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 1 3 201 0 2 4 511
On the Robustness of the Snell envelope 0 0 0 16 0 0 2 84
Testing For Equality Between Two Copulas 0 0 0 60 0 0 1 194
Total Working Papers 0 1 3 284 0 2 7 830


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 1 2 4 103
A note on tightness 0 0 0 11 0 2 2 37
Goodness-of-fit tests for copulas: A review and a power study 3 4 18 977 4 8 46 2,169
Goodness‐of‐fit Procedures for Copula Models Based on the Probability Integral Transformation 0 0 0 152 0 1 3 502
Local efficiency of a Cramer-von Mises test of independence 0 0 0 33 0 0 0 95
On Kendall's Process 1 1 1 29 1 1 3 118
On the joint asymptotic behavior of two rank-based estimators of the association parameter in the gamma frailty model 0 0 0 4 0 1 1 52
Rank-Based Extensions of the Brock, Dechert, and Scheinkman Test 0 0 0 19 0 1 1 62
Relating quantiles and expectiles under weighted-symmetry 0 0 0 41 0 1 4 114
Test of independence and randomness based on the empirical copula process 0 0 1 199 0 0 1 435
Testing for equality between two copulas 0 0 0 71 0 1 2 190
Total Journal Articles 4 5 20 1,561 6 18 67 3,877


Statistics updated 2025-05-12