| Publication | Date of Publication | Type |
|---|
Minimax optimality of deep neural networks on dependent data via PAC-Bayes bounds Electronic Journal of Statistics | 2026-02-06 | Paper |
Deep learning from strongly mixing observations: sparse-penalized regularization and minimax optimality Journal of Complexity | 2026-01-20 | Paper |
Epidemic change-point detection in general integer-valued time series Journal of Applied Statistics | 2024-07-12 | Paper |
A general procedure for change-point detection in multivariate time series Test | 2023-07-12 | Paper |
Inference for nonstationary time series of counts with application to change-point problems Annals of the Institute of Statistical Mathematics | 2022-10-25 | Paper |
| Statistical learning for $\psi$-weakly dependent processes | 2022-09-30 | Paper |
Consistent model selection procedure for general integer-valued time series Statistics | 2022-06-27 | Paper |
Inference and model selection in general causal time series with exogenous covariates Electronic Journal of Statistics | 2022-05-11 | Paper |
Inference and model selection in general causal time series with exogenous covariates Electronic Journal of Statistics | 2022-05-11 | Paper |
Poisson QMLE for change-point detection in general integer-valued time series models Metrika | 2022-04-04 | Paper |
Epidemic change-point detection in general causal time series Statistics & Probability Letters | 2022-03-04 | Paper |
| Epidemic change-point detection in general integer-valued time series | 2021-03-24 | Paper |
Strongly consistent model selection for general causal time series Statistics & Probability Letters | 2021-03-18 | Paper |
Piecewise autoregression for general integer-valued time series Journal of Statistical Planning and Inference | 2021-01-06 | Paper |
| Density power divergence for general integer-valued time series with multivariate exogenous covariate | 2020-06-21 | Paper |
Consistent model selection criteria and goodness-of-fit test for common time series models Electronic Journal of Statistics | 2020-05-13 | Paper |
Consistent model selection criteria and goodness-of-fit test for common time series models Electronic Journal of Statistics | 2020-05-13 | Paper |
Testing Parameter Change in General Integer‐Valued Time Series Journal of Time Series Analysis | 2017-12-01 | Paper |
Inference and testing for structural change in general Poisson autoregressive models Electronic Journal of Statistics | 2015-08-25 | Paper |
Inference and testing for structural change in general Poisson autoregressive models Electronic Journal of Statistics | 2015-08-25 | Paper |
Testing for parameter constancy in general causal time-series models Journal of Time Series Analysis | 2014-11-26 | Paper |
Monitoring procedure for parameter change in causal time series Journal of Multivariate Analysis | 2014-02-13 | Paper |
Multiple breaks detection in general causal time series using penalized quasi-likelihood Electronic Journal of Statistics | 2013-05-28 | Paper |
A test for parameter change in general causal time series using quasi-likelihood estimator Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2012-05-04 | Paper |