Sfoglia per Autore
Least Squares Regression: Graduation and Filters
2007 T. Proietti; A. Luati
A note on Fisher-Helstrom information inequality in pure state models
2008 A. Luati
On the equivalence of the weighted least squares and the generalised least squares estimators
2008 Luati A; Proietti T
Real time estimation in local polynomial regression, with application to trend-cycle analysis
2008 T. Proietti; A. Luati
A note on the statistical properties of nonparametric trend estimators by means of smoothing matrices
2009 E. Bee Dagum; A. Luati
A cascade linear filter to reduce revisions and turning points for real time trend-cycle estimation
2009 E. Bee Dagum; A. Luati
Low-Pass Filter Design using Locally Weighted Polynomial Regression and Discrete Prolate Spheroidal Sequences
2010 Proietti T; Luati A
Quantum information and statistical inference
2010 Luati A.
Hyper-spherical and elliptical stochastic cycles
2010 A. Luati; T. Proietti
On the spectral properties of matrices associated with trend filters
2010 A. Luati; T. Proietti
Low-pass filter design using locally weighted polynomial regression and discrete prolate spheroidal sequences
2011 Proietti T.; Luati A.
On the equivalence of the weighted least squares and the generalised least squares, with applications to kernel smoothing
2011 A. Luati; T. Proietti
Time series models for legal abortions in Italy
2011 E. Foscolo; A. Luati; A. Lubisco; L. Pasquini
An approximate quantum Cramér-Rao bound based on skew information
2011 A. Luati
The Variance Profile
2012 Luati A.; Proietti T.; Reale M.
Asymmetric filters for trend-cycle estimation
2012 E. Bee Dagum; A. Luati
Spectral filtering for trend estimation
2012 M. Donatelli; A. Luati; A. Martinelli
Maximum likelihood estimation of time series models: the Kalman filter and beyond
2013 Proietti T.; Luati A.
CFEnetwork: The Annals of computational and financial econometrics: 2nd issue
2014 Kontoghiorghes E.J.; Van Dijk H.K.; Belsley D.A.; Bollerslev T.; Diebold F.X.; Dufour J.-M.; Engle R.; Harvey A.; Koopman S.J.; Pesaran H.; Phillips P.C.B.; Smith R.J.; West M.; Yao Q.; Amendola A.; Billio M.; Chen C.W.S.; Chiarella C.; Colubi A.; Deistler M.; Francq C.; Hallin M.; Jacquier E.; Judd K.; Koop G.; Lutkepohl H.; MacKinnon J.G.; Mittnik S.; Omori Y.; Pollock D.S.G.; Proietti T.; Rombouts J.V.K.; Scaillet O.; Semmler W.; So M.K.P.; Steel M.; Taylor R.; Tzavalis E.; Zakoian J.-M.; Peter Boswijk H.; Luati A.; Maheu J.
Filtering with heavy tails
2014 Andrew Harvey;Alessandra Luati
Titolo | Autore(i) | Anno | Periodico | Editore | Tipo | File |
---|---|---|---|---|---|---|
Least Squares Regression: Graduation and Filters | T. Proietti; A. Luati | 2007-01-01 | - | Elsevier - Academic Press | 2.01 Capitolo / saggio in libro | - |
A note on Fisher-Helstrom information inequality in pure state models | A. Luati | 2008-01-01 | SANKHYA | - | 1.01 Articolo in rivista | - |
On the equivalence of the weighted least squares and the generalised least squares estimators | Luati A; Proietti T | 2008-01-01 | - | Physica Verlag | 2.01 Capitolo / saggio in libro | - |
Real time estimation in local polynomial regression, with application to trend-cycle analysis | T. Proietti; A. Luati | 2008-01-01 | THE ANNALS OF APPLIED STATISTICS | - | 1.01 Articolo in rivista | - |
A note on the statistical properties of nonparametric trend estimators by means of smoothing matrices | E. Bee Dagum; A. Luati | 2009-01-01 | JOURNAL OF NONPARAMETRIC STATISTICS | - | 1.01 Articolo in rivista | - |
A cascade linear filter to reduce revisions and turning points for real time trend-cycle estimation | E. Bee Dagum; A. Luati | 2009-01-01 | ECONOMETRIC REVIEWS | - | 1.01 Articolo in rivista | - |
Low-Pass Filter Design using Locally Weighted Polynomial Regression and Discrete Prolate Spheroidal Sequences | Proietti T; Luati A | 2010-01-01 | - | Cleup | 4.01 Contributo in Atti di convegno | - |
Quantum information and statistical inference | Luati A. | 2010-01-01 | - | Aracne | 2.01 Capitolo / saggio in libro | - |
Hyper-spherical and elliptical stochastic cycles | A. Luati; T. Proietti | 2010-01-01 | JOURNAL OF TIME SERIES ANALYSIS | - | 1.01 Articolo in rivista | - |
On the spectral properties of matrices associated with trend filters | A. Luati; T. Proietti | 2010-01-01 | ECONOMETRIC THEORY | - | 1.01 Articolo in rivista | - |
Low-pass filter design using locally weighted polynomial regression and discrete prolate spheroidal sequences | Proietti T.; Luati A. | 2011-01-01 | JOURNAL OF STATISTICAL PLANNING AND INFERENCE | - | 1.01 Articolo in rivista | - |
On the equivalence of the weighted least squares and the generalised least squares, with applications to kernel smoothing | A. Luati; T. Proietti | 2011-01-01 | ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS | - | 1.01 Articolo in rivista | - |
Time series models for legal abortions in Italy | E. Foscolo; A. Luati; A. Lubisco; L. Pasquini | 2011-01-01 | STATISTICA | - | 1.01 Articolo in rivista | - |
An approximate quantum Cramér-Rao bound based on skew information | A. Luati | 2011-01-01 | BERNOULLI | - | 1.01 Articolo in rivista | - |
The Variance Profile | Luati A.; Proietti T.; Reale M. | 2012-01-01 | JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION | - | 1.01 Articolo in rivista | - |
Asymmetric filters for trend-cycle estimation | E. Bee Dagum; A. Luati | 2012-01-01 | - | Chapman&Hall/CRC | 2.01 Capitolo / saggio in libro | - |
Spectral filtering for trend estimation | M. Donatelli; A. Luati; A. Martinelli | 2012-01-01 | - | Società Italiana di Statistica | 4.01 Contributo in Atti di convegno | - |
Maximum likelihood estimation of time series models: the Kalman filter and beyond | Proietti T.; Luati A. | 2013-01-01 | - | Edgar Elgar Pbblishing | 2.01 Capitolo / saggio in libro | - |
CFEnetwork: The Annals of computational and financial econometrics: 2nd issue | Kontoghiorghes E.J.; Van Dijk H.K.; Belsley D.A.; Bollerslev T.; Diebold F.X.; Dufour J.-M.; Engl...e R.; Harvey A.; Koopman S.J.; Pesaran H.; Phillips P.C.B.; Smith R.J.; West M.; Yao Q.; Amendola A.; Billio M.; Chen C.W.S.; Chiarella C.; Colubi A.; Deistler M.; Francq C.; Hallin M.; Jacquier E.; Judd K.; Koop G.; Lutkepohl H.; MacKinnon J.G.; Mittnik S.; Omori Y.; Pollock D.S.G.; Proietti T.; Rombouts J.V.K.; Scaillet O.; Semmler W.; So M.K.P.; Steel M.; Taylor R.; Tzavalis E.; Zakoian J.-M.; Peter Boswijk H.; Luati A.; Maheu J. | 2014-01-01 | COMPUTATIONAL STATISTICS & DATA ANALYSIS | - | 8.01 Ruolo editoriale in rivista | - |
Filtering with heavy tails | Andrew Harvey;Alessandra Luati | 2014-01-01 | JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION | - | 1.01 Articolo in rivista | - |
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