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 8 49
EXPLICIT STRONG SOLUTIONS OF MULTIDIMENSIONAL STOCHASTIC DIFFERENTIAL EQUATIONS 0 0 0 202 1 1 8 520
On the Robustness of the Snell envelope 0 0 0 16 1 2 10 94
Testing For Equality Between Two Copulas 0 0 2 62 0 0 11 205
Total Working Papers 0 0 2 287 2 3 37 868

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 1 26 0 0 12 115
A note on tightness 0 0 0 11 0 0 6 43
Goodness-of-fit tests for copulas: A review and a power study 2 5 11 990 7 14 50 2,230
Goodness‐of‐fit Procedures for Copula Models Based on the Probability Integral Transformation 0 1 1 153 0 2 27 532
Local efficiency of a Cramer-von Mises test of independence 0 0 0 33 0 0 7 102
On Kendall's Process 0 0 0 29 0 0 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 0 1 9 62
Rank-Based Extensions of the Brock, Dechert, and Scheinkman Test 0 0 0 19 1 1 4 67
Relating quantiles and expectiles under weighted-symmetry 0 0 2 44 1 1 21 136
Test of independence and randomness based on the empirical copula process 1 1 1 200 2 3 13 451
Testing for equality between two copulas 0 0 0 72 2 2 14 207
Total Journal Articles 3 7 17 1,582 13 24 169 4,069

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Statistics updated 2026-09-10