Access Statistics for Bruno Remillard

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A simple discretization scheme for nonnegative diffusion processes, with applications to option pricing 0 0 0 7 0 0 0 41
EXPLICIT STRONG SOLUTIONS OF MULTIDIMENSIONAL STOCHASTIC DIFFERENTIAL EQUATIONS 0 0 4 202 1 1 6 513
On the Robustness of the Snell envelope 0 0 0 16 0 0 0 84
Testing For Equality Between Two Copulas 0 0 0 60 0 0 0 194
Total Working Papers 0 0 4 285 1 1 6 832


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Nonparametric Test of Serial Independence for Time Series and Residuals 0 0 0 25 0 0 3 103
A note on tightness 0 0 0 11 0 0 2 37
Goodness-of-fit tests for copulas: A review and a power study 1 3 11 980 1 8 32 2,181
Goodness‐of‐fit Procedures for Copula Models Based on the Probability Integral Transformation 0 0 0 152 1 3 7 506
Local efficiency of a Cramer-von Mises test of independence 0 0 0 33 0 0 0 95
On Kendall's Process 0 0 1 29 0 0 1 118
On the joint asymptotic behavior of two rank-based estimators of the association parameter in the gamma frailty model 0 0 0 4 0 0 2 53
Rank-Based Extensions of the Brock, Dechert, and Scheinkman Test 0 0 0 19 0 0 2 63
Relating quantiles and expectiles under weighted-symmetry 0 0 1 42 0 0 3 115
Test of independence and randomness based on the empirical copula process 0 0 0 199 0 2 3 438
Testing for equality between two copulas 0 0 1 72 0 2 4 193
Total Journal Articles 1 3 14 1,566 2 15 59 3,902


Statistics updated 2025-10-06