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Testing for parameter change in general integer-valued time series

Testing for parameter change in general integer-valued time series

28 February 2016
Mamadou Lamine Diop
William Kengne
ArXiv (abs)PDFHTML

Papers citing "Testing for parameter change in general integer-valued time series"

8 / 8 papers shown
Deep learning for $ψ$-weakly dependent processes
Deep learning for ψψψ-weakly dependent processes
William Kengne
Wade Modou
AI4CE
316
1
0
01 Feb 2023
A general procedure for change-point detection in multivariate time
  series
A general procedure for change-point detection in multivariate time seriesTest (Madrid) (TM), 2021
Mamadou Lamine Diop
William Kengne
282
6
0
28 Apr 2021
Epidemic change-point detection in general integer-valued time series
Epidemic change-point detection in general integer-valued time seriesJournal of Applied Statistics (J. Appl. Stat.), 2021
Mamadou Lamine Diop
William Kengne
164
4
0
24 Mar 2021
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
155
7
0
27 Jul 2020
Density power divergence for general integer-valued time series with
  multivariate exogenous covariate
Density power divergence for general integer-valued time series with multivariate exogenous covariate
Mamadou Lamine Diop
William Kengne
99
4
0
22 Jun 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
177
5
0
02 May 2020
Consistent model selection procedure for general integer-valued time
  series
Consistent model selection procedure for general integer-valued time seriesStatistics (Berlin) (SB), 2020
Mamadou Lamine Diop
William Kengne
131
6
0
20 Feb 2020
Piecewise autoregression for general integer-valued time series
Piecewise autoregression for general integer-valued time seriesJournal of Statistical Planning and Inference (JSPI), 2019
Mamadou Lamine Diop
William Kengne
AI4TS
230
17
0
03 Nov 2019
1
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