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 1 1 8 49
EXPLICIT STRONG SOLUTIONS OF MULTIDIMENSIONAL STOCHASTIC DIFFERENTIAL EQUATIONS 0 0 1 202 3 4 8 519
On the Robustness of the Snell envelope 0 0 0 16 2 3 7 91
Testing For Equality Between Two Copulas 0 1 1 61 5 6 10 204
Total Working Papers 0 1 2 286 11 14 33 863

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 3 4 9 112
A note on tightness 0 0 0 11 1 1 6 43
Goodness-of-fit tests for copulas: A review and a power study 1 1 7 984 4 8 42 2,211
Goodness‐of‐fit Procedures for Copula Models Based on the Probability Integral Transformation 0 0 0 152 2 3 27 529
Local efficiency of a Cramer-von Mises test of independence 0 0 0 33 1 1 7 102
On Kendall's Process 0 0 0 29 2 3 6 124
On the joint asymptotic behavior of two rank-based estimators of the association parameter in the gamma frailty model 0 0 1 5 3 3 9 61
Rank-Based Extensions of the Brock, Dechert, and Scheinkman Test 0 0 0 19 1 1 4 66
Relating quantiles and expectiles under weighted-symmetry 0 0 3 44 0 1 21 135
Test of independence and randomness based on the empirical copula process 0 0 0 199 2 5 13 448
Testing for equality between two copulas 0 0 1 72 4 6 12 202
Total Journal Articles 1 1 12 1,573 23 36 156 4,033

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Statistics updated 2026-05-06