| |
| 2008 | ||
|---|---|---|
| 4 | EE | Jennifer Poulin, Pierre Duchesne: 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(9): 4432-4457 (2008) |
| 3 | EE | Pierre Duchesne, Maria Pacurar: Evaluating financial time series models for irregularly spaced data: A spectral density approach. Computers & OR 35(1): 130-155 (2008) |
| 2006 | ||
| 2 | EE | Pierre Duchesne: Testing for multivariate autoregressive conditional heteroskedasticity using wavelets. Computational Statistics & Data Analysis 51(4): 2142-2163 (2006) |
| 2004 | ||
| 1 | EE | Pierre Duchesne: On robust testing for conditional heteroscedasticity in time series models. Computational Statistics & Data Analysis 46(2): 227-256 (2004) |
| 1 | Maria Pacurar | [3] |
| 2 | Jennifer Poulin | [4] |