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Mostrati risultati da 1 a 20 di 46
Titolo Autore(i) Anno Periodico Editore Tipo File
Discussion on "Large covariance estimation by thresholding principal orthogonal complements” by J. Fan, Y. Liao and M. Mincheva Matteo Farnè 2013-01-01 JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B STATISTICAL METHODOLOGY - 1.04 Replica / breve intervento (e simili) -
Book of Abstracts of the Seventh International Workshop on Simulation, Rimini, p.135, Quaderni di Dipartimento. Serie Ricerche 2013, n. 3, ISSN 1973-9346 Farnè, Matteo 2013-01-01 - - 4.02 Riassunto (Abstract) -
Regularized covariance matrix estimation via composite minimization Matteo Farnè 2014-01-01 - - 4.02 Riassunto (Abstract) -
Estimating large covariance matrices via low rank plus sparse decomposition Matteo Farnè 2015-01-01 - - 4.02 Riassunto (Abstract) -
Large covariance matrix estimation by composite minimization Matteo Farnè 2015-01-01 - - 4.02 Riassunto (Abstract) -
Large Covariance Matrix Estimation by Composite Minimization Matteo Farnè 2016-01-01 - Alma Mater Studiorum – Università di Bologna 3.01 Monografia / trattato scientifico in forma di libro -
An Algorithm to Simulate VMA Processes Having a Spectrum with Fixed Condition Number Farné, Matteo 2016-01-01 COMMUNICATIONS IN STATISTICS. SIMULATION AND COMPUTATION - 1.01 Articolo in rivista -
Different estimators of the spectral matrix: an empirical comparison testing a new shrinkage estimator Matteo Farné; Angela Montanari 2016-01-01 COMMUNICATIONS IN STATISTICS, THEORY AND METHODS - 1.01 Articolo in rivista -
Business models of the banks in the euro area Matteo Farnè; Angelos Vouldis 2017-01-01 - - 7.13 Rapporto tecnico -
Testing Granger-causality on macroeconomic time series: a bootstrap approach Matteo Farnè 2017-01-01 - - 4.01 Contributo in Atti di convegno -
Factor model estimation by composite minimization Matteo Farnè 2017-01-01 - - 4.02 Riassunto (Abstract) -
A large covariance matrix estimator under intermediate spikiness regimes Matteo Farnè; Angela Montanari 2018-01-01 - - 7.13 Rapporto tecnico -
R package "grangers" Matteo Farnè; Angela Montanari 2018-01-01 - - 7.04 Software -
AN ALGEBRAIC ESTIMATOR FOR LARGE SPECTRAL MATRICES Matteo Farnè;Matteo Barigozzi 2018-01-01 - - 4.02 Riassunto (Abstract) -
MATLAB package for clustering methodology Matteo Farnè;Angelos Vouldis 2018-01-01 - - 7.04 Software -
Factor model estimation by composite minimization Matteo Farnè;Angela Montanari 2018-01-01 - - 4.03 Poster -
A bootstrap test to detect prominent Granger-causalities across frequencies Matteo Farnè; Angela Montanari 2018-01-01 - - 7.13 Rapporto tecnico -
Factor model estimation by composite minimization Matteo Farnè;Angela Montanari 2018-01-01 - - 4.02 Riassunto (Abstract) -
A methodology for automatised outlier detection in high-dimensional datasets: an application to euro area banks’ supervisory data Matteo Farnè; Angelos Vouldis 2018-01-01 - - 7.13 Rapporto tecnico -
Matlab package for UNALCE estimator Matteo Farnè; Angela Montanari 2018-01-01 - - 7.04 Software -
Mostrati risultati da 1 a 20 di 46
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