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 0 41
EXPLICIT STRONG SOLUTIONS OF MULTIDIMENSIONAL STOCHASTIC DIFFERENTIAL EQUATIONS 1 2 4 202 1 2 5 512
On the Robustness of the Snell envelope 0 0 0 16 0 0 1 84
Testing For Equality Between Two Copulas 0 0 0 60 0 0 0 194
Total Working Papers 1 2 4 285 1 2 6 831


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 0 1 4 103
A note on tightness 0 0 0 11 0 2 2 37
Goodness-of-fit tests for copulas: A review and a power study 0 3 13 977 3 7 38 2,172
Goodness‐of‐fit Procedures for Copula Models Based on the Probability Integral Transformation 0 0 0 152 1 1 4 503
Local efficiency of a Cramer-von Mises test of independence 0 0 0 33 0 0 0 95
On Kendall's Process 0 1 1 29 0 1 2 118
On the joint asymptotic behavior of two rank-based estimators of the association parameter in the gamma frailty model 0 0 0 4 1 1 2 53
Rank-Based Extensions of the Brock, Dechert, and Scheinkman Test 0 0 0 19 0 0 1 62
Relating quantiles and expectiles under weighted-symmetry 1 1 1 42 1 1 4 115
Test of independence and randomness based on the empirical copula process 0 0 1 199 1 1 2 436
Testing for equality between two copulas 1 1 1 72 1 1 2 191
Total Journal Articles 2 6 17 1,563 8 16 61 3,885


Statistics updated 2025-06-06