ARTICLES  AVEC COMITÉ  DE LECTURE DEPUIS 1990

 

 

·        Francq, C., Roy, R. & A. Saidi (2011) Asymptotic properties of weighted least squares estimation in weak PARMA models. Journal of Time Series Analysis, 32, 699-723.  

 

·        Roy, R. & A. Saidi (2008)  Aggregation and systematic sampling of periodic ARMA processes. Computational Statistics and Data Analysis, 52  4287-4304.

 

·        Saidi, A. & R. Roy (2008) Robust optimal tests for causality in multivariate time series. Econometric Theory  24, .948-987.

 

·        Bouhaddioui, C. & R. Roy (2006) A generalized portmanteau test for independence of two infinite order vector autoregressive series. Journal of Time Series Analysis 27, 505-544.

 

·        Bouhaddioui, C. & R. Roy (2006) On the distribution of the residual cross-correlations of infinite order vector autoregressive series and applications.  Statistics and Probability Letters  76 , 58-68.

 

·        Mélard, G., R. Roy & A. Saidi (2006) Exact maximum likelihood estimation of structured or unit root multivariate time series models. Computational Statistics and Data Analysis 50, 2958-2986.

 

·        Trottier, H., P. Philippe & R. Roy (2006) Stochastic modeling of empirical time series of childhood infectious diseases data before and after mass vaccination. Emerging Themes in Epidemiology  3:9 (revue électronique, 15 pp).

 

·        Francq. C., R. Roy & J.-M. Zakoïan (2005) Diagnostic checking in ARMA models with uncorrelated errors. The Journal of the American Statistical Association 100, 532-544.

 

·        Duchesne, P. & R. Roy (2004) On consistent testing for serial correlation of unknown form in vector time series models. The Journal of Multivariate Analysis 89, 148 – 180.

 

·        Duchesne, P. & R. Roy (2003)  Robust tests for independence of two time series. Statistica Sinica 13, 827 – 852.

 

·        El Himdi, K., R. Roy & P. Duchesne (2003) Tests for non-correlation of two multivariate time series: a nonparametric approach. Mathematical Statistics and Applications: Festschrift for Constance van Eeden, Moore, M., S. Froda & C. Léger, éditeurs. IMS Lecture Notes, vol. 42, pp. 397- 416, Institute of Mathematical Statistics, Hayward, CA.

 

·        Pham, D.T., R. Roy & L. Cédras (2003)  Tests for non-correlation of two cointegrated ARMA time series. The Journal of Time Series Analysis 24, 553-577.

·        Blais, M., B. MacGibbon & R. Roy (2000) Limit theorems for models of time series of counts.  Statistics and Probability Letters  46, 161-168.

·        Gosselin, N., C.A.  Price, R. Roy & P. Carrière (2000) Decreased LH pulsatility during initiation of gonadotropin super-ovulation treatment in the cow: evidence of negative feedback other than estradiol and progesterone. Theriogenology  54, 507-521.

·        Cardinal, M., R. Roy & J. Lambert (1999) On the application of integer-valued time series   models for the analysis of disease incidence. Statistics in Medicine 18, 2025-2039.

·        El Himdi, K. & R. Roy (1997) Tests for non-correlation of two multivariate ARMA time series. The Canadian Journal of Statistics 25, 233-256.

·        Dupont, L., C. Gauthier-Gagnon, R. Roy & M. Lamoureux (1997) Group supervision and productivity : from myth to reality. The Journal of Physical Therapy Education 11, 31-37.

·        Nsiri, S. & R. Roy (1996) Identification of refined ARMA echelon form models for multivariate time series. Journal of Multivariate Analysis 56, 207-231.

·        Smith, G., M. Gagnon & R. Roy (1995) Predictive models of lumbar loadings when handling boxes. International Journal of Occupational Safety and Ergonomics 1, 64-77.

  • Boudjellaba, H., J.-M. Dufour & R. Roy (1994) Simplified conditions for non-causality between vectors in multivariate ARMA models. Journal of Econometrics 63, 271-287.

·        Nsiri, S. & R. Roy (1993) On the invertibility of multivariate linear processes. The Journal of Time Series Analysis 14, 305-316.

·        Roy, R. & R. Cléroux (1993) On vector cross-correlation in time series and applications. The International Statistical Review 61, 447-464.

  • Boudjellaba, H., J.-M. Dufour & R. Roy (1992) Testing causality between two vectors in multivariate ARMA models. The Journal of the American Statistical Association 87, 1082-1090.
  • Nsiri, S. & R. Roy (1992) On the identification of ARMA echelon form models. The Canadian Journal of Statistics 20, 369-386.

·        Mélard, G.,  M. Paesmans & R. Roy (1991) Consistent estimation of the asymptotic covariance structure of multivariate serial correlations. The Journal of Time Series Analysis, 12, 351-361.

·        Gagnon, M., M. Lortie & R. Roy (1990) The evaluation of the friction characteristics of different piques used for handling patients. The International Journal of Industrial Ergonomics, 5, 161-168.

 

RAPPORTS DE RECHERCHE

 

·        Bouezmarni, T., Roy, R. & A. Taamouti (2010) Nonparametric tests for conditional independence using conditional distributions.  Rapport de recherche CRM-3311, Centre de recherches mathématiques, Université de Montréal, septembre  2010.

 

·        Francq, C., Roy, R. & A. Saidi (2009) Asymptotic properties of weighted least squares estimation in weak PARMA models. Rapport de recherche CRM-3292, Centre de recherches mathématiques, Université de Montréal, octobre 2009.

 

·        Roy, R. & A. Saidi (2007)  Aggregation and systematic sampling of periodic ARMA processes. Rapport de recherche CRM-3249, Centre de recherches mathématiques, Université de Montréal, septembre  2007.

 

·        Saidi A. & R. Roy (2006)  Robust optimal tests for causality in multivariate time series. Rapport de recherche CRM-3228, Centre de recherches mathématiques, Université de Montréal, mai 2006.

 

·        Mélard, G., R. Roy & A. Saidi (2004) Exact maximum likelihood estimation of structured or unit root multivariate time series models. Rapport de recherche CRM-3129, Université de Montréal,  Juin 2004.

 

·        Bouhaddioui, C. & R. Roy (2003) A generalized portmanteau test for independence of two infinite order vector autoregressive series. Rapport de recherche CRM-2936, Université de Montréal,  Décembre 2003.

 

·        Francq. C., R. Roy & J.-M. Zakoïan (2003) Goodness-of-fit tests for ARMA models with uncorrelated errors. Rapport de recherche CRM-2925, Université de Montréal,  Juillet 2003.

 

·        Bouhaddioui, C. & R. Roy (2003) On the distribution of the residual cross-correlations between two uncorrelated infinite order vector autoregressive series. Rapport de recherche CRM-2924, Université de Montréal,  Juin 2003.

 

·        El Himdi, K., R. Roy &  P. Duchesne (2003) Tests for non-correlation of two multivariate time series: a nonparametric approach. Rapport de recherche CRM-2912, Université de Montréal,  Février 2003.

 

  • Duchesne, P. &  R. Roy (2001)  Robust tests for independence of two time series. Rapport de recherche CRM-2751, Université de Montréal,  Août 2001.

 

  • Duchesne, P. & R. Roy (2001) Consistent tests for independence against serial dependence of unknown form in vector time series models. Rapport de recherche CRM-2703, Université de Montréal,  Janvier 2001. 

 

  • Pham, D.T., R. Roy & L. Cédras (2000) Tests for non-correlation of two cointegrated ARMA time series. Rapport de recherche CRM-2649, Université de Montréal,  Janvier 2000.