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Rémillard, Bruno N.

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Author ID: remillard.bruno-n Recent zbMATH articles by "Rémillard, Bruno N."
Published as: Rémillard, Bruno; Remillard, Bruno; Rémillard, Bruno N.; Remillard, B.; Rémillard, B.

Publications by Year

Citations contained in zbMATH Open

54 Publications have been cited 865 times in 554 Documents Cited by Year
Goodness-of-fit tests for copulas: A review and a power study. Zbl 1161.91416
Genest, Christian; Rémillard, Bruno; Beaudoin, David
169
2009
Goodness-of-fit procedures for copula models based on the probability integral transformation. Zbl 1124.62028
Genest, Christian; Quessy, Jean-François; Rémillard, Bruno
84
2006
Tests of independence and randomness based on the empirical copula process. Zbl 1069.62039
Genest, Christian; Rémillard, Bruno
75
2004
Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models. Zbl 1206.62044
Genest, Christian; Rémillard, Bruno
66
2008
Testing for equality between two copulas. Zbl 1157.62401
Rémillard, Bruno; Scaillet, Olivier
65
2009
On Kendall’s process. Zbl 0862.60020
Barbe, Philippe; Genest, Christian; Ghoudi, Kilani; Rémillard, Bruno
51
1996
Asymptotic local efficiency of Cramér - von Mises tests for multivariate independence. Zbl 1114.62058
Genest, Christian; Quessy, Jean-François; Rémillard, Bruno
33
2007
A nonparametric test of serial independence for time series and residuals. Zbl 1004.62043
Ghoudi, Kilani; Kulperger, Reg J.; Rémillard, Bruno
26
2001
On the empirical multilinear copula process for count data. Zbl 1365.62221
Genest, Christian; Nešlehová, Johanna G.; Rémillard, Bruno
25
2014
Empirical processes based on pseudo-obervations. II: The multivariate case. Zbl 1079.60024
Ghoudi, Kilani; Rémillard, Bruno
24
2004
Copula-based semiparametric models for multivariate time series. Zbl 1281.62136
Rémillard, Bruno; Papageorgiou, Nicolas; Soustra, Frédéric
20
2012
Local efficiency of a Cramér - von Mises test of independence. Zbl 1079.62048
Genest, Christian; Quessy, Jean-François; Rémillard, Bruno
19
2006
Relating quantiles and expectiles under weighted-symmetry. Zbl 0833.62013
Abdous, Belkacem; Remillard, Bruno
17
1995
Statistical methods for financial engineering. Zbl 1273.91010
Rémillard, Bruno
14
2013
Asymptotic behavior of the empirical multilinear copula process under broad conditions. Zbl 1368.62036
Genest, Christian; Nešlehová, Johanna G.; Rémillard, Bruno
14
2017
Large deviations for the three-dimensional super-Brownian motion. Zbl 0852.60004
Lee, Tzong-Yow; Remillard, Bruno
13
1995
Inference based on the empirical probability generating function for mixtures of Poisson distributions. Zbl 1179.62046
Rémillard, Bruno; Theodorescu, Radu
9
2000
Comparison of specification tests for GARCH models. Zbl 06983980
Ghoudi, Kilani; Rémillard, Bruno
9
2014
Rank-based extensions of the Brock, Dechert, and Scheinkman test. Zbl 1332.62298
Genest, Christian; Ghoudi, Kilani; Rémillard, Bruno
9
2007
Empirical processes based on pseudo-observations. Zbl 0959.62044
Ghoudi, Kilani; Remillard, Bruno
9
1998
On the estimation of Spearman’s rho and related tests of independence for possibly discontinuous multivariate data. Zbl 1359.62210
Genest, Christian; Nešlehová, Johanna G.; Rémillard, Bruno
9
2013
Tests of serial independence based on Kendall’s process. Zbl 1016.62051
Genest, Christian; Quessy, Jean-François; Rémillard, Bruno
7
2002
Discussion of: Brownian distance covariance. Zbl 1454.62178
Rémillard, Bruno
7
2009
Large deviations estimates for occupation time integrals of Brownian motion. Zbl 0965.60039
Remillard, Bruno
6
2000
Testing for independence in arbitrary distributions. Zbl 07051940
Genest, Christian; Nešlehová, J. G.; Rémillard, Bruno; Murphy, O. A.
6
2019
Serial independence tests for innovations of conditional mean and variance models. Zbl 1390.60085
Ghoudi, Kilani; Rémillard, Bruno
6
2018
On the joint asymptotic behavior of two rank-based estimators of the association parameter in the gamma frailty model. Zbl 1085.62111
Genest, Christian; Quessy, Jean-François; Rémillard, Bruno
6
2006
Nonparametric weighted symmetry tests. Zbl 1130.62328
Abdous, Belkacem; Ghoudi, Kilani; Rémillard, Bruno
5
2003
Diagnostic tests for innovations of ARMA models using empirical processes of residuals. Zbl 1365.62340
Ghoudi, Kilani; Rémillard, Bruno
5
2015
Optimal hedging in discrete time. Zbl 1281.91145
Rémillard, Bruno; Rubenthaler, Sylvain
5
2013
A limit theorem for Brownian motion in a random scenery. Zbl 0755.60062
Remillard, Bruno; Dawson, Donald A.
4
1991
On testing for independence between the innovations of several time series. Zbl 1333.62208
Duchesne, Pierre; Ghoudi, Kilani; Rémillard, Bruno
4
2012
On Chung’s law of the iterated logarithm for some stochastic integrals. Zbl 0840.60030
Rémillard, Bruno
4
1994
Semi-parametric copula-based models under non-stationarity. Zbl 1422.62189
Nasri, Bouchra R.; Rémillard, Bruno N.; Bouezmarni, Taoufik
3
2019
On one-dimensional Riccati diffusions. Zbl 1466.60115
Bishop, A. N.; Del Moral, P.; Kamatani, K.; Rémillard, B.
3
2019
Copula-based dynamic models for multivariate time series. Zbl 1420.62391
Nasri, Bouchra R.; Rémillard, Bruno N.
3
2019
Monte Carlo approximations of American options that preserve monotonicity and convexity. Zbl 1247.91197
Del Moral, Pierre; Rémillard, Bruno; Rubenthaler, Sylvain
3
2012
Estimation of Linnik law parameters. Zbl 0952.62024
Jacques, Christiane; Rémillard, Bruno; Theodorescu, Radu
3
1999
On copula-based conditional quantile estimators. Zbl 1380.62178
Rémillard, Bruno; Nasri, Bouchra; Bouezmarni, Taoufik
3
2017
A note on tightness. Zbl 0859.60022
Genest, Christian; Ghoudi, Kilani; Rémillard, Bruno
2
1996
On the robustness of the Snell envelope. Zbl 1238.60048
Del Moral, Pierre; Hu, Peng; Oudjane, Nadia; Rémillard, Bruno
2
2011
Optimal hedging of American options in discrete time. Zbl 1247.91201
Rémillard, Bruno; Hocquard, Alexandre; Langlois, Hugues; Papageorgiou, Nicolas
2
2012
Laws of the iterated logarithm and large deviations for a class of diffusion processes. Zbl 0694.60025
Remillard, Bruno; Dawson, Donald A.
2
1989
Explicit martingale representations for Brownian functionals and applications to option hedging. Zbl 1138.60041
Renaud, Jean-François; Rémillard, Bruno
2
2007
Forecasting time series with multivariate copulas. Zbl 1328.62546
Simard, Clarence; Rémillard, Bruno
2
2015
A martingale representation for the maximum of a Lévy process. Zbl 1331.60075
Rémillard, Bruno; Renaud, Jean-François
2
2011
Between Strassen and Chung normalizations for Lévy’s area process. Zbl 0897.60037
N’zi, Modeste; Rémillard, Bruno; Theodorescu, Radu
1
1998
Occupation times in systems of null recurrent Markov processes. Zbl 0792.60027
Lee, Tzong-Yow; Remillard, Bruno
1
1994
A level-1 limit order book with time dependent arrival rates. Zbl 1428.60059
Chávez-Casillas, Jonathan A.; Elliott, Robert J.; Rémillard, Bruno; Swishchuk, Anatoliy V.
1
2019
On explicit local solutions of Itô diffusions. Zbl 1478.60178
Kouritzin, Michael A.; Rémillard, Bruno
1
2019
Asymptotic behaviour of the Laplace transform of weighted occupation times of random walks and applications. Zbl 0746.60027
Rémillard, Bruno
1
1990
On signed measure valued solutions of stochastic evolution equations. Zbl 1426.76115
Rémillard, Bruno; Vaillancourt, Jean
1
2014
The payoff distribution model: an application to dynamic portfolio insurance. Zbl 1398.91523
Hocquard, Alexandre; Papageorgiou, Nicolas; Remillard, Bruno
1
2015
Goodness-of-fit for regime-switching copula models with application to option pricing. Zbl 07194129
Nasri, Bouchra R.; Rémillard, Bruno N.; Thioub, Mamadou Y.
1
2020
Goodness-of-fit for regime-switching copula models with application to option pricing. Zbl 07194129
Nasri, Bouchra R.; Rémillard, Bruno N.; Thioub, Mamadou Y.
1
2020
Testing for independence in arbitrary distributions. Zbl 07051940
Genest, Christian; Nešlehová, J. G.; Rémillard, Bruno; Murphy, O. A.
6
2019
Semi-parametric copula-based models under non-stationarity. Zbl 1422.62189
Nasri, Bouchra R.; Rémillard, Bruno N.; Bouezmarni, Taoufik
3
2019
On one-dimensional Riccati diffusions. Zbl 1466.60115
Bishop, A. N.; Del Moral, P.; Kamatani, K.; Rémillard, B.
3
2019
Copula-based dynamic models for multivariate time series. Zbl 1420.62391
Nasri, Bouchra R.; Rémillard, Bruno N.
3
2019
A level-1 limit order book with time dependent arrival rates. Zbl 1428.60059
Chávez-Casillas, Jonathan A.; Elliott, Robert J.; Rémillard, Bruno; Swishchuk, Anatoliy V.
1
2019
On explicit local solutions of Itô diffusions. Zbl 1478.60178
Kouritzin, Michael A.; Rémillard, Bruno
1
2019
Serial independence tests for innovations of conditional mean and variance models. Zbl 1390.60085
Ghoudi, Kilani; Rémillard, Bruno
6
2018
Asymptotic behavior of the empirical multilinear copula process under broad conditions. Zbl 1368.62036
Genest, Christian; Nešlehová, Johanna G.; Rémillard, Bruno
14
2017
On copula-based conditional quantile estimators. Zbl 1380.62178
Rémillard, Bruno; Nasri, Bouchra; Bouezmarni, Taoufik
3
2017
Diagnostic tests for innovations of ARMA models using empirical processes of residuals. Zbl 1365.62340
Ghoudi, Kilani; Rémillard, Bruno
5
2015
Forecasting time series with multivariate copulas. Zbl 1328.62546
Simard, Clarence; Rémillard, Bruno
2
2015
The payoff distribution model: an application to dynamic portfolio insurance. Zbl 1398.91523
Hocquard, Alexandre; Papageorgiou, Nicolas; Remillard, Bruno
1
2015
On the empirical multilinear copula process for count data. Zbl 1365.62221
Genest, Christian; Nešlehová, Johanna G.; Rémillard, Bruno
25
2014
Comparison of specification tests for GARCH models. Zbl 06983980
Ghoudi, Kilani; Rémillard, Bruno
9
2014
On signed measure valued solutions of stochastic evolution equations. Zbl 1426.76115
Rémillard, Bruno; Vaillancourt, Jean
1
2014
Statistical methods for financial engineering. Zbl 1273.91010
Rémillard, Bruno
14
2013
On the estimation of Spearman’s rho and related tests of independence for possibly discontinuous multivariate data. Zbl 1359.62210
Genest, Christian; Nešlehová, Johanna G.; Rémillard, Bruno
9
2013
Optimal hedging in discrete time. Zbl 1281.91145
Rémillard, Bruno; Rubenthaler, Sylvain
5
2013
Copula-based semiparametric models for multivariate time series. Zbl 1281.62136
Rémillard, Bruno; Papageorgiou, Nicolas; Soustra, Frédéric
20
2012
On testing for independence between the innovations of several time series. Zbl 1333.62208
Duchesne, Pierre; Ghoudi, Kilani; Rémillard, Bruno
4
2012
Monte Carlo approximations of American options that preserve monotonicity and convexity. Zbl 1247.91197
Del Moral, Pierre; Rémillard, Bruno; Rubenthaler, Sylvain
3
2012
Optimal hedging of American options in discrete time. Zbl 1247.91201
Rémillard, Bruno; Hocquard, Alexandre; Langlois, Hugues; Papageorgiou, Nicolas
2
2012
On the robustness of the Snell envelope. Zbl 1238.60048
Del Moral, Pierre; Hu, Peng; Oudjane, Nadia; Rémillard, Bruno
2
2011
A martingale representation for the maximum of a Lévy process. Zbl 1331.60075
Rémillard, Bruno; Renaud, Jean-François
2
2011
Goodness-of-fit tests for copulas: A review and a power study. Zbl 1161.91416
Genest, Christian; Rémillard, Bruno; Beaudoin, David
169
2009
Testing for equality between two copulas. Zbl 1157.62401
Rémillard, Bruno; Scaillet, Olivier
65
2009
Discussion of: Brownian distance covariance. Zbl 1454.62178
Rémillard, Bruno
7
2009
Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models. Zbl 1206.62044
Genest, Christian; Rémillard, Bruno
66
2008
Asymptotic local efficiency of Cramér - von Mises tests for multivariate independence. Zbl 1114.62058
Genest, Christian; Quessy, Jean-François; Rémillard, Bruno
33
2007
Rank-based extensions of the Brock, Dechert, and Scheinkman test. Zbl 1332.62298
Genest, Christian; Ghoudi, Kilani; Rémillard, Bruno
9
2007
Explicit martingale representations for Brownian functionals and applications to option hedging. Zbl 1138.60041
Renaud, Jean-François; Rémillard, Bruno
2
2007
Goodness-of-fit procedures for copula models based on the probability integral transformation. Zbl 1124.62028
Genest, Christian; Quessy, Jean-François; Rémillard, Bruno
84
2006
Local efficiency of a Cramér - von Mises test of independence. Zbl 1079.62048
Genest, Christian; Quessy, Jean-François; Rémillard, Bruno
19
2006
On the joint asymptotic behavior of two rank-based estimators of the association parameter in the gamma frailty model. Zbl 1085.62111
Genest, Christian; Quessy, Jean-François; Rémillard, Bruno
6
2006
Tests of independence and randomness based on the empirical copula process. Zbl 1069.62039
Genest, Christian; Rémillard, Bruno
75
2004
Empirical processes based on pseudo-obervations. II: The multivariate case. Zbl 1079.60024
Ghoudi, Kilani; Rémillard, Bruno
24
2004
Nonparametric weighted symmetry tests. Zbl 1130.62328
Abdous, Belkacem; Ghoudi, Kilani; Rémillard, Bruno
5
2003
Tests of serial independence based on Kendall’s process. Zbl 1016.62051
Genest, Christian; Quessy, Jean-François; Rémillard, Bruno
7
2002
A nonparametric test of serial independence for time series and residuals. Zbl 1004.62043
Ghoudi, Kilani; Kulperger, Reg J.; Rémillard, Bruno
26
2001
Inference based on the empirical probability generating function for mixtures of Poisson distributions. Zbl 1179.62046
Rémillard, Bruno; Theodorescu, Radu
9
2000
Large deviations estimates for occupation time integrals of Brownian motion. Zbl 0965.60039
Remillard, Bruno
6
2000
Estimation of Linnik law parameters. Zbl 0952.62024
Jacques, Christiane; Rémillard, Bruno; Theodorescu, Radu
3
1999
Empirical processes based on pseudo-observations. Zbl 0959.62044
Ghoudi, Kilani; Remillard, Bruno
9
1998
Between Strassen and Chung normalizations for Lévy’s area process. Zbl 0897.60037
N’zi, Modeste; Rémillard, Bruno; Theodorescu, Radu
1
1998
On Kendall’s process. Zbl 0862.60020
Barbe, Philippe; Genest, Christian; Ghoudi, Kilani; Rémillard, Bruno
51
1996
A note on tightness. Zbl 0859.60022
Genest, Christian; Ghoudi, Kilani; Rémillard, Bruno
2
1996
Relating quantiles and expectiles under weighted-symmetry. Zbl 0833.62013
Abdous, Belkacem; Remillard, Bruno
17
1995
Large deviations for the three-dimensional super-Brownian motion. Zbl 0852.60004
Lee, Tzong-Yow; Remillard, Bruno
13
1995
On Chung’s law of the iterated logarithm for some stochastic integrals. Zbl 0840.60030
Rémillard, Bruno
4
1994
Occupation times in systems of null recurrent Markov processes. Zbl 0792.60027
Lee, Tzong-Yow; Remillard, Bruno
1
1994
A limit theorem for Brownian motion in a random scenery. Zbl 0755.60062
Remillard, Bruno; Dawson, Donald A.
4
1991
Asymptotic behaviour of the Laplace transform of weighted occupation times of random walks and applications. Zbl 0746.60027
Rémillard, Bruno
1
1990
Laws of the iterated logarithm and large deviations for a class of diffusion processes. Zbl 0694.60025
Remillard, Bruno; Dawson, Donald A.
2
1989
all top 5

Cited by 796 Authors

32 Genest, Christian
27 Rémillard, Bruno N.
22 Quessy, Jean-François
19 Bücher, Axel
18 Kojadinovic, Ivan
16 Nešlehová, Johanna G.
15 Bouzebda, Salim
11 Durante, Fabrizio
11 Meintanis, Simos G.
11 Segers, Johan
8 Hofert, Marius
8 Yan, Jun
7 Fermanian, Jean-David
7 Jiménez-Gamero, María Dolores
6 Ghoudi, Kilani
6 Okhrin, Ostap
6 Schmid, Friedrich
5 Bouezmarni, Taoufik
5 Dette, Holger
5 Gijbels, Irène
5 Girard, Stéphane
5 Lafaye de Micheaux, Pierre
5 Mesfioui, Mhamed
5 Nasri, Bouchra R.
5 Rivest, Louis-Paul
5 Zari, Tarek
4 Bahraoui, Tarik
4 Berghaus, Betina Hedwig
4 Godin, Frédéric
4 Hušková, Marie
4 Jaworski, Piotr
4 Kim, Daeyoung
4 Laksaci, Ali
4 Min, Aleksey
4 Neumeyer, Natalie
4 Nikoloulopoulos, Aristidis K.
4 Omelka, Marek
4 Schepsmeier, Ulf
4 Seo, Juwon
4 Stupfler, Gilles
4 Trutschnig, Wolfgang
4 Volgushev, Stanislav
3 Beare, Brendan K.
3 Ben Ghorbal, Noomen
3 Chen, Xia
3 Côté, Marie-Pier
3 Daouia, Abdelaati
3 Deuschel, Jean-Dominique
3 Di Bernardino, Elena
3 Di Lascio, F. Marta L.
3 Emura, Takeshi
3 Fernández-Sánchez, Juan
3 González-Barrios, José María
3 Hudecová, Šárka
3 Joe, Harry
3 Lee, Sangyeol
3 Lee, Tzong-Yow
3 Liebscher, Eckhard
3 Lopez, Olivier
3 Masiello, Esterina
3 McNeil, Alexander J.
3 Nagler, Thomas
3 Plante, Jean-François
3 Rezapour, Mohsen
3 Ruppert, Martin
3 Silvapulle, Mervyn Joseph
3 Tjøstheim, Dag B.
3 Toupin, Marie-Hélène
3 Valdez, Emiliano A.
3 Wei, Zheng
3 Weiß, Gregor N. F.
2 Abdous, Belkacem
2 Acar, Elif F.
2 Ahn, Jae Youn
2 Almanjahie, Ibrahim Mufrah
2 Astola, Jaakko T.
2 Augustyniak, Maciej
2 Bagnato, Luca
2 Berentsen, Geir Drage
2 Bilodeau, Martin
2 Böttcher, Björn
2 Brechmann, Eike Christian
2 Cai, Zongwu
2 Carfagnini, Marco
2 Chen, Xiaohong
2 Craiu, Radu V.
2 Czado, Claudia
2 De Schepper, Ann
2 Del Moral, Pierre
2 Derumigny, Alexis
2 Díaz Hernández, Adán
2 Eling, Martin
2 Fang, Rui
2 Farooq, Muhammad Umar
2 Faugeras, Olivier Paul
2 Forbes, Florence
2 Fougères, Anne-Laure
2 Gaißer, Sandra
2 Ghosh, Indranil
2 Gneiting, Tilmann
...and 696 more Authors
all top 5

Cited in 127 Serials

69 Journal of Multivariate Analysis
28 Computational Statistics and Data Analysis
24 Insurance Mathematics & Economics
22 Statistics & Probability Letters
17 Bernoulli
17 Dependence Modeling
16 The Canadian Journal of Statistics
13 Journal of Statistical Planning and Inference
13 Journal of Statistical Computation and Simulation
12 Journal of Econometrics
12 Test
12 Quantitative Finance
11 Communications in Statistics. Theory and Methods
10 Journal of Nonparametric Statistics
10 Methodology and Computing in Applied Probability
9 Scandinavian Journal of Statistics
9 Mathematical Methods of Statistics
8 The Annals of Statistics
8 Statistical Papers
8 Electronic Journal of Statistics
7 Communications in Statistics. Simulation and Computation
7 European Journal of Operational Research
7 Stochastic Processes and their Applications
7 Statistical Methods and Applications
6 Statistics
6 Econometric Reviews
6 Statistical Methodology
5 The Annals of Probability
5 Journal of Applied Statistics
5 Econometric Theory
4 Annals of the Institute of Statistical Mathematics
4 Journal of the American Statistical Association
4 Journal of Computational and Applied Mathematics
4 Journal of Time Series Analysis
4 Journal of Theoretical Probability
4 Annals of Operations Research
4 Computational Statistics
4 Statistics & Risk Modeling
3 Journal of Mathematical Analysis and Applications
3 Biometrics
3 Kybernetika
3 Journal of Economic Dynamics & Control
3 Infinite Dimensional Analysis, Quantum Probability and Related Topics
3 Australian & New Zealand Journal of Statistics
3 Journal of the Korean Statistical Society
2 Metrika
2 Applied Mathematics and Computation
2 Journal of Applied Probability
2 Statistica
2 Probability Theory and Related Fields
2 Statistical Science
2 Applied Mathematical Modelling
2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
2 Stochastics and Stochastics Reports
2 Lifetime Data Analysis
2 Extremes
2 Brazilian Journal of Probability and Statistics
2 Scandinavian Actuarial Journal
2 Journal of Systems Science and Complexity
2 Journal of Machine Learning Research (JMLR)
2 ASTIN Bulletin
2 AStA. Advances in Statistical Analysis
2 Science China. Mathematics
2 Journal of Computational and Graphical Statistics
2 Sankhyā. Series A
2 European Actuarial Journal
2 Statistics and Computing
2 Journal of Statistical Distributions and Applications
1 Advances in Applied Probability
1 Computer Methods in Applied Mechanics and Engineering
1 Communications on Pure and Applied Mathematics
1 Mathematical Biosciences
1 Mathematics of Computation
1 Applied Mathematics and Optimization
1 Biometrical Journal
1 Fuzzy Sets and Systems
1 International Statistical Review
1 Mathematics and Computers in Simulation
1 Metron
1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
1 Transactions of the American Mathematical Society
1 Stochastic Analysis and Applications
1 Acta Mathematica Hungarica
1 International Journal of Approximate Reasoning
1 Machine Learning
1 Neural Computation
1 Economics Letters
1 The Annals of Applied Probability
1 Potential Analysis
1 Journal of Mathematical Sciences (New York)
1 Statistica Sinica
1 Complexity
1 Electronic Communications in Probability
1 Electronic Research Announcements of the American Mathematical Society
1 Mathematical Problems in Engineering
1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
1 International Journal of Theoretical and Applied Finance
1 Statistical Inference for Stochastic Processes
1 Computational Geosciences
1 Stochastic Environmental Research and Risk Assessment
...and 27 more Serials

Citations by Year