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Monitoring procedure for parameter change in causal time series
v1v2 (latest)

Monitoring procedure for parameter change in causal time series

Journal of Multivariate Analysis (J. Multivar. Anal.), 2012
21 September 2012
Jean‐Marc Bardet
William Kengne
    AI4TS
ArXiv (abs)PDFHTML

Papers citing "Monitoring procedure for parameter change in causal time series"

5 / 5 papers shown
Epidemic change-point detection in general causal time series
Epidemic change-point detection in general causal time seriesStatistics and Probability Letters (Stat. Probab. Lett.), 2021
Mamadou Lamine Diop
William Kengne
82
7
0
28 May 2021
On detecting weak changes in the mean of CHARN models
On detecting weak changes in the mean of CHARN models
J. Ngatchou-Wandji
Marwa Ltaifa
290
0
0
21 Jan 2021
Strong consistent model selection for general causal time series
Strong consistent model selection for general causal time series
William Kengne
156
14
0
20 Aug 2020
Poisson QMLE for change-point detection in general integer-valued time
  series models
Poisson QMLE for change-point detection in general integer-valued time series modelsMetrika (Heidelberg) (Metrika), 2020
Mamadou Lamine Diop
William Kengne
154
7
0
27 Jul 2020
Inference for nonstationary time series of counts with application to
  change-point problems
Inference for nonstationary time series of counts with application to change-point problemsAnnals of the Institute of Statistical Mathematics (AISM), 2020
William Kengne
I. S. Ngongo
176
5
0
02 May 2020
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