Access Statistics for Pierre Duchesne

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Intraday Value at Risk (IVaR) Using Tick-by-Tick Data with Application to the Toronto Stock Exchange 0 0 0 616 0 2 27 2,395
On testing for the mean vector of a multivariate distribution with generalized and {2}-inverses 1 1 1 71 2 2 20 248
Total Working Papers 1 1 1 687 2 4 47 2,643

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Computing the distribution of quadratic forms: Further comparisons between the Liu-Tang-Zhang approximation and exact methods 0 0 3 339 0 2 26 887
Corrigendum to: "On matricial measures of dependence in vector ARCH models with applications to diagnostic checking" [Statist. Probab. Lett. 68 (2004) 149-160] 0 0 0 6 0 1 4 39
Diagnostic checking of multivariate nonlinear time series models with martingale difference errors 0 0 0 26 0 0 11 96
Estimation and model adequacy checking for multivariate seasonal autoregressive time series models with periodically varying parameters 0 0 0 29 0 0 5 213
Intraday Value at Risk (IVaR) using tick-by-tick data with application to the Toronto Stock Exchange 0 0 1 96 0 2 20 402
ON TESTING FOR SERIAL CORRELATION WITH A WAVELET-BASED SPECTRAL DENSITY ESTIMATOR IN MULTIVARIATE TIME SERIES 0 0 0 42 0 1 11 130
On consistent testing for serial correlation of unknown form in vector time series models 0 0 0 14 1 1 6 55
On kernel nonparametric regression designed for complex survey data 0 0 0 20 0 1 7 78
On matricial measures of dependence in vector ARCH models with applications to diagnostic checking 0 0 0 10 0 0 2 50
On modelling and diagnostic checking of vector periodic autoregressive time series models 0 0 2 45 1 4 11 151
On multiplicative seasonal modelling for vector time series 0 0 1 10 1 1 16 76
On robust testing for conditional heteroscedasticity in time series models 0 0 0 16 0 0 12 76
On testing for serial correlation of unknown form using wavelet thresholding 0 0 0 14 1 2 10 77
On the asymptotic distribution of residual autocovariances in VARX models with applications 0 0 0 20 1 1 9 69
On the asymptotic distribution of the residual autocovariance matrices in the autoregressive conditional multinomial model 0 0 0 22 0 2 10 103
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 0 0 0 19 0 0 9 102
Principal Component Analysis from the Multivariate Familial Correlation Matrix 0 0 0 16 1 2 8 88
Robust and powerful serial correlation tests with new robust estimates in ARX models 0 0 0 33 0 1 10 184
Testing for multivariate autoregressive conditional heteroskedasticity using wavelets 0 0 0 29 1 2 8 89
Testing for serial correlation of unknown form in cointegrated time series models 0 0 0 19 1 3 6 83
The Fifth Special Issue on Computational Econometrics 0 0 0 32 0 0 6 130
Total Journal Articles 0 0 7 857 8 26 207 3,178

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Statistics updated 2026-10-11