20 citations · 38 across the 17 of their papers we have counts for
5 papers · 1 filter
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…
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…
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…