In this study, we consider the problem of testing for a parameter change in general integer-
valued time series models whose conditional distribution belongs to the one-parameter …

In this work, we focus on a general family of measures of divergence for estimation and
testing with emphasis on conditional independence in cross tabulations. For this purpose, a …

Divergences (distances), which measure the dissimilarity, respectively, proximity, between
two probability distributions, have turned out to be very useful for several different tasks in …

The constrained minimization (respectively maximization) of directed distances and of
related generalized entropies is a fundamental task in information theory as well as in the …

In this work, we deal with some Bayesian inference problems in the presence of right
censored data. First, we propose a dual ϕ− divergence Bayes type estimators for parametric …

Measures of information appear everywhere in probability and statistics. They play a
fundamental role in communication theory. They have a long history dating back to the …

Professor Horváth co-authored in 1997 the book entitled “Limit theorems in changepoint
analysis”. It can be seen as a milestone in the history of this topic that has a history of over …

The assumption of stationarity is too restrictive especially for long time series. This paper
studies the change point problem through a change point estimator based on the φ …