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1
المؤلفون: William Kengne
المصدر: Statistical Inference for Stochastic Processes. 26:437-458
مصطلحات موضوعية: Statistics and Probability
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2
المؤلفون: William Kengne, Isidore S. Ngongo
المصدر: Annals of the Institute of Statistical Mathematics. 74:801-835
مصطلحات موضوعية: Statistics and Probability
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3
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4
المؤلفون: William Kengne, Mamadou Lamine Diop
المصدر: Metrika. 85:373-403
مصطلحات موضوعية: Statistics and Probability, Series (mathematics), 05 social sciences, Estimator, Mathematics - Statistics Theory, Statistics Theory (math.ST), Poisson distribution, Conditional expectation, 01 natural sciences, 010104 statistics & probability, symbols.namesake, Wiener process, 0502 economics and business, FOS: Mathematics, symbols, Applied mathematics, 0101 mathematics, Statistics, Probability and Uncertainty, Change detection, 050205 econometrics, Mathematics, Statistical hypothesis testing, Integer (computer science)
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5
المؤلفون: Mamadou Lamine Diop, William Kengne
مصطلحات موضوعية: Statistics and Probability, FOS: Mathematics, Mathematics - Statistics Theory, Statistics Theory (math.ST), Statistics, Probability and Uncertainty
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6
المؤلفون: Mamadou Lamine Diop, William Kengne
مصطلحات موضوعية: Statistics and Probability, FOS: Mathematics, Mathematics - Statistics Theory, Statistics Theory (math.ST), Statistics, Probability and Uncertainty
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7
المؤلفون: Mamadou Lamine Diop, William Kengne
مصطلحات موضوعية: Statistics and Probability, Statistics::Theory, FOS: Mathematics, Mathematics - Statistics Theory, Statistics Theory (math.ST), Statistics, Probability and Uncertainty
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8Academic Journal
المؤلفون: Jean-marc Bardet, William Kengne
المساهمون: The Pennsylvania State University CiteSeerX Archives
مصطلحات موضوعية: Sequential change detection, Change-point, Causal processes, Quasi-maximum likelihood estimator, Weak convergence
وصف الملف: application/pdf
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.396.5326; http://hal.inria.fr/docs/00/79/31/89/PDF/Online_change-point37.pdf
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9
المؤلفون: Mamadou Lamine Diop, William Kengne
المصدر: Journal of Time Series Analysis. 38:880-894
مصطلحات موضوعية: Statistics and Probability, Series (mathematics), Applied Mathematics, 05 social sciences, Conditional probability distribution, Critical value, 01 natural sciences, 010104 statistics & probability, Exponential family, Autoregressive model, 0502 economics and business, Test statistic, Applied mathematics, 0101 mathematics, Statistics, Probability and Uncertainty, Null hypothesis, Change detection, 050205 econometrics, Mathematics
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10
المؤلفون: Jean-Marc Bardet, Kare Kamila, William Kengne
المساهمون: Statistique, Analyse et Modélisation Multidisciplinaire (SAmos-Marin Mersenne) (SAMM), Université Paris 1 Panthéon-Sorbonne (UP1), Théorie économique, modélisation et applications (THEMA), Université de Cergy Pontoise (UCP), Université Paris-Seine-Université Paris-Seine-Centre National de la Recherche Scientifique (CNRS)
المصدر: Electron. J. Statist. 14, no. 1 (2020), 2009-2052
Electronic Journal of Statistics
Electronic Journal of Statistics, Shaker Heights, OH : Institute of Mathematical Statistics, 2020, 14 (1), pp.2009-2052. ⟨10.1214/20-EJS1709⟩مصطلحات موضوعية: Statistics and Probability, Autoregressive conditional heteroskedasticity, Asymptotic distribution, Model selection, 01 natural sciences, 010104 statistics & probability, Goodness of fit, Consistency (statistics), [MATH.MATH-ST]Mathematics [math]/Statistics [math.ST], affine causal processes, 0502 economics and business, BIC, Applied mathematics, 0101 mathematics, ComputingMilieux_MISCELLANEOUS, 050205 econometrics, Mathematics, Series (mathematics), consistency, 05 social sciences, Estimator, 60K35, Portmanteau test, Statistics, Probability and Uncertainty
وصف الملف: application/pdf
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11
المؤلفون: William Kengne
المصدر: Statistics & Probability Letters. 171:109000
مصطلحات موضوعية: Statistics and Probability, Quasi-likelihood, Weak consistency, Series (mathematics), Model selection, Strong consistency, Estimator, Applied mathematics, Law of the iterated logarithm, Statistics, Probability and Uncertainty, Regularization (mathematics), Mathematics
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12
المؤلفون: Mamadou Lamine Diop, William Kengne
المساهمون: Théorie économique, modélisation et applications (THEMA), Université de Cergy Pontoise (UCP), Université Paris-Seine-Université Paris-Seine-Centre National de la Recherche Scientifique (CNRS), laboratoire d'Etudes et de recherches en Statistiques et Développement (LERSTAD), Université Gaston Bergé Sénégal
المصدر: Journal of Statistical Planning and Inference
Journal of Statistical Planning and Inference, Elsevier, 2021, 211, pp.271-286. ⟨10.1016/j.jspi.2020.07.003⟩مصطلحات موضوعية: Statistics and Probability, Applied Mathematics, 05 social sciences, Inference, Estimator, Mathematics - Statistics Theory, Statistics Theory (math.ST), Poisson distribution, Conditional expectation, 01 natural sciences, Dynamic programming, 010104 statistics & probability, symbols.namesake, Autoregressive model, 0502 economics and business, symbols, Piecewise, FOS: Mathematics, Applied mathematics, [MATH]Mathematics [math], 0101 mathematics, Statistics, Probability and Uncertainty, Time complexity, 050205 econometrics, Mathematics
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13
المؤلفون: William Kengne
المصدر: Journal of Time Series Analysis. 33:503-518
مصطلحات موضوعية: Statistics and Probability, Pure mathematics, Series (mathematics), Weak convergence, Applied Mathematics, 05 social sciences, Estimator, 01 natural sciences, Infimum and supremum, 010104 statistics & probability, 0502 economics and business, Statistics, Test statistic, 0101 mathematics, Statistics, Probability and Uncertainty, Null hypothesis, Brownian motion, 050205 econometrics, Mathematics, Parametric statistics
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14
المؤلفون: Paul Doukhan, William Kengne
المساهمون: Théorie économique, modélisation et applications (THEMA), Centre National de la Recherche Scientifique (CNRS)-CY Cergy Paris Université (CY), Analyse, Géométrie et Modélisation (AGM - UMR 8088), Recherche, Cybu
المصدر: Electronic Journal of Statistics
Electronic Journal of Statistics, Shaker Heights, OH : Institute of Mathematical Statistics, 2015, pp.1267-1314
Electronic Journal of Statistics, Shaker Heights, OH : Institute of Mathematical Statistics, 2015, 1, pp.1267-1314. ⟨10.1214/15-EJS1038⟩
Electron. J. Statist. 9, no. 1 (2015), 1267-1314مصطلحات موضوعية: Statistics and Probability, [CHIM.POLY] Chemical Sciences/Polymers, Inference, Asymptotic distribution, [MATH] Mathematics [math], Poisson distribution, Conditional expectation, 01 natural sciences, 010104 statistics & probability, symbols.namesake, semi-parametric test, Consistency (statistics), 0502 economics and business, Statistics, Compound Poisson process, 62F05, Applied mathematics, 62F03, 0101 mathematics, [MATH]Mathematics [math], [SHS.ECO] Humanities and Social Sciences/Economics and Finance, 050205 econometrics, Mathematics, Poisson autoregression, 05 social sciences, Function (mathematics), [SHS.ECO]Humanities and Social Sciences/Economics and Finance, [CHIM.POLY]Chemical Sciences/Polymers, Autoregressive model, likelihood estimation, symbols, 62M10, Time series of counts, Statistics, Probability and Uncertainty, change-point, 62F12, 60G10, 62F10
وصف الملف: application/pdf
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15
المؤلفون: William Kengne, Jean-Marc Bardet
المساهمون: Statistique, Analyse et Modélisation Multidisciplinaire (SAmos-Marin Mersenne) (SAMM), Université Paris 1 Panthéon-Sorbonne (UP1)
المصدر: Journal of Multivariate Analysis
Journal of Multivariate Analysis, Elsevier, 2014, 125, pp.204-221. ⟨10.1016/j.jmva.2013.12.004⟩مصطلحات موضوعية: Statistics and Probability, Quasi-maximum likelihood estimator, Numerical Analysis, Series (mathematics), Weak convergence, Sequential change detection, Estimator, Mathematics - Statistics Theory, Statistics Theory (math.ST), [STAT.TH]Statistics [stat]/Statistics Theory [stat.TH], Upper and lower bounds, Consistency (statistics), [MATH.MATH-ST]Mathematics [math]/Statistics [math.ST], Causal processes, Statistics, FOS: Mathematics, Change-point, Applied mathematics, Statistics, Probability and Uncertainty, Closing (morphology), Invariant estimator, Mathematics, Causal model
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16
المؤلفون: William Kengne
المساهمون: Statistique, Analyse et Modélisation Multidisciplinaire (SAmos-Marin Mersenne) (SAMM), Université Paris 1 Panthéon-Sorbonne (UP1)
المصدر: Comptes Rendus. Mathématique
Comptes Rendus. Mathématique, Académie des sciences (Paris), 2012, 350, pp.307-312. ⟨10.1016/j.crma.2012.03.001⟩مصطلحات موضوعية: Series (mathematics), media_common.quotation_subject, 010102 general mathematics, Statistical parameter, Estimator, General Medicine, [STAT.TH]Statistics [stat]/Statistics Theory [stat.TH], Infinity, 01 natural sciences, 010104 statistics & probability, Quasi-likelihood, Distribution (mathematics), [MATH.MATH-ST]Mathematics [math]/Statistics [math.ST], Statistics, Applied mathematics, 0101 mathematics, Null hypothesis, Causal model, media_common, Mathematics
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17
المؤلفون: Jean-Marc Bardet, William Kengne, Olivier Wintenberger
المصدر: Electron. J. Statist. 6 (2012), 435-477
مصطلحات موضوعية: Statistics and Probability, Series (mathematics), Estimator, AR(∞) processes, model selection by penalized likelihood, Regularization (mathematics), Term (time), Moment (mathematics), Quasi-likelihood, Consistency (statistics), ARCH(∞) processes, Change detection, 62M10, Applied mathematics, Statistics, Probability and Uncertainty, 62F12, causal processes, quasi-maximum likelihood estimator, Parametric statistics, Mathematics
وصف الملف: application/pdf
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18
المؤلفون: Kamila, Kare
المساهمون: Statistique, Analyse et Modélisation Multidisciplinaire (SAmos-Marin Mersenne) (SAMM), Université Paris 1 Panthéon-Sorbonne (UP1), Université Paris 1 - Panthéon-Sorbonne, Jean-Marc BARDET, William KENGNE, KAMILA, Kare
المصدر: Statistics [math.ST]. Université Paris 1-Panthéon-Sorbonne, 2021. English
مصطلحات موضوعية: model selection, efficient criteria, estimation par quasi-vraisemblance, critères consistants, critères efficients, quasi-likelihood estimation, oracle inequality, [MATH.MATH-ST]Mathematics [math]/Statistics [math.ST], consistent criteria, Causal affine models, slope heuristic, data-driven, sélection de modèles, heuristique de pente, [MATH.MATH-ST] Mathematics [math]/Statistics [math.ST], Modèles affines causaux, inégalité oracle
وصف الملف: application/pdf
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19Dissertation/ Thesis
المؤلفون: Kamila, Kare
المساهمون: Statistique, Analyse et Modélisation Multidisciplinaire (SAmos-Marin Mersenne) (SAMM), Université Paris 1 Panthéon-Sorbonne (UP1), Université Paris 1 - Panthéon-Sorbonne, Jean-Marc BARDET, William KENGNE
المصدر: https://hal.science/tel-03500833 ; Statistics [math.ST]. Université Paris 1 - Panthéon-Sorbonne, 2021. English. ⟨NNT : ⟩.
مصطلحات موضوعية: Causal affine models, model selection, quasi-likelihood estimation, data-driven, consistent criteria, efficient criteria, oracle inequality, slope heuristic, Modèles affines causaux, sélection de modèles, estimation par quasi-vraisemblance, critères consistants, critères efficients, inégalité oracle, heuristique de pente, [MATH.MATH-ST]Mathematics [math]/Statistics [math.ST]
Relation: tel-03500833; https://hal.science/tel-03500833; https://hal.science/tel-03500833/document; https://hal.science/tel-03500833/file/Manuscrit_FINAL_KAMILA2.pdf