Bruno N. Rémillard

14 papers Journal 13
YearRankTypeTitle / Venue / Authors
2024 J jnl
Tests of independence and randomness for arbitrary data using copula-based covariances.
J. Multivar. Anal.
Bouchra R. Nasri, Bruno N. Rémillard
2023 J jnl
A stochastic analysis of a SIQR epidemic model with short and long-term prophylaxis.
Commun. Nonlinear Sci. Numer. Simul.
Idriss Sekkak, Bouchra R. Nasri, Bruno N. Rémillard, Jude Dzevela Kong, Mohamed El Fatini
2022 J jnl
Change-point problems for multivariate time series using pseudo-observations.
J. Multivar. Anal.
Bouchra R. Nasri, Bruno N. Rémillard, Tarik Bahraoui
2019 J jnl
Copula-based dynamic models for multivariate time series.
J. Multivar. Anal.
Bouchra R. Nasri, Bruno N. Rémillard
2019 J jnl
Semi-parametric copula-based models under non-stationarity.
J. Multivar. Anal.
Bouchra R. Nasri, Bruno N. Rémillard, Taoufik Bouezmarni
2017 J jnl
Asymptotic behavior of the empirical multilinear copula process under broad conditions.
J. Multivar. Anal.
Christian Genest, Johanna Neslehová, Bruno N. Rémillard
2017 J jnl
Option Pricing and Hedging for Discrete Time Autoregressive Hidden Markov Model.
CoRR
Massimo Caccia, Bruno N. Rémillard
2014 J jnl
Comparison of specification tests for GARCH models.
Comput. Stat. Data Anal.
Kilani Ghoudi, Bruno N. Rémillard
2013 J jnl
On the estimation of Spearman's rho and related tests of independence for possibly discontinuous multivariate data.
J. Multivar. Anal.
Christian Genest, Johanna Neslehová, Bruno N. Rémillard
2012 J jnl
Copula-based semiparametric models for multivariate time series.
J. Multivar. Anal.
Bruno N. Rémillard, Nicolas Papageorgiou, Frédéric Soustra
2011 J jnl
On the Robustness of the Snell Envelope.
SIAM J. Financial Math.
Pierre Del Moral, Peng Hu, Nadia Oudjane, Bruno N. Rémillard
2011 — ch.
Tests of Independence.
International Encyclopedia of Statistical Science
Bruno N. Rémillard
2009 J jnl
Testing for equality between two copulas.
J. Multivar. Anal.
Bruno N. Rémillard, Olivier Scaillet
1993 J jnl
A remark on a variational problem in probability.
Inf. Sci.
Corina Reischer, Bruno N. Rémillard