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stat.ME2026
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…
stat.ME2025
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…
stat.ME2024
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 (…