math.ST2022

Statistical learning for $ψ$ -weakly dependent processes

Mamadou Lamine Diop, William Kengne

We consider statistical learning question for $ψ$ -weakly dependent processes, that unifies a large class of weak dependence conditions such as mixing, association, $\dots$ The cons…

math.ST2022

Some asymptotic results for time series model selection

William Kengne

We consider the model selection problem for a large class of time series models, including, multivariate count processes, causal processes with exogenous covariates. A procedure ba…

Statistical learning for ψ-weakly dependent processes

Some asymptotic results for time series model selection

Statistical learning for $ψ$ -weakly dependent processes