
معرفی
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).
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