Goodness-of-fit for regime-switching copula models with application to option pricing
NASRI, Bouchra R., RÉMILLARD, Bruno N., THIOUB, Mamadou Y.
Published in Canadian journal of statistics (01.03.2020)
Published in Canadian journal of statistics (01.03.2020)
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Journal Article
Large deviations for the Yule–Walker estimator of near critical autoregressive processes
Wang, Xiaochang, Feng, Shui, Guo, Yiping, Rémillard, Bruno N.
Published in Statistics & probability letters (01.11.2024)
Published in Statistics & probability letters (01.11.2024)
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Journal Article
Change-point problems for multivariate time series using pseudo-observations
Nasri, Bouchra R., Rémillard, Bruno N., Bahraoui, Tarik
Published in Journal of multivariate analysis (01.01.2022)
Published in Journal of multivariate analysis (01.01.2022)
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Journal Article
Semi-parametric copula-based models under non-stationarity
Nasri, Bouchra R., Rémillard, Bruno N., Bouezmarni, Taoufik
Published in Journal of multivariate analysis (01.09.2019)
Published in Journal of multivariate analysis (01.09.2019)
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Journal Article