Bruno N. Rémillard

According to our database, Bruno N. Rémillard authored at least 14 papers between 1993 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

Tests of independence and randomness for arbitrary data using copula-based covariances.

Bouchra R. Nasri, Bruno N. Rémillard

J. Multivar. Anal., 2024

2023

A stochastic analysis of a SIQR epidemic model with short and long-term prophylaxis.

Idriss Sekkak, Bouchra R. Nasri, Bruno N. Rémillard, Jude Dzevela Kong, Mohamed El Fatini

Commun. Nonlinear Sci. Numer. Simul., December, 2023

2022

Change-point problems for multivariate time series using pseudo-observations.

Bouchra R. Nasri, Bruno N. Rémillard, Tarik Bahraoui

J. Multivar. Anal., 2022

2019

Semi-parametric copula-based models under non-stationarity.

Bouchra R. Nasri, Bruno N. Rémillard, Taoufik Bouezmarni

J. Multivar. Anal., 2019

Copula-based dynamic models for multivariate time series.

Bouchra R. Nasri, Bruno N. Rémillard

J. Multivar. Anal., 2019

2017

Asymptotic behavior of the empirical multilinear copula process under broad conditions.

Christian Genest, Johanna Neslehová, Bruno N. Rémillard

J. Multivar. Anal., 2017

Option Pricing and Hedging for Discrete Time Autoregressive Hidden Markov Model.

Massimo Caccia, Bruno N. Rémillard

CoRR, 2017

2014

Comparison of specification tests for GARCH models.

Kilani Ghoudi, Bruno N. Rémillard

Comput. Stat. Data Anal., 2014

2013

On the estimation of Spearman's rho and related tests of independence for possibly discontinuous multivariate data.

Christian Genest, Johanna Neslehová, Bruno N. Rémillard

J. Multivar. Anal., 2013

2012

Copula-based semiparametric models for multivariate time series.

Bruno N. Rémillard, Nicolas Papageorgiou, Frédéric Soustra

J. Multivar. Anal., 2012

2011

Tests of Independence.

Bruno N. Rémillard

Proceedings of the International Encyclopedia of Statistical Science, 2011

On the Robustness of the Snell Envelope.

Pierre Del Moral, Peng Hu, Nadia Oudjane, Bruno N. Rémillard

SIAM J. Financial Math., 2011

2009

Testing for equality between two copulas.

Bruno N. Rémillard, Olivier Scaillet

J. Multivar. Anal., 2009

1993

A remark on a variational problem in probability.

Corina Reischer, Bruno N. Rémillard

Inf. Sci., 1993