a year ago by Bruno N Remillard
Sequential Change-Point Tests for Generalized Ornstein-Uhlenbeck Processes
2 years ago by Bruno N Remillard
Markov Regime Switching Copula Models Estimation and Goodness-of-Fit
2 years ago by Bruno N Remillard
Tests of Independence Between Innovations of Generalized Error Models
13 years ago by Bruno Remillard
Estimation of value and hedging strategy of call and put options.
2 years ago by Bruno N Remillard
Change Point Tests for Joint Distributions and Copulas