Duchesne, Pierre, 1969-....
Duchesne, Pierre
VIAF ID: 31399554 ( Personal )
Permalink: http://viaf.org/viaf/31399554
Preferred Forms
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- 100 1 _ ‡a Duchesne, Pierre
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- 100 1 _ ‡a Duchesne, Pierre ‡d 1969-
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- 100 1 _ ‡a Duchesne, Pierre, ‡d 1969-
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- 100 1 _ ‡a Duchesne, Pierre, ‡d 1969-....
Works
Title | Sources |
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Diagnostic checking multivariate nonlinear time series models with martingale difference errors | |
Intraday Value at Risk (IVaR) using tick-by-tick data with application to the Toronto Stock Exchange | |
On calibration estimation for quantiles | |
On consistent testing for serial correlation in seasonal time series models | |
On kernel nonparametric regression designed for complex survey data | |
On modeling and diagnostic checking of vector periodic autoregressive time series models | |
On testing for duration clustering and diagnostic checking of models for irregularly spaced transaction data | |
On testing for serial correlation of unknown form using wavelet thresholding | |
On the asymptotic distribution of the residual autocovariance matrices in the autoregressive conditional multinomial model | |
On the power transformation of kernel-based tests for serial correlation in vector time series : some finite sample results and a comparison with the bootstrap | |
Quelques aspects de la robustesse dans les modèles de régression et pour le cas de l'estimation de la position et de l'échelle | |
Quelques contributions en théorie de l'échantillonnage et dans l'analyse des séries chronologiques multidimensionnelles. | |
Statistical modeling and analysis for complex data problems | |
A test for multivariate autoregressive conditional heteroskedasticity effects in vector time series models |