On the asymptotic distribution of the residual autocovariance matrices in the autoregressive conditional multinomial model

On the asymptotic distribution of the residual autocovariance matrices in the autoregressive conditional multinomial model

Duchesne, Pierre, (2004)

On testing for serial correlation with a wavelet-based spectral density estimator in multivariate time series

Duchesne, Pierre, (2006)

On testing for the mean vector of a multivariate distribution with generalized and {2}-inverses

Duchesne, Pierre, (2010)