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researcher

B. Rémillard

10 papers hereh-index 224.6k citations138 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author3
  • middle author3
  • last author4

Across the 10 of 10 papers where every author was matched, so the position is known.

fields
  • stat.ME3
  • math.PR2
  • q-fin.MF2
  • math.ST1
  • q-fin.CP1
  • q-fin.PR1

identity via Semantic Scholar / OpenAlex

activity
20102023
most citedCompound Hawkes Processes in Limit Order Books

2 citations · 3 across the 6 of their papers we have counts for

collaborators
Showing stat.MEShow all

3 papers · 1 filter

stat.ME2023

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.ME2023

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…

stat.ME2023

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…

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