The following pages link to William Charky Kengne (Q412602):
Displaying 18 items.
- A test for parameter change in general causal time series using quasi-likelihood estimator (Q412603) (← links)
- (Q491390) (redirect page) (← links)
- Inference and testing for structural change in general Poisson autoregressive models (Q491391) (← links)
- Piecewise autoregression for general integer-valued time series (Q826981) (← links)
- Multiple breaks detection in general causal time series using penalized quasi-likelihood (Q1950823) (← links)
- Inference for nonstationary time series of counts with application to change-point problems (Q2086285) (← links)
- Poisson QMLE for change-point detection in general integer-valued time series models (Q2121429) (← links)
- Inference and model selection in general causal time series with exogenous covariates (Q2136604) (← links)
- Consistent model selection criteria and goodness-of-fit test for common time series models (Q2180087) (← links)
- Monitoring procedure for parameter change in causal time series (Q2637611) (← links)
- Strongly consistent model selection for general causal time series (Q2657997) (← links)
- Epidemic change-point detection in general causal time series (Q2667625) (← links)
- (Q2803789) (← links)
- Testing for parameter constancy in general causal time-series models (Q2931597) (← links)
- Testing Parameter Change in General Integer‐Valued Time Series (Q4596428) (← links)
- Consistent model selection procedure for general integer-valued time series (Q5085219) (← links)
- A general procedure for change-point detection in multivariate time series (Q6114842) (← links)
- Epidemic change-point detection in general integer-valued time series (Q6571998) (← links)
