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Articles

• Piecewise autoregression for general integer-valued time series Kengne William, Diop Mamadou Lamine , Journal of Statistical Planning and Inference, 211 , p.271-286, 2021
• Strongly consistent model selection for general causal time series Kengne William, Statistics & Probability Letters, Volume 171 , 2021
• Poisson QMLE for change-point detection in general integer-valued time series models Kengne William, Diop Mamadou Lamine , Metrika, p.1-31, 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
• 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