1 citations · 1 across the 5 of their papers we have counts for
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On testing for independence between generalized error models of several time series
Kilani Ghoudi, Bouchra R. Nasri, Bruno N. Remillard
We define generalized innovations associated with generalized error models having arbitrary distributions, that is, distributions that can be mixtures of continuous and discrete di…
Are Information criteria good enough to choose the right the number of regimes in Hidden Markov Models?
Bouchra R Nasri, Bruno N Rémillard, Mamadou Y Thioub
Selecting the number of regimes in Hidden Markov models is an important problem. There are many criteria that are used to select this number, such as Akaike information criterion (…
On factor copula-based mixed regression models
Pavel Krupskii, Bouchra R Nasri, Bruno N Remillard
In this article, a copula-based method for mixed regression models is proposed, where the conditional distribution of the response variable, given covariates, is modelled by a para…
Identifiability and inference for copula-based semiparametric models for random vectors with arbitrary marginal distributions
Bouchra R. Nasri, Bruno N. Remillard
In this paper, we study the identifiability and the estimation of the parameters of a copula-based multivariate model when the margins are unknown and are arbitrary, meaning that t…
Tests of independence and randomness for arbitrary data using copula-based covariances
Bouchra R. Nasri, Bruno N. Remillard
In this article, we study tests of independence for data with arbitrary distributions in the non-serial case, i.e., for independent and identically distributed random vectors, as w…