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 1 8 49
EXPLICIT STRONG SOLUTIONS OF MULTIDIMENSIONAL STOCHASTIC DIFFERENTIAL EQUATIONS 0 0 0 202 0 4 7 519
On the Robustness of the Snell envelope 0 0 0 16 1 3 8 92
Testing For Equality Between Two Copulas 1 1 2 62 1 6 11 205
Total Working Papers 1 1 2 287 2 14 34 865

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 1 1 1 26 3 6 12 115
A note on tightness 0 0 0 11 0 1 6 43
Goodness-of-fit tests for copulas: A review and a power study 1 2 8 985 5 11 44 2,216
Goodness‐of‐fit Procedures for Copula Models Based on the Probability Integral Transformation 0 0 0 152 1 4 27 530
Local efficiency of a Cramer-von Mises test of independence 0 0 0 33 0 1 7 102
On Kendall's Process 0 0 0 29 0 3 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 3 8 61
Rank-Based Extensions of the Brock, Dechert, and Scheinkman Test 0 0 0 19 0 1 4 66
Relating quantiles and expectiles under weighted-symmetry 0 0 2 44 0 0 20 135
Test of independence and randomness based on the empirical copula process 0 0 0 199 0 2 12 448
Testing for equality between two copulas 0 0 0 72 3 8 14 205
Total Journal Articles 2 3 12 1,575 12 40 160 4,045

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Statistics updated 2026-06-04