Articles parus dans des revues scientifiques avec comité de lecture

(les étudiants sont identifiés par des astérisques [doctorat :*; maîtrise : **])

31. Duchesne, P, Ghoudi, K. et Rémillard, B. (201X), ‘On testing for independence between the innovations of several time series’, à paraître dans La revue canadienne de statistique.

30. Nkwimi Tchahou**, H. et Duchesne, P. (201X), ‘On testing for causality in variance between two multivariate time series’, à paraître dans Journal of Statistical Computation and Simulation.

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

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.