The following pages link to Bruno Rémillard (Q241364):
Displaying 50 items.
- Copula-based dynamic models for multivariate time series (Q123371) (← links)
- Goodness-of-fit tests for copulas: A review and a power study (Q127473) (← links)
- Semi-parametric copula-based models under non-stationarity (Q142233) (← links)
- (Q391602) (redirect page) (← links)
- On the estimation of Spearman's rho and related tests of independence for possibly discontinuous multivariate data (Q391603) (← links)
- On the empirical multilinear copula process for count data (Q396007) (← links)
- (Q443767) (redirect page) (← links)
- Copula-based semiparametric models for multivariate time series (Q443770) (← links)
- (Q589321) (redirect page) (← links)
- Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models (Q731720) (← links)
- Asymptotic local efficiency of Cramér\,-\,von Mises tests for multivariate independence (Q997376) (← links)
- Testing for equality between two copulas (Q1000568) (← links)
- (Q1310962) (redirect page) (← links)
- A remark on a variational problem in probability (Q1310963) (← links)
- Occupation times in systems of null recurrent Markov processes (Q1326281) (← links)
- Between Strassen and Chung normalizations for Lévy's area process (Q1385009) (← links)
- Comparison of specification tests for GARCH models (Q1623530) (← links)
- Serial independence tests for innovations of conditional mean and variance models (Q1708359) (← links)
- On explicit local solutions of Itô diffusions (Q1733803) (← links)
- On one-dimensional Riccati diffusions (Q1737966) (← links)
- On Kendall's process (Q1817517) (← links)
- Relating quantiles and expectiles under weighted-symmetry (Q1901684) (← links)
- On Chung's law of the iterated logarithm for some stochastic integrals (Q1904481) (← links)
- A note on tightness (Q1916214) (← links)
- Large deviations for the three-dimensional super-Brownian motion (Q1917201) (← links)
- Asymptotic behavior of the empirical multilinear copula process under broad conditions (Q2011519) (← links)
- Change-point problems for multivariate time series using pseudo-observations (Q2057844) (← links)
- A conversation with Don Dawson (Q2075712) (← links)
- Detecting periodicity from the trajectory of a random walk in random environment (Q2273734) (← links)
- A level-1 limit order book with time dependent arrival rates (Q2283666) (← links)
- Pricing European options in a discrete time model for the limit order book (Q2283686) (← links)
- Forecasting time series with multivariate copulas (Q2351202) (← links)
- Tests of independence and randomness based on the empirical copula process (Q2387481) (← links)
- On copula-based conditional quantile estimators (Q2407485) (← links)
- On signed measure valued solutions of stochastic evolution equations (Q2434475) (← links)
- On the joint asymptotic behavior of two rank-based estimators of the association parameter in the gamma frailty model (Q2489785) (← links)
- Local efficiency of a Cramér\,-\,von Mises test of independence (Q2581522) (← links)
- (Q2787501) (← links)
- On testing for independence between the innovations of several time series (Q2856550) (← links)
- Monte Carlo Approximations of American Options that Preserve Monotonicity and Convexity (Q2917427) (← links)
- Optimal Hedging of American Options in Discrete Time (Q2917430) (← links)
- Statistical Methods for Financial Engineering (Q3101682) (← links)
- Nonparametric weighted symmetry tests (Q3378430) (← links)
- Goodness-of-fit Procedures for Copula Models Based on the Probability Integral Transformation (Q3411078) (← links)
- Laws of the iterated logarithm and large deviations for a class of diffusionl processes (Q3469962) (← links)
- Using systematic sampling selection for Monte Carlo solutions of Feynman-Kac equations (Q3516398) (← links)
- Explicit Martingale Representations for Brownian Functionals and Applications to Option Hedging (Q3592748) (← links)
- Rank-Based Extensions of the Brock, Dechert, and Scheinkman Test (Q3632600) (← links)
- (Q3777161) (← links)
- (Q3972737) (← links)
