Duchesne, Pierre
 Full Professor

Faculty of Arts and Science  Department of Mathematics and Statistics
AndréAisenstadt Office 4251
Courriels
Affiliations
 Membre Centre de recherches mathématiques
Courses
 STT2000 A  Échantillonnage
 STT6615 A  Séries chronologiques univariées
Research area
Student supervision Expand all Collapse all
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Research projects Expand all Collapse all
Centre de recherches mathématiques (CRM) FRQNT/Fonds de recherche du Québec  Nature et technologies (FQRNT) / 2022  2029
Modeling and Forecasting Multivariate and Nonlinear Time Series, and Analysis of Complex Survey Data CRSNG/Conseil de recherches en sciences naturelles et génie du Canada (CRSNG) / 2020  2026
Value chain optimization of hydroeletric power generation systems Rio Tinto Alcan / 2018  2023
Value chain optimization of hydroeletric power generation systems Rio Tinto Alcan / 2018  2022
Value chain optimization of hydroeletric power generation systems Rio Tinto Alcan / 2018  2021
CENTRE DE RECHERCHES MATHEMATIQUES (CRM) FRQNT/Fonds de recherche du Québec  Nature et technologies (FQRNT) / 2015  2023
STATISTICAL MODELING AND ANALYSIS FOR MULTIVARIATE AND NONLINEAR TIME SERIES AND FOR COMPLEX SURVEY DATA CRSNG/Conseil de recherches en sciences naturelles et génie du Canada (CRSNG) / 2015  2022
MODELE DE PREVISION DYNAMIQUE DU COMPORTEMENT DES RENOUVELLEMENTS DE POLICES D'ASSURANCE Innovation, Sciences et Développement économique Canada / 2014  2015
MODELE DE PREVISION DYNAMIQUE DU COMPORTEMENT DES RENOUVELLEMENTS DE POLICES D'ASSURANCE (BOURSE KENZA SALLIER) FRQNT/Fonds de recherche du Québec  Nature et technologies (FQRNT) / 2014  2015
(BOURSE KENZA SALLIER) MODELE DE PREVISION DYNAMIQUE DU COMPORTEMENT DES RENOUVELLEMENTS DE POLICES D'ASSURANCE FRQNT/Fonds de recherche du Québec  Nature et technologies (FQRNT) / 2014  2014
MODELE DE PREVISION DYNAMIQUE DU COMPORTEMENT DES RENOUVELLEMENTS DE POLICES D'ASSURANCE Innovation, Sciences et Développement économique Canada / 2014  2014
MODELLING AND DIAGNOSTIC CHECKING MULTIVARIATE AND NONLINEAR TIME SERIES / 2010  2014
CENTRE DE RECHERCHES MATHEMATIQUES (CRM) FRQNT/Fonds de recherche du Québec  Nature et technologies (FQRNT) / 2008  2016
MODELLING AND DIAGNOSTIC CHECKING MULTIVARIATE AND NONLINEAR TIME SERIES CRSNG/Conseil de recherches en sciences naturelles et génie du Canada (CRSNG) / 2004  2016
Selected publications Expand all Collapse all
On waveletbased testing for serial correlation of unknown form using Fan's adaptive Neyman method
On testing for causality in variance between two multivariate time series
Controlling the bias of robust smallarea estimators
Distributions for residual autocovariances in parsimonious periodic vector autoregressive models with applications
On testing for independence between the innovations of several time series
On testing for serial correlation of unknown form using wavelet thresholding
The fifth special issue on computational econometrics
Computing the distribution of quadratic forms: further comparisons between the LiuTangZhang approximation and exact methods
On kernel nonparametric regression designed for complex survey data
Authors' corrigenda/corrections des auteurs on testing for multivariate ARCH effects in vector time series models
Corrigendum to: ``On matricial measures of dependence in vector ARCH models with applications to diagnostic checking''
Estimation and model adequacy checking for multivariate seasonal autoregressive time series models with periodically varying parameters
On multiplicative seasonal modelling for vector time series
On modelling and diagnostic checking of vector periodic autoregressive time series models
Diagnostic checking of multivariate nonlinear time series models with martingale difference errors
Evaluating financial time series models for irregularly spaced data: a spectral density approach
On robust forecasting in dynamic vector time series models
On the power transformation of kernelbased tests for serial correlation in vector time series: some finite sample results and a comparison with the bootstrap
On consistent testing for serial correlation in seasonal time series models
Testing for multivariate autoregressive conditional heteroskedasticity using wavelets
On testing for serial correlation with a waveletbased spectral density estimator in multivariate time series
On the asymptotic distribution of residual autocovariances in VARX models with applications
Testing for serial correlation of unknown form in cointegrated time series models
Robust and powerful serial correlation tests with new robust estimates in ARX models
On the asymptotic distribution of the residual autocovariance matrices in the autoregressive conditional multinomial model
On matricial measures of dependence in vector ARCH models with applications to diagnostic checking
On robust testing for conditional heteroscedasticity in time series models
On consistent testing for serial correlation of unknown form in vector time series models
On testing for multivariate ARCH effects in vector time series models
Robust tests for independence of two time series
Principal component analysis from the multivariate familial correlation matrix
Robust estimation of the SUR model