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 4 4 45
EXPLICIT STRONG SOLUTIONS OF MULTIDIMENSIONAL STOCHASTIC DIFFERENTIAL EQUATIONS 0 0 3 202 0 2 7 515
On the Robustness of the Snell envelope 0 0 0 16 0 1 1 85
Testing For Equality Between Two Copulas 0 0 0 60 0 2 2 196
Total Working Papers 0 0 3 285 2 9 14 841


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 2 5 8 108
A note on tightness 0 0 0 11 2 4 6 41
Goodness-of-fit tests for copulas: A review and a power study 0 2 10 982 4 12 33 2,193
Goodness‐of‐fit Procedures for Copula Models Based on the Probability Integral Transformation 0 0 0 152 8 11 16 517
Local efficiency of a Cramer-von Mises test of independence 0 0 0 33 3 4 4 99
On Kendall's Process 0 0 1 29 1 1 2 119
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 3 12 14 127
Test of independence and randomness based on the empirical copula process 0 0 0 199 1 3 6 441
Testing for equality between two copulas 0 0 1 72 0 1 5 194
Total Journal Articles 0 4 15 1,570 24 55 100 3,957


Statistics updated 2026-01-09