Pierre Duchesne

Available identifiers

zbMath Open duchesne.pierreMaRDI QIDQ700152

List of research outcomes

Publication	Date of Publication	Type
IndGenErrors	2023-06-30	Software
On strong consistency and asymptotic normality of one-step Gauss-Newton estimators in ARMA time series models	2021-07-02	Paper
On testing for causality in variance between two multivariate time series	2020-03-06	Paper
Evaluating vector multiplicative error models with the Hosking-Ljung-Box Portmanteau test and kernel-based test statistics	2019-08-27	Paper
On wavelet-based testing for serial correlation of unknown form using Fan's adaptive Neyman method	2018-11-02	Paper
On Diagnostic Checking Autoregressive Conditional Duration Models with Wavelet-Based Spectral Density Estimators	2017-07-31	Paper
Estimating the mean and its effects on Neyman smooth tests of normality for ARMA models	2016-12-19	Paper
Multivariate hypothesis testing using generalized and {2}-inverses – with applications	2015-07-20	Paper
On testing for serial correlation of unknown form using wavelet thresholding	2014-04-14	Paper
Controlling the bias of robust small-area estimators	2014-01-17	Paper
Distributions for residual autocovariances in parsimonious periodic vector autoregressive models with applications	2013-11-26	Paper
On testing for independence between the innovations of several time series	2013-10-29	Paper
On the asymptotic distribution of the residual autocovariance matrices in the autoregressive conditional multinomial model	2013-01-01	Paper
On modelling and diagnostic checking of vector periodic autoregressive time series models	2011-02-22	Paper
Erratum: Authors' corrigenda/corrections des auteurs on testing for multivariate ARCH effects in vector time series models	2010-09-20	Paper
On kernel nonparametric regression designed for complex survey data	2010-06-16	Paper
Corrigendum to: ``On matricial measures of dependence in vector ARCH models with applications to diagnostic checking	2010-05-05	Paper
Computing the distribution of quadratic forms: further comparisons between the Liu-Tang-Zhang approximation and exact methods	2010-04-06	Paper
On multiplicative seasonal modelling for vector time series	2009-10-09	Paper
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	2009-06-16	Paper
Testing for multivariate autoregressive conditional heteroskedasticity using wavelets	2009-04-06	Paper
On robust testing for conditional heteroscedasticity in time series models	2008-11-26	Paper
https://portal.mardi4nfdi.de/entity/Q3535260	2008-11-10	Paper
On robust forecasting in dynamic vector time series models	2008-10-29	Paper
Diagnostic checking of multivariate nonlinear time series models with martingale difference errors	2008-06-11	Paper
On consistent testing for serial correlation in seasonal time series models	2008-02-15	Paper
Evaluating financial time series models for irregularly spaced data: a spectral density approach	2007-10-10	Paper
ON TESTING FOR SERIAL CORRELATION WITH A WAVELET-BASED SPECTRAL DENSITY ESTIMATOR IN MULTIVARIATE TIME SERIES	2006-11-14	Paper
Testing for serial correlation of unknown form in cointegrated time series models	2006-09-06	Paper
Robust and powerful serial correlation tests with new robust estimates in ARX models	2006-05-24	Paper
On the asymptotic distribution of residual autocovariances in VARX models with applications	2006-04-06	Paper
On matricial measures of dependence in vector ARCH models with applications to diagnostic checking	2005-04-07	Paper
On testing for multivariate ARCH effects in vector time series models	2004-06-15	Paper
On consistent testing for serial correlation of unknown form in vector time series models.	2004-03-14	Paper
https://portal.mardi4nfdi.de/entity/Q4438064	2003-12-09	Paper
Principal component analysis from the multivariate familial correlation matrix	2002-09-30	Paper
Robust estimation of the SUR model	2002-03-27	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Pierre Duchesne