The following pages link to Pierre Duchesne (Q700152):
Displaying 36 items.
- Principal component analysis from the multivariate familial correlation matrix (Q700153) (← links)
- On multiplicative seasonal modelling for vector time series (Q731947) (← links)
- On the asymptotic distribution of residual autocovariances in VARX models with applications (Q820209) (← links)
- Diagnostic checking of multivariate nonlinear time series models with martingale difference errors (Q928971) (← links)
- On robust forecasting in dynamic vector time series models (Q951052) (← links)
- On robust testing for conditional heteroscedasticity in time series models (Q956923) (← links)
- Computing the distribution of quadratic forms: further comparisons between the Liu-Tang-Zhang approximation and exact methods (Q962330) (← links)
- Corrigendum to: ``On matricial measures of dependence in vector ARCH models with applications to diagnostic checking'' (Q968482) (← links)
- On kernel nonparametric regression designed for complex survey data (Q976962) (← links)
- Testing for multivariate autoregressive conditional heteroskedasticity using wavelets (Q1010560) (← links)
- 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 (Q1023788) (← links)
- On consistent testing for serial correlation of unknown form in vector time series models. (Q1427530) (← links)
- On wavelet-based testing for serial correlation of unknown form using Fan's adaptive Neyman method (Q1615242) (← links)
- On matricial measures of dependence in vector ARCH models with applications to diagnostic checking (Q1770073) (← links)
- On the asymptotic distribution of the residual autocovariance matrices in the autoregressive conditional multinomial model (Q1927481) (← links)
- Evaluating vector multiplicative error models with the Hosking-Ljung-Box Portmanteau test and kernel-based test statistics (Q2322052) (← links)
- Evaluating financial time series models for irregularly spaced data: a spectral density approach (Q2384591) (← links)
- On testing for serial correlation of unknown form using wavelet thresholding (Q2445707) (← links)
- Testing for serial correlation of unknown form in cointegrated time series models (Q2501358) (← links)
- On testing for independence between the innovations of several time series (Q2856550) (← links)
- Distributions for residual autocovariances in parsimonious periodic vector autoregressive models with applications (Q2864627) (← links)
- Controlling the bias of robust small-area estimators (Q2870253) (← links)
- On modelling and diagnostic checking of vector periodic autoregressive time series models (Q3077642) (← links)
- ON TESTING FOR SERIAL CORRELATION WITH A WAVELET-BASED SPECTRAL DENSITY ESTIMATOR IN MULTIVARIATE TIME SERIES (Q3408515) (← links)
- (Q3535260) (← links)
- Erratum: Authors' corrigenda/corrections des auteurs on testing for multivariate ARCH effects in vector time series models (Q3589859) (← links)
- (Q4438064) (← links)
- On testing for multivariate ARCH effects in vector time series models (Q4470644) (← links)
- Robust estimation of the SUR model (Q4521136) (← links)
- On Diagnostic Checking Autoregressive Conditional Duration Models with Wavelet-Based Spectral Density Estimators (Q4976477) (← links)
- On strong consistency and asymptotic normality of one-step Gauss-Newton estimators in ARMA time series models (Q4999850) (← links)
- On testing for causality in variance between two multivariate time series (Q5218935) (← links)
- Multivariate hypothesis testing using generalized and {2}-inverses – with applications (Q5263990) (← links)
- On consistent testing for serial correlation in seasonal time series models (Q5442061) (← links)
- Robust and powerful serial correlation tests with new robust estimates in ARX models (Q5467593) (← links)
- Estimating the mean and its effects on Neyman smooth tests of normality for ARMA models (Q5507358) (← links)
