Articles parus dans des revues scientifiques avec comité de lecture
(les étudiants sont identifiés par des astérisques [doctorat :*; maîtrise : **])
36. Duchesne, P., Lafaye de Micheaux, P. et Tagne, J. (2016), ‘Estimating the mean and its effects on Neyman smooth tests of normality for ARMA models’, La revue canadienne de statistique, accepté, juin 2016.
35. Duchesne, P. et Francq, C. (2015), ‘Multivariate hypothesis testing
using generalized and { 2 }-inverses’, Statistics, 49, 475-496.
34. Li, L., Yao, S et Duchesne, P. (2014), ‘On wavelet-based testing for
serial correlation of unknown form using Fan's adaptive Neyman
method’, Computational
Statistics & Data Analysis 70,
pp. 308-327.
33. Dongmo
Jiongo, V., Haziza, D. et
Duchesne, P. (2013), ‘Controlling the bias of robust small area estimators’, Biometrika 100,
pp. 843-858.
32. Nkwimi
Tchahou**, H. et Duchesne, P. (2013), ‘On testing for
causality in variance between two multivariate time series’, Journal of Statistical Computation
and Simulation 83, pp. 2064-2092.
31. Duchesne, P. et Lafaye de
Micheaux, P. (2013), ‘Distributions for residual autocovariances in
parsimonious periodic vector autoregressive models with applications’, Journal
of Time Series Analysis 34, pp.
496-507.
30. Duchesne, P, Ghoudi,
K. et Rémillard, B. (2012),
‘On testing for independence between the innovations of several time series’, La
revue canadienne de statistique
40, pp. 447-479.
29. Duchesne, P., Li, L. et Vandermeerschen**, J. (2010),
‘On testing for serial correlation of unknown form using wavelet thresholding’,
Computational Statistics & Data Analysis 54, pp. 2512-2531.
28. Harms, T. et
Duchesne, P. (2010), ‘On kernel nonparametric regression designed for complex
survey data’, Metrika 72, pp.
111-138.
27. Duchesne, P. et
Lafaye de Micheaux, P. (2010), ‘Computing the distribution of quadratic forms:
Further comparisons between the Liu-Tang-Zhang approximation and exact methods’,
Computational Statistics & Data Analysis 54, pp. 858-862.
26. Dionne, G., Duchesne, P. et Pacurar*, M. (2009), ‘Intraday
value at risk (IVaR) using tick-by-tick data with
application to the Toronto Stock Exchange’, Journal of Empirical Finance
16, pp. 777-792.
25. Ursu*,
E. et Duchesne, P. (2009), ‘On multiplicative seasonal modelling for vector
time series’, Statistics and Probability Letters 79, pp. 2045-2052.
24. Ursu*,
E. et Duchesne, P. (2009), ‘Estimation and model adequacy checking for
multivariate seasonal autoregressive time series models with periodically
varying parameters’, Statistica Neerlandica 63, pp. 183-212.
23. Ursu*,
E. et Duchesne, P. (2009), ‘On modeling and diagnostic checking of vector
periodic autoregressive time series models’, Journal of Time Series Analysis
30, pp. 70-96.
22. Gagné**,
C. et Duchesne, P. (2008), ‘On robust forecasting in dynamic vector time series
models’, Journal of Statistical Planning and Inference 138, pp. 3927-3938 .
21. Chabot-Hallé**,
D. et Duchesne, P. (2008), ‘Diagnostic checking of multivariate nonlinear time
series models with martingale difference errors’, Statistics and Probability
Letters 78, pp. 997-1005.
20. Poulin**,
J. et Duchesne, P. (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’, Computational Statistics & Data Analysis 52,
pp. 4432-4457.
19. Duchesne, P. et Pacurar*, M. (2008), ‘Evaluating financial time series
models for irregularly spaced data: A spectral density approach’, Computers
& Operations Research, Special Issue: Applications of OR in Finance 35, pp. 130-155.
18. Duchesne, P. (2007), ‘On
consistent testing for serial correlation in seasonal time series models’, La revue canadienne
de statistique 35, pp. 193-213.
17. Duchesne, P. (2006), ‘Testing
for multivariate autoregressive conditional heteroskedasticity using wavelets’,
Computational Statistics & Data Analysis 51, pp.
2142-2163.
16. Harms**, T. et Duchesne, P.
(2006), ‘On calibration estimation for quantiles’, Survey Methodology 32, pp. 37-52.
15. Duchesne, P. (2006), ‘On testing
for serial correlation with a wavelet-based spectral density estimator in
multivariate time series’, Econometric Theory 22, pp. 633-676.
14. Duchesne, P. (2005), ‘On the
asymptotic distribution of residual autocovariances
in VARX models with applications’, Test 14, pp. 449-473.
13. Duchesne, P. (2005), ‘Testing
for serial correlation of unknown form in cointegrated
time series models’, Annals of the Institute of Statistical Mathematics
57, pp. 575-595.
12. Duchesne, P. (2005), ‘Robust and
powerful serial correlation tests with new robust estimates in ARX models’, Journal
of Time Series Analysis 26, pp.
49-81.
11. Duchesne, P. (2004), ‘On matricial measures of dependence in vector ARCH models with
applications to diagnostic checking’, Statistics and Probability Letters 68, pp. 149-160 (Corr,
80, p. 910).
10. Duchesne, P. (2004), ‘On robust testing
for conditional heteroscedasticity in time series models’, Computational
Statistics & Data Analysis 46,
pp. 227-256.
9. Duchesne, P. (2004), ‘On the
asymptotic distribution of the residual autocovariance
matrices in the autoregressive conditional multinomial model’, Economics Letters 83, pp.
193-197.
8. Duchesne, P. et Roy, R. (2004),
‘On consistent testing for serial correlation of unknown form in vector time
series models’, Journal of Multivariate Analysis 89, pp.
148-180.
7. Duchesne, P. et Lalancette, S. (2003), ‘On testing for multivariate ARCH
effects in vector time series models’, La revue canadienne
de statistique 31, pp. 275-292.
6. Duchesne, P. et Roy, R. (2003),
‘Robust tests for independence of two time series’, Statistica
Sinica 13, pp. 827-852.
5. Duchesne, P. (2003), ‘Estimation
of a proportion with survey data’, Journal
of Statistics Education [Online],11(3). (www.amstat.org/publications/jse/v11n3/duchesne.pdf)
4. Bilodeau, M. et Duchesne, P.
(2002), ‘Principal component analysis from multivariate familial correlation
matrix’, Journal of Multivariate Analysis 82, pp. 457-470.
3. Duchesne, P. (2000), ‘A note on
jackknife variance estimation for the general regression estimator’, Journal
of Official Statistics 16, pp.
133-138.
2. Bilodeau, M. et Duchesne, P. (2000), ‘Robust estimation of the SUR model’. La revue canadienne de statistique 28, pp. 277-288.
1.
Duchesne, P. (1999), ‘Robust Calibration Estimators’, Survey Methodology
25, pp. 43-56.
Contributions à des actes de congrès et à des ouvrages collectifs avec comité
de lecture
5. Duchesne, P. et Hong, Y. (201X),
‘On diagnostic checking autoregressive conditional duration models with
wavelet-based spectral density estimators’, accepté dans Ian McLeod Festschrift, octobre
2015.
4. Harms, T. et Duchesne, P. (2008), ‘Sur l’utilisation de la régression non paramétrique pour des données d’enquêtes’, Méthodes de sondage, enquêtes électorales, dans le domaine de la santé, dans les pays en développement, Dunod, pp. 327-334.
3. Duchesne, P. et Francq, C.
(2008), ‘On diagnostic checking time series models with portmanteau test
statistics based on generalized inverses and { 2 }-inverses’, COMPSTAT 2008,
Proceedings in Computational Statistics, pp. 143-154.
2. Bou-Hamad**,
I. et Duchesne, P. (2005), 'On robust
diagnostics at individual lags using RA-ARX estimators', dans
Statistical Modeling and Analysis for Complex Data Problems.
Duchesne, P. et Rémillard,
B., Éditeurs, Springer.
1. El Himdi, K, Roy, R. et Duchesne, P. (2003),
'Tests for non-correlation of two time series : a
nonparametric approach', Mathematical Statistics and Applications:
Festschrift for Constance van Eeden. Froda, S., Léger, C. and Moore, M., Editors. IMS
Lecture Notes Monograph Series
42, pp. 397-416.
Contributions à des actes de congrès et à des ouvrages collectifs sans comité
de lecture
4. Bilodeau, M. et
Duchesne, P (2001), 'Principal component analysis from multivariate familial
correlation matrix', in Applied Stochastic Models and Data Analysis,
Proceedings of the 10th International Symposium on Applied Stochastic models
and data analysis, Volume 1, pp. 213-218.
3. Bilodeau, M. et Duchesne, P. (2001), 'Analyse en composantes principales d'une matrice de corrélation d'un modèle de données familiales', Actes des XXXIIIèmes Journées de statistique, pp. 195-198.
2.
Bilodeau, M. et Duchesne, P. (1999), `Robust estimation of the SUR model', 31st Symposium on the
Interface: Models, Predictions and Computing, 5 pp.
1. Duchesne, P. (1998), 'Estimateurs de calage robustes avec poids contraints', Recueil 1998 de la Section des méthodes d'enquête de la Société Statistique du Canada, pp. 171-175.