Goodness-of-fit for regime-switching copula models with application to option pricing von NASRI, Bouchra R., RÉMILLARD, Bruno N., THIOUB, Mamadou Y.

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Goodness-of-fit tests for copulas: A review and a power study von Genest, Christian, Rémillard, Bruno, Beaudoin, David

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Goodness-of-fit Procedures for Copula Models Based on the Probability Integral Transformation von GENEST, CHRISTIAN, QUESSY, JEAN-FRANÇOIS, RÉMILLARD, BRUNO

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Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models von Genest, Christian, Rémillard, Bruno

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Central limit theorems for martingales-I: Continuous limits von Rémillard, Bruno, Vaillancourt, Jean

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Goodness-of-fit tests for copulas of multivariate time series von Remillard, Bruno

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Tests of independence and randomness for arbitrary data using copula-based covariances von Nasri, Bouchra R., Rémillard, Bruno N.

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Testing for equality between two copulas von Rémillard, Bruno, Scaillet, Olivier

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A Conversation with Don Dawson von Nasri, Bouchra R., Rémillard, Bruno N., Szyszkowicz, Barbara, Vaillancourt, Jean

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On explicit local solutions of Itô diffusions von Kouritzin, Michael A., Rémillard, Bruno

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Copula-based dynamic models for multivariate time series von Nasri, Bouchra R., Rémillard, Bruno N.

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Statistical Modeling and Analysis for Complex Data Problems von Duchesne, Pierre, RÉMillard, Bruno

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Large deviations for the Yule–Walker estimator of near critical autoregressive processes von Wang, Xiaochang, Feng, Shui, Guo, Yiping, Rémillard, Bruno N.

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A stochastic analysis of a SIQR epidemic model with short and long-term prophylaxis von Sekkak, Idriss, Nasri, Bouchra R., Rémillard, Bruno N., Kong, Jude Dzevela, El Fatini, Mohamed

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A random walk through Canadian contributions on empirical processes and their applications in probability and statistics von Csörgő, Miklós, Dawson, Donald A., Nasri, Bouchra R., Rémillard, Bruno N.

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Change-point problems for multivariate time series using pseudo-observations von Nasri, Bouchra R., Rémillard, Bruno N., Bahraoui, Tarik

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Asymptotic behavior of the empirical multilinear copula process under broad conditions von Genest, Christian, Nešlehová, Johanna G., Rémillard, Bruno

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Copula-based semiparametric models for multivariate time series von Rémillard, Bruno, Papageorgiou, Nicolas, Soustra, Frédéric

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Comparison of specification tests for GARCH models von Ghoudi, Kilani, Rémillard, Bruno

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A two-factor structural model for valuing corporate securities von Ben-Abdellatif, Malek, Ben-Ameur, Hatem, Chérif, Rim, Rémillard, Bruno

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