Local power of a Cramér-von Mises type test for parametric autoregressive models of order one. - Joseph Ngatchou-Wandji; Naâmane Laib (Comput. Math. Appl., 2008)

Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function. - Simos G. Meintanis; Joseph Ngatchou-Wandji; Emanuele Taufer (J. Multivar. Anal., 2015)

Detecting weak changes in the mean of a class of nonlinear heteroscedastic models. - Joseph Ngatchou-Wandji; Marwa Ltaifa (Commun. Stat. Simul. Comput., 2025)