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Disambiguation of "Duchesne, Pierre"

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On robust testing for conditional heteroscedasticity in time series models.

. Comput. Stat. Data Anal., 46 (2): 227-256 (2004)

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Pierre Venet

Pierre Nyabyenda

Pierre Gottschlich

Pierre Mattern

Pierre Mangold

 

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Evaluating financial time series models for irregularly spaced data: A spectral density approach., and . Comput. Oper. Res., 35 (1): 130-155 (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., and . Comput. Stat. Data Anal., 52 (9): 4432-4457 (2008)On testing for serial correlation of unknown form using wavelet thresholding., , and . Comput. Stat. Data Anal., 54 (11): 2512-2531 (2010)On robust testing for conditional heteroscedasticity in time series models.. Comput. Stat. Data Anal., 46 (2): 227-256 (2004)The Annals of Computational and Financial Econometrics, first issue., , , , , , , , , and 16 other author(s). Comput. Stat. Data Anal., 56 (11): 2991-2992 (2012)Testing for multivariate autoregressive conditional heteroskedasticity using wavelets.. Comput. Stat. Data Anal., 51 (4): 2142-2163 (2006)The Fifth Special Issue on Computational Econometrics., , , , , and . Comput. Stat. Data Anal., 54 (11): 2359 (2010)On the asymptotic distribution of the residual autocovariance matrices in the autoregressive conditional multinomial model. Economics Letters, 83 (2): 193--197 (May 2004)Computing the distribution of quadratic forms: Further comparisons between the Liu-Tang-Zhang approximation and exact methods., and . Comput. Stat. Data Anal., 54 (4): 858-862 (2010)On wavelet-based testing for serial correlation of unknown form using Fan's adaptive Neyman method., , and . Comput. Stat. Data Anal., (2014)