Pierre Duchesne

	2008
4		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		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		Pierre Duchesne: Testing for multivariate autoregressive conditional heteroskedasticity using wavelets. Computational Statistics & Data Analysis 51(4): 2142-2163 (2006)
	2004
1		Pierre Duchesne: On robust testing for conditional heteroscedasticity in time series models. Computational Statistics & Data Analysis 46(2): 227-256 (2004)

Coauthor Index

1	Maria Pacurar	[3]
2	Jennifer Poulin	[4]

Colors in the list of coauthors