E-LIB Suche - Ergebnisse für: Luati, A

1

On the optimality of score-driven models:

Gorgi, P ; Lauria, C S A ; Luati, A
Biometrika. , 2023

Link: https://doi.org/10.1093/..

2

GARCH density and functional forecasts:

Abadir, Karim M. ; Luati, Alessandra ; Paruolo, Paolo
Journal of Econometrics. 235 (2023) 2 - p. 470-483 , 2023

Link: https://doi.org/10.1016/..

3

A robust score-driven filter for multivariate time series:

D'Innocenzo, Enzo ; Luati, Alessandra ; Mazzocchi, Mario
Econometric Reviews. 42 (2023) 5 - p. 441-470 , 2023

Link: https://doi.org/10.1080/..

4

Efficient nonparametric estimation of generalised autocovar..:

Luati, Alessandra ; Papagni, Francesca ; Proietti, Tommaso
Journal of Nonparametric Statistics. 36 (2023) 1 - p. 23-38 , 2023

Link: https://doi.org/10.1080/..

5

Lasso-based variable selection methods in text regression: ..:

Freo, Marzia ; Luati, Alessandra
AStA Advances in Statistical Analysis. 108 (2023) 1 - p. 69-99 , 2023

Link: https://doi.org/10.1007/..

6

Generalized Linear Spectral Models for Locally Stationary P..:

, In: Research Papers in Statistical Inference for Time Series and Related Models,

Proietti, Tommaso ; Luati, Alessandra ; D'Innocenzo, Enzo - p. 343-368 , 2023

Link: https://doi.org/10.1007/..

7

Semiparametric modeling of multiple quantiles:

Catania, Leopoldo ; Luati, Alessandra
Journal of Econometrics. 237 (2023) 2 - p. 105365 , 2023

Link: https://doi.org/10.1016/..

8

An Overview of ARMA-Like Models for Count and Binary Data:

, In: Trends and Challenges in Categorical Data Analysis; Statistics for Social and Behavioral Sciences,

Armillotta, Mirko ; Luati, Alessandra ; Lupparelli, Monia - p. 233-274 , 2023

Link: https://doi.org/10.1007/..

9

Score-Driven Modeling of Spatio-Temporal Data:

Gasperoni, Francesca ; Luati, Alessandra ; Paci, Lucia.
Journal of the American Statistical Association. 118 (2021) 542 - p. 1066-1077 , 2021

Link: https://doi.org/10.1080/..

10

Quasi Maximum Likelihood Estimation of Value at Risk and Ex..:

Catania, Leopoldo ; Luati, Alessandra
Econometrics and Statistics. , 2021

Link: https://doi.org/10.1016/..

11

Explicit-duration Hidden Markov Models for quantum state es..:

Luati, Alessandra ; Novelli, Marco
Computational Statistics & Data Analysis. 158 (2021) - p. 107183 , 2021

Link: https://doi.org/10.1016/..

12

Fused Graphical Lasso for Brain Networks with Symmetries:

Ranciati, Saverio ; Roverato, Alberto ; Luati, Alessandra
Journal of the Royal Statistical Society Series C: Applied Statistics. 70 (2021) 5 - p. 1299-1322 , 2021

Link: https://doi.org/10.1111/..

13

Robust estimation of a location parameter with the integrat..:

Catania, Leopoldo ; Luati, Alessandra
Statistics & Probability Letters. 164 (2020) - p. 108812 , 2020

Link: https://doi.org/10.1016/..

14

The Hammersley–Chapman–Robbins inequality for repeatedly mo..:

Luati, Alessandra ; Novelli, Marco
Statistics & Probability Letters. 165 (2020) - p. 108852 , 2020

Link: https://doi.org/10.1016/..

15

GENERALIZED LINEAR CEPSTRAL MODELS FOR THE SPECTRUM OF A TI..:

Proietti, Tommaso ; Luati, Alessandra
Statistica Sinica. 29 (2019) 3 - p. 1561-1583 , 2019

Link: https://www.jstor.org/st..