Nous considérons la détection séquentielle de ruptures dans une classe assez générale de modèles de Poisson autorégressifs de séries temporelles à valeurs entières. La moyenne conditionnelle du processus dépend d’un paramètre
We consider the sequential change-point detection in a general class of Poisson autoregressive models. The conditional mean of the process depends on a parameter
Mot clés : Détection séquentielle, rupture, séries temporelles à valeurs entières, autorégression de Poisson, estimation par vraisemblance
@article{JSFS_2015__156_4_98_0, author = {Kengne, William}, title = {Sequential change-point detection in {Poisson} autoregressive models}, journal = {Journal de la soci\'et\'e fran\c{c}aise de statistique}, pages = {98--112}, publisher = {Soci\'et\'e fran\c{c}aise de statistique}, volume = {156}, number = {4}, year = {2015}, zbl = {1343.62062}, language = {en}, url = {http://www.numdam.org/item/JSFS_2015__156_4_98_0/} }
TY - JOUR AU - Kengne, William TI - Sequential change-point detection in Poisson autoregressive models JO - Journal de la société française de statistique PY - 2015 SP - 98 EP - 112 VL - 156 IS - 4 PB - Société française de statistique UR - http://www.numdam.org/item/JSFS_2015__156_4_98_0/ LA - en ID - JSFS_2015__156_4_98_0 ER -
%0 Journal Article %A Kengne, William %T Sequential change-point detection in Poisson autoregressive models %J Journal de la société française de statistique %D 2015 %P 98-112 %V 156 %N 4 %I Société française de statistique %U http://www.numdam.org/item/JSFS_2015__156_4_98_0/ %G en %F JSFS_2015__156_4_98_0
Kengne, William. Sequential change-point detection in Poisson autoregressive models. Journal de la société française de statistique, Tome 156 (2015) no. 4, pp. 98-112. http://www.numdam.org/item/JSFS_2015__156_4_98_0/
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