A remark on a variational problem in probability. - Corina Reischer; Bruno N. Rémillard (Inf. Sci., 1993)

Testing for equality between two copulas. - Bruno N. Rémillard; Olivier Scaillet (J. Multivar. Anal., 2009)

On the Robustness of the Snell Envelope. - Pierre Del Moral; Peng Hu; Nadia Oudjane; Bruno N. Rémillard (SIAM J. Financial Math., 2011)

Tests of Independence. - Bruno N. Rémillard (International Encyclopedia of Statistical Science, 2011)

Copula-based semiparametric models for multivariate time series. - Bruno N. Rémillard; Nicolas Papageorgiou; Frédéric Soustra (J. Multivar. Anal., 2012)

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)

Comparison of specification tests for GARCH models. - Kilani Ghoudi; Bruno N. Rémillard (Comput. Stat. Data Anal., 2014)

Option Pricing and Hedging for Discrete Time Autoregressive Hidden Markov Model. - Massimo Caccia; Bruno N. Rémillard (CoRR, 2017)

Asymptotic behavior of the empirical multilinear copula process under broad conditions. - Christian Genest; Johanna Neslehová; Bruno N. Rémillard (J. Multivar. Anal., 2017)

Copula-based dynamic models for multivariate time series. - Bouchra R. Nasri; Bruno N. Rémillard (J. Multivar. Anal., 2019)

Semi-parametric copula-based models under non-stationarity. - Bouchra R. Nasri; Bruno N. Rémillard; Taoufik Bouezmarni (J. Multivar. Anal., 2019)

Change-point problems for multivariate time series using pseudo-observations. - Bouchra R. Nasri; Bruno N. Rémillard; Tarik Bahraoui (J. Multivar. Anal., 2022)

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., 2023)

Tests of independence and randomness for arbitrary data using copula-based covariances. - Bouchra R. Nasri; Bruno N. Rémillard (J. Multivar. Anal., 2024)