Bruno Rémillard

According to our database1, Bruno Rémillard authored at least 9 papers between 1993 and 2017.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

On csauthors.net:

Bibliography

2017
Asymptotic behavior of the empirical multilinear copula process under broad conditions.
J. Multivar. Anal., 2017

Option Pricing and Hedging for Discrete Time Autoregressive Hidden Markov Model.
CoRR, 2017

2014
Comparison of specification tests for GARCH models.
Comput. Stat. Data Anal., 2014

2013
On the estimation of Spearman's rho and related tests of independence for possibly discontinuous multivariate data.
J. Multivar. Anal., 2013

2012
Copula-based semiparametric models for multivariate time series.
J. Multivar. Anal., 2012

2011
Tests of Independence.
Proceedings of the International Encyclopedia of Statistical Science, 2011

On the Robustness of the Snell Envelope.
SIAM J. Financial Math., 2011

2009
Testing for equality between two copulas.
J. Multivar. Anal., 2009

1993
A remark on a variational problem in probability.
Inf. Sci., 1993


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