Pierre DuchesneView profile
Professor
Pierre Duchesne is a Full Professor in the Department of Mathematics and Statistics at the University of Montreal . He serves as Professor-responsibility for the M.Sc. and Ph.D. in Statistics programs (2000-2004). His research focuses on applied statistics with emphasis on: Time Series Analysis (univariate and multivariate models, serial correlation testing, portmanteau statistics) Sampling Theory (robust estimation methods, calibration estimators) Multivariate Analysis (ARCH effects, vector autoregressive models, causality testing) Applications in Econometrics and Financial Econometrics His work combines theoretical development with practical implementation through: Wavelet-based diagnostic methods Simulation studies for model validation Software development (S-PLUS/SAS) for statistical analysis Collaboration with organizations like Statistics Canada and Canadian Journal of Statistics He has served as Associate Editor for journals including Computational Statistics & Data Analysis (CSDA) and Canadian Journal of Statistics (CJS/RCS) .












