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 2 2 2 43
EXPLICIT STRONG SOLUTIONS OF MULTIDIMENSIONAL STOCHASTIC DIFFERENTIAL EQUATIONS 0 0 3 202 2 3 7 515
On the Robustness of the Snell envelope 0 0 0 16 1 1 1 85
Testing For Equality Between Two Copulas 0 0 0 60 0 2 2 196
Total Working Papers 0 0 3 285 5 8 12 839


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 3 6 106
A note on tightness 0 0 0 11 0 2 4 39
Goodness-of-fit tests for copulas: A review and a power study 1 3 12 982 2 9 34 2,189
Goodness‐of‐fit Procedures for Copula Models Based on the Probability Integral Transformation 0 0 0 152 2 4 9 509
Local efficiency of a Cramer-von Mises test of independence 0 0 0 33 1 1 1 96
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 1 1 5 0 2 4 55
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 1 2 43 7 9 12 124
Test of independence and randomness based on the empirical copula process 0 0 0 199 1 2 5 440
Testing for equality between two copulas 0 0 1 72 0 1 5 194
Total Journal Articles 1 5 17 1,570 14 33 83 3,933


Statistics updated 2025-12-06