Bruno N. Rémillard

Publication Activity (10 Years)

Years Active: 1993-2024
Publications (10 Years): 7

Top Topics

Multivariate Time Series

Top Venues

J. Multivar. Anal.

Commun. Nonlinear Sci. Numer. Simul.

Comput. Stat. Data Anal.

Publications

Bouchra R. Nasri, Bruno N. Rémillard
Tests of independence and randomness for arbitrary data using copula-based covariances. J. Multivar. Anal. 201 (2024)
Idriss Sekkak, Bouchra R. Nasri, Bruno N. Rémillard, Jude Dzevela Kong, Mohamed El Fatini
A stochastic analysis of a SIQR epidemic model with short and long-term prophylaxis. Commun. Nonlinear Sci. Numer. Simul. 127 (2023)
Bouchra R. Nasri, Bruno N. Rémillard, Tarik Bahraoui
Change-point problems for multivariate time series using pseudo-observations. J. Multivar. Anal. 187 (2022)
Bouchra R. Nasri, Bruno N. Rémillard, Taoufik Bouezmarni
Semi-parametric copula-based models under non-stationarity. J. Multivar. Anal. 173 (2019)
Bouchra R. Nasri, Bruno N. Rémillard
Copula-based dynamic models for multivariate time series. J. Multivar. Anal. 172 (2019)
Christian Genest, Johanna Neslehová, Bruno N. Rémillard
Asymptotic behavior of the empirical multilinear copula process under broad conditions. J. Multivar. Anal. 159 (2017)
Massimo Caccia, Bruno N. Rémillard
Option Pricing and Hedging for Discrete Time Autoregressive Hidden Markov Model. CoRR (2017)
Kilani Ghoudi, Bruno N. Rémillard
Comparison of specification tests for GARCH models. Comput. Stat. Data Anal. 76 (2014)
Christian Genest, Johanna Neslehová, Bruno N. Rémillard
On the estimation of Spearman's rho and related tests of independence for possibly discontinuous multivariate data. J. Multivar. Anal. 117 (2013)
Bruno N. Rémillard, Nicolas Papageorgiou, Frédéric Soustra
Copula-based semiparametric models for multivariate time series. J. Multivar. Anal. 110 (2012)
Pierre Del Moral, Peng Hu, Nadia Oudjane, Bruno N. Rémillard
On the Robustness of the Snell Envelope. SIAM J. Financial Math. 2 (1) (2011)
Bruno N. Rémillard, Olivier Scaillet
Testing for equality between two copulas. J. Multivar. Anal. 100 (3) (2009)
Corina Reischer, Bruno N. Rémillard
A remark on a variational problem in probability. Inf. Sci. 74 (3) (1993)