Pierre Duchesne

According to our database, Pierre Duchesne authored at least 9 papers between 2004 and 2014.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2014

On wavelet-based testing for serial correlation of unknown form using Fan's adaptive Neyman method.

Linyuan Li, Shan Yao, Pierre Duchesne

Comput. Stat. Data Anal., 2014

2012

The Annals of Computational and Financial Econometrics, first issue.

David A. Belsley, Erricos John Kontoghiorghes, Herman K. van Dijk, Luc Bauwens, Siem Jan Koopman, Michael McAleer, Alessandra Amendola, Monica Billio, Christophe Croux, Cathy W. S. Chen, Russell Davidson, Pierre Duchesne, Paolo Foschi, Christian Francq, Ana-María Fuertes, Gary Koop, Lynda Khalaf, Marc S. Paolella, D. S. G. Pollock, Esther Ruiz, Richard Paap, Tommaso Proietti, Peter Winker, Philip L. H. Yu, Jean-Michel Zakoian, Achim Zeileis

Comput. Stat. Data Anal., 2012

2010

Computing the distribution of quadratic forms: Further comparisons between the Liu-Tang-Zhang approximation and exact methods.

Pierre Duchesne, Pierre Lafaye de Micheaux

Comput. Stat. Data Anal., 2010

On testing for serial correlation of unknown form using wavelet thresholding.

Pierre Duchesne, Linyuan Li, Jill Vandermeerschen

Comput. Stat. Data Anal., 2010

The Fifth Special Issue on Computational Econometrics.

David A. Belsley, Pierre Duchesne, George Kapetanios, Erricos John Kontoghiorghes, Marc S. Paolella, Herman K. van Dijk

Comput. Stat. Data Anal., 2010

2008

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.

Jennifer Poulin, Pierre Duchesne

Comput. Stat. Data Anal., 2008

Evaluating financial time series models for irregularly spaced data: A spectral density approach.

Pierre Duchesne, Maria Pacurar

Comput. Oper. Res., 2008

2006

Testing for multivariate autoregressive conditional heteroskedasticity using wavelets.

Pierre Duchesne

Comput. Stat. Data Anal., 2006

2004

On robust testing for conditional heteroscedasticity in time series models.

Pierre Duchesne

Comput. Stat. Data Anal., 2004