Goodness‐of‐fit for regime‐switching copula models with application to option pricing BR Nasri, BN Remillard, MY Thioub Canadian Journal of Statistics 48 (1), 79-96, 2020 | 16 | 2020 |
Leveraging machine learning approaches for predicting potential Lyme disease cases and incidence rates in the United States using Twitter S Boligarla, EKE Laison, J Li, R Mahadevan, A Ng, Y Lin, MY Thioub, ... BMC Medical Informatics and Decision Making 23 (1), 217, 2023 | 4 | 2023 |
Are Information criteria good enough to choose the right the number of regimes in Hidden Markov Models? BR Nasri, BN Rémillard, MY Thioub arXiv preprint arXiv:2308.04374, 2023 | | 2023 |
HMMcopula: Markov Regime Switching Copula Models Estimation and Goodness of Fit BR Mamadou Yamar Thioub, Bouchra Nasri, Romanic Pieugueu https://CRAN.R-project.org/package=HMMcopula, 2018 | | 2018 |
Estimation et test d’adéquation pour des modèles de copules à changement de régime, avec application MY Thioub, BN Rémillard, BR Nasri | | 2018 |
Estimation and Goodness-of-Fit for Regime-Switching Copula Models with Application to Option Pricing BR Nasri, B Remillard, MY Thioub Available at SSRN 3271474, 2018 | | 2018 |