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09/30/2022
Statistical learning for ψ-weakly dependent processes
We consider statistical learning question for ψ-weakly dependent process...
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05/28/2021
Epidemic change-point detection in general causal time series
We consider an epidemic change-point detection in a large class of causa...
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04/28/2021
A general procedure for change-point detection in multivariate time series
We consider the change-point detection in multivariate continuous and in...
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03/24/2021
Epidemic change-point detection in general integer-valued time series
In this paper, we consider the structural change in a class of discrete ...
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02/04/2021
Inference and model selection in general causal time series with exogenous covariates
In this paper, we study a general class of causal processes with exogeno...
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07/27/2020
Poisson QMLE for change-point detection in general integer-valued time series models
We consider together the retrospective and the sequential change-point d...
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06/22/2020
Density power divergence for general integer-valued time series with multivariate exogenous covariate
In this article, we study a robust estimation method for a general class...
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02/20/2020
Consistent model selection procedure for general integer-valued time series
This paper deals with the problem of model selection for a general class...
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11/03/2019