Joseph Ngatchou-Wandji

Available identifiers

zbMath Open ngatchou-wandji.josephMaRDI QIDQ376707

List of research outcomes

Publication	Date of Publication	Type
A Cramér-von Mises test for a class of mean time dependent CHARN models with application to change-point detection	2024-02-16	Paper
Weak convergence of nonparametric estimators of the multidimensional and multidimensional-multivariate renewal functions on Skorohod topology spaces	2022-09-28	Paper
On a new goodness-of-fit test for the Rayleigh distribution based on a conditional expectation characterization	2022-08-01	Paper
On change-points tests based on two-samples \(U\)-statistics for weakly dependent observations	2022-04-07	Paper
On detecting weak changes in the mean of CHARN models	2021-01-21	Paper
Testing nonstationary and absolutely regular nonlinear time series models	2019-10-23	Paper
A locally asymptotically optimal test with application to financial data	2018-05-25	Paper
Asymptotic inference in poverty indices: an empirical processes approach	2017-08-23	Paper
Asymptotic behaviour of binned kernel density estimators for locally non-stationary random fields	2016-06-10	Paper
Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function	2015-09-10	Paper
Asymptotic Normality of Binned Kernel Density Estimators for Non-stationary Dependent Random Variables	2015-06-24	Paper
A Cramér-von Mises test for symmetry of the error distribution in asymptotically stationary stochastic models	2013-11-19	Paper
Testing for symmetry in multivariate distributions	2011-05-20	Paper
A nonparametric test for conditional symmetry in nonstationary and absolutely regular dynamical models	2010-10-22	Paper
Testing Symmetry of the Error Distribution in Nonlinear Heteroscedastic Models	2009-07-16	Paper
Local power of a Cramér-von Mises type test for parametric autoregressive models of order one	2009-03-12	Paper
Estimation in a class of nonlinear heteroscedastic time series models	2008-05-14	Paper
On Testing for the Nullity of Some Skewness Coefficients	2008-03-06	Paper
Checking nonlinear heteroscedastic time series models	2005-06-13	Paper
Weak convergence of some marked empirical processes: Application to testing heteroscedasticity	2003-06-24	Paper
A nonparametric goodness-of-fit test for a class of parametric autoregressive models	2002-04-07	Paper
A Non‐parametric Test for Generalized First‐order Autoregressive Models	1998-04-29	Paper
Limiting distribution of weighted processes of residuals. Application to parametric nonlinear autoregressive models	1997-12-02	Paper
Power of the Lagrange multiplier test for certain subdiagonal bilinear models	1997-04-29	Paper
https://portal.mardi4nfdi.de/entity/Q4879980	1996-06-02	Paper
https://portal.mardi4nfdi.de/entity/Q4864674	1996-04-08	Paper
https://portal.mardi4nfdi.de/entity/Q4856136	1996-01-07	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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