Pierre Duchesne : Citation Profile


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2

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95

Citations

RESEARCH PRODUCTION:

21

Articles

2

Papers

RESEARCH ACTIVITY:

   8 years (2002 - 2010). See details.
   Cites by year: 11
   Journals where Pierre Duchesne has often published
   Relations with other researchers
   Recent citing documents: 9.    Total self citations: 7 (6.86 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pdu23
   Updated: 2021-01-23    RAS profile: 2010-09-06    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Pierre Duchesne.

Is cited by:

Floros, Christos (4)

Dionne, Georges (4)

Gencay, Ramazan (4)

Degiannakis, Stavros (4)

Slotwinski, Michaela (3)

Schmidheiny, Kurt (3)

Holmberg, Ulf (2)

RAÏSSI, HAMDI (2)

Eichler, Michael (2)

Hautsch, Nikolaus (2)

Francq, Christian (2)

Cites to:

Engle, Robert (20)

Bollerslev, Tim (9)

Hong, Yongmiao (8)

Francq, Christian (4)

Tse, Y. K. (3)

Granger, Clive (3)

Franses, Philip Hans (3)

Chou, Ray (3)

Wooldridge, Jeffrey (3)

Zakoian, Jean-Michel (3)

li, wenli (2)

Main data


Where Pierre Duchesne has published?


Journals with more than one article published# docs
Computational Statistics & Data Analysis6
Statistics & Probability Letters4
Journal of Multivariate Analysis2
Journal of Time Series Analysis2

Recent works citing Pierre Duchesne (2021 and 2020)


YearTitle of citing document
2020Modelling Network Interference with Multi-valued Treatments: the Causal Effect of Immigration Policy on Crime Rates. (2020). Mealli, F ; Crimaldi, I ; Forastiere, L ; Tortu, C. In: Papers. RePEc:arx:papers:2003.10525.

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2020Multi-frequency-band tests for white noise under heteroskedasticity. (2020). Zhu, Ke ; Liu, Mengya. In: Papers. RePEc:arx:papers:2004.09161.

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2020Selection tests for possibly misspecified hierarchical multinomial marginal models. (2020). Colombi, Roberto. In: Econometrics and Statistics. RePEc:eee:ecosta:v:16:y:2020:i:c:p:136-147.

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2020Forecasting with importance-sampling and path-integrals: Applications to COVID-19. (2020). Ingber, Lester. In: Lester Ingber Papers. RePEc:lei:ingber:20fi.

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2020Estimation of non-null SNP effect size distributions enables the detection of enriched genes underlying complex traits. (2020). Crawford, Lorin ; Ramachandran, Sohini ; Cheng, Wei. In: PLOS Genetics. RePEc:plo:pgen00:1008855.

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2020Detection and estimation of additive outliers in seasonal time series. (2020). Battaglia, Francesco ; Rizzo, Manuel ; Cucina, Domenico. In: Computational Statistics. RePEc:spr:compst:v:35:y:2020:i:3:d:10.1007_s00180-019-00928-5.

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2020The non-null limiting distribution of the generalized Baumgartner statistic based on the Fourier series approximation. (2020). Murakami, Hidetoshi ; Miyazaki, Ryo. In: Statistical Papers. RePEc:spr:stpapr:v:61:y:2020:i:5:d:10.1007_s00362-018-1012-2.

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2020Multivariate portmanteau tests for weak multiplicative seasonal VARMA models. (2020). Mainassara, Yacouba Boubacar ; Amir, Abdoulkarim Ilmi. In: Statistical Papers. RePEc:spr:stpapr:v:61:y:2020:i:6:d:10.1007_s00362-018-1055-4.

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2020Are Corn Futures Prices Getting “Jumpy”?. (2020). Couleau, Anabelle ; Garcia, Philip ; Serra, Teresa. In: American Journal of Agricultural Economics. RePEc:wly:ajagec:v:102:y:2020:i:2:p:569-588.

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Works by Pierre Duchesne:


YearTitleTypeCited
2005Robust and powerful serial correlation tests with new robust estimates in ARX models In: Journal of Time Series Analysis.
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article1
2009On modelling and diagnostic checking of vector periodic autoregressive time series models In: Journal of Time Series Analysis.
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article4
2009Estimation and model adequacy checking for multivariate seasonal autoregressive time series models with periodically varying parameters In: Statistica Neerlandica.
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article0
2006ON TESTING FOR SERIAL CORRELATION WITH A WAVELET-BASED SPECTRAL DENSITY ESTIMATOR IN MULTIVARIATE TIME SERIES In: Econometric Theory.
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article5
2004On robust testing for conditional heteroscedasticity in time series models In: Computational Statistics & Data Analysis.
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article4
2006Testing for multivariate autoregressive conditional heteroskedasticity using wavelets In: Computational Statistics & Data Analysis.
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article9
2008On the power transformation of kernel-based tests for serial correlation in vector time series: Some finite sample results and a comparison with the bootstrap In: Computational Statistics & Data Analysis.
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article1
2010The Fifth Special Issue on Computational Econometrics In: Computational Statistics & Data Analysis.
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article0
2010On testing for serial correlation of unknown form using wavelet thresholding In: Computational Statistics & Data Analysis.
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article3
2010Computing the distribution of quadratic forms: Further comparisons between the Liu-Tang-Zhang approximation and exact methods In: Computational Statistics & Data Analysis.
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article19
2004On the asymptotic distribution of the residual autocovariance matrices in the autoregressive conditional multinomial model In: Economics Letters.
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article0
2009Intraday Value at Risk (IVaR) using tick-by-tick data with application to the Toronto Stock Exchange In: Journal of Empirical Finance.
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article30
2005Intraday Value at Risk (IVaR) Using Tick-by-Tick Data with Application to the Toronto Stock Exchange.(2005) In: Cahiers de recherche.
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This paper has another version. Agregated cites: 30
paper
2002Principal Component Analysis from the Multivariate Familial Correlation Matrix In: Journal of Multivariate Analysis.
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article1
2004On consistent testing for serial correlation of unknown form in vector time series models In: Journal of Multivariate Analysis.
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article6
2004On matricial measures of dependence in vector ARCH models with applications to diagnostic checking In: Statistics & Probability Letters.
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article1
2008Diagnostic checking of multivariate nonlinear time series models with martingale difference errors In: Statistics & Probability Letters.
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article3
2009On multiplicative seasonal modelling for vector time series In: Statistics & Probability Letters.
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article1
2010Corrigendum to: On matricial measures of dependence in vector ARCH models with applications to diagnostic checking [Statist. Probab. Lett. 68 (2004) 149-160] In: Statistics & Probability Letters.
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article0
2010On testing for the mean vector of a multivariate distribution with generalized and {2}-inverses In: MPRA Paper.
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paper0
2005Testing for serial correlation of unknown form in cointegrated time series models In: Annals of the Institute of Statistical Mathematics.
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article3
2010On kernel nonparametric regression designed for complex survey data In: Metrika: International Journal for Theoretical and Applied Statistics.
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article4
2005On the asymptotic distribution of residual autocovariances in VARX models with applications In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
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article0

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