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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

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Showing 2019Show all

2 papers · 1 filter

math.ST2019

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…

math.ST2019★ 1 cited

Consistent model selection criteria and goodness-of-fit test for affine causal processes

Jean-Marc Bardet, Kare Kamila, William Kengne

This paper studies the model selection problem in a large class of causal time series models, which includes both the ARMA or AR() processes, as well as the GARCH or ARCH($…