  The study of time lags between spikes in Gamma-Ray Burst light curves in
different energy bands as a function of redshift may lead to the detection of
effects due to Quantum Gravity. We present an analysis of 15 Gamma-Ray Bursts
with measured redshift, detected by the HETE-2 mission in order to measure time
lags related to astrophysical effects and search for Quantum Gravity signature
in the framework of an extra-dimension string model. The wavelet transform
method is used both for de-noising the light curves and for the detection of
sharp transitions. The use of photon tagged data allows us to consider various
energy ranges and to evaluate systematic effects due to selections and cuts.
The analysis of maxima and minima of the light curves leads to no significant
Quantum Gravity effect. A lower limit at 95% Confidence Level on the Quantum
Gravity scale parameter of 2x10**15 GeV is set.
