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Roch Roy

Affiliation : Mohammed V University · Université de Montréal

• 3Publications (affiliation in Canada)
• 69Total publications
• 1122Citations
• 18h-index

OpenAlex

Research profile

Roch Roy has 3 indexed publications (1996–2003). Their work appears mainly in “Lecture notes-monograph series”, “Canadian Journal of Statistics” and “Journal of Multivariate Analysis”. Their most cited article, “Tests for noncorrelation of two multivariate ARMA time series” (1997), has been cited 46 times. Their work is co-authored with at least 2 researchers, including institutions in Morocco.

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Research areas

• Time Series Analysis and Forecasting
• Financial Risk and Volatility Modeling
• Statistical and numerical algorithms
• Probability and Statistical Research
• Monetary Policy and Economic Impact

Publications (3)

• Tests for non-correlation of two multivariate time series: a nonparametric approach
  2003 · Lecture notes-monograph series · cited 13 times
• Tests for noncorrelation of two multivariate ARMA time series
  1997 · Canadian Journal of Statistics · cited 46 times
• Identification of Refined ARMA Echelon Form Models for Multivariate Time Series
  1996 · Journal of Multivariate Analysis · cited 17 times

Publication venues

• Lecture notes-monograph series × 1
• Canadian Journal of Statistics × 1
• Journal of Multivariate Analysis × 1

Publications per year

• 20031
• 19971
• 19961

Collaborations

Partner institutions : HEC Montréal

Co-authors’ countries : Morocco

Co-authors

• Khalid El Himdi
• Pierre Duchesne

Bibliographic data from OpenAlex (open database).