Bruno Rémillard

Publication Activity (10 Years)

Years Active: 2009-2017
Publications (10 Years): 2

Top Topics

Multivariate Data

Publications

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)