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 4 202 0 1 5 512
On the Robustness of the Snell envelope 0 0 0 16 0 0 1 84
Testing For Equality Between Two Copulas 0 0 0 60 0 0 0 194
Total Working Papers 0 1 4 285 0 1 6 831


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 0 0 11 977 1 5 33 2,174
Goodness‐of‐fit Procedures for Copula Models Based on the Probability Integral Transformation 0 0 0 152 2 3 6 505
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 2 118
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 2 53
Rank-Based Extensions of the Brock, Dechert, and Scheinkman Test 0 0 0 19 0 1 2 63
Relating quantiles and expectiles under weighted-symmetry 0 1 1 42 0 1 3 115
Test of independence and randomness based on the empirical copula process 0 0 1 199 1 2 3 437
Testing for equality between two copulas 0 1 1 72 2 3 4 193
Total Journal Articles 0 2 15 1,563 6 16 60 3,893


Statistics updated 2025-08-05