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 5 7 48
EXPLICIT STRONG SOLUTIONS OF MULTIDIMENSIONAL STOCHASTIC DIFFERENTIAL EQUATIONS 0 0 2 202 0 0 5 515
On the Robustness of the Snell envelope 0 0 0 16 1 4 5 89
Testing For Equality Between Two Copulas 1 1 1 61 1 3 5 199
Total Working Papers 1 1 3 286 2 12 22 851

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 7 109
A note on tightness 0 0 0 11 0 3 7 42
Goodness-of-fit tests for copulas: A review and a power study 0 1 9 983 2 16 40 2,205
Goodness‐of‐fit Procedures for Copula Models Based on the Probability Integral Transformation 0 0 0 152 0 17 24 526
Local efficiency of a Cramer-von Mises test of independence 0 0 0 33 0 5 6 101
On Kendall's Process 0 0 1 29 0 3 4 121
On the joint asymptotic behavior of two rank-based estimators of the association parameter in the gamma frailty model 0 0 1 5 0 3 6 58
Rank-Based Extensions of the Brock, Dechert, and Scheinkman Test 0 0 0 19 0 2 3 65
Relating quantiles and expectiles under weighted-symmetry 0 1 3 44 1 11 21 135
Test of independence and randomness based on the empirical copula process 0 0 0 199 3 6 11 446
Testing for equality between two copulas 0 0 1 72 1 3 7 197
Total Journal Articles 0 2 15 1,572 8 72 136 4,005

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Statistics updated 2026-03-04