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- CY Cergy Paris University
- Research and valorisation
- Research structures
- Adress : CY Cergy Paris Université - THEMA - 33, boulevard du Port Cergy Pontoise Cedex
Theoretical econometrics, Break detection, whole-value time series, trimming.
Activities / Resume
Published articles
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Strongly consistent model selection for general causal time series
Kengne William, Statistics & Probability Letters, Volume 171 , 2021 -
Testing Parameter Change in General Integer-Valued Time Series
Kengne William, M. L. Diop , Journal of time series analysis, 38 , p.880-894, 2017 -
Inference and testing for structural change in general Poisson autoregressive models
Kengne William, Paul Doukhan , Electronic Journal of Statistics, Volume 9 , p.1267-1314, 2015 -
Sequential change-point detection in Poisson autoregressive models
Kengne William, Journal de la Société Française de Statistique, 156 , p.98-112, 2015 -
Monitoring procedure for parameter change in causal time series
Kengne William, J.-M. Bardet , Journal of multivariate analysis, p.204–221, 2014 -
A test for parameter change in general causal time series using quasi-likelihood estimator
Kengne William, C. R. Acad. Sci. Paris, Ser. I 350 , p.307–312, 2012 -
Testing for parameter constancy in general causal time series models
Kengne William, Journal of time series analysis, p.503-518, 2012 -
Detecting multiple change-points in general causal time series using penalized quasi-likelihood
Kengne William, Bardet J.-M. and Wintenberger O. , Electronic Journal of Statistics, p.435-477, 2012
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