Kengne William
Chercheur Associé
Associé
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
Apprentissage statistique, Deep learning, Sélection de modèles, Détection de rupture, Processus autorégressifs, Processus avec covariables exogènes, Processus à valeurs entières
Articles
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Epidemic change-point detection in general integer-valued time series Kengne William, Diop Mamadou Lamine , Journal of applied statistics, 2023 -
Epidemic change-point detection in general causal time series Kengne William, Diop Mamadou Lamine , Statistics & Probability Letters, 184 , 2022 -
On consistency for time series model selection Kengne William, Statistical inference for stochastic processes, 2022 -
Consistent model selection procedure for general integer-valued time series Kengne William, Diop Mamadou Lamine , Statistics, 55 (6), p.1207-1230, 2022 -
Inference for nonstationary time series of counts with application to change-point problems Kengne William, Isidore S. Ngongo , Annals of the institute of statistical mathematics, p.801–835, 2022 -
Inference and model selection in general causal time series with exogenous covariates Kengne William, Diop Mamadou Lamine , Electronic Journal of Statistics, 16 , p.116-157, 2022 -
A general procedure for change-point detection in multivariate time series Kengne William, Diop Mamadou Lamine , Test : an official journal of the spanish society of statistics and operations research, 2022 -
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 -
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
