Kengne William

Maître de conférences UCP
Membre permanent

Contact

Bureau: C150
Mail: william.kengne@u-cergy.fr
Page perso
Tel: +33 1 34 25 61 73

Adresse:
Université de Cergy-Pontoise - THEMA - 33, boulevard du Port
Cergy Pontoise Cedex

Specialité

Econométrie théorique, Détection de ruptures, séries temporelles à valeurs entières, trimming

Articles

  • 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
  • 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
  • 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
  • Testing for parameter constancy in general causal time series models Kengne William, Journal of time series analysis, p.503-518, 2012