Kengne William
Maître de conférences UCP
Membre permanent
Contact
Bureau: C150
Mail: william.kengne@cyu.fr
Page perso
Tel: +33 1 34 25 61 73
Adresse:
CY Cergy Paris Université - THEMA - 33, boulevard du Port
Cergy Pontoise Cedex
Specialité
Econométrie théorique, Détection de ruptures, séries temporelles à valeurs entières, trimming
Articles
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Strongly consistent model selection for general causal time series Kengne William, Statistics & Probability Letters, Volume 171 , 2021 -
Piecewise autoregression for general integer-valued time series Kengne William, Diop Mamadou Lamine , Journal of Statistical Planning and Inference, 211 , p.271-286, 2021 -
Consistent model selection criteria and goodness-of-fit test for common time series models Kengne William, Jean-Marc Bardet, Kare Kamila , Electronic Journal of Statistics, 14 , p.2009-2052, 2020 -
Testing Parameter Change in General Integer-Valued Time Series Kengne William, M. L. Diop , Journal of time series analysis, 38 , p.880-894, 2017 -
Sequential change-point detection in Poisson autoregressive models Kengne William, Journal de la Société Française de Statistique, 156 , p.98-112, 2015 -
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 -
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
