CATANIA, LEOPOLDO
CATANIA, LEOPOLDO
DIPARTIMENTO DI SCIENZE STATISTICHE "PAOLO FORTUNATI"
Personale esterno ed autonomi
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Unobserved component models, approximate filters and dynamic adaptive mixture models
2026 Catania, Leopoldo; D'Innocenzo, Enzo; Luati, Alessandra
Quasi Maximum Likelihood Estimation of Value at Risk and Expected Shortfall
2025 Catania, Leopoldo; Luati, Alessandra
Robust CDF‐Filtering of a Location Parameter
2025 Catania, Leopoldo; Harvey, Andrew C.; Luati, Alessandra
Robust estimation of a location parameter with the integrated Hogg function
2020 Catania L.; Luati A.
| Titolo | Autore(i) | Anno | Periodico | Editore | Tipo | File |
|---|---|---|---|---|---|---|
| Unobserved component models, approximate filters and dynamic adaptive mixture models | Catania, Leopoldo; D'Innocenzo, Enzo; Luati, Alessandra | 2026-01-01 | JOURNAL OF ECONOMETRICS | - | 1.01 Articolo in rivista | 1-s2.0-S0304407625002088-main.pdf |
| Quasi Maximum Likelihood Estimation of Value at Risk and Expected Shortfall | Catania, Leopoldo; Luati, Alessandra | 2025-01-01 | ECONOMETRICS AND STATISTICS | - | 1.01 Articolo in rivista | - |
| Robust CDF‐Filtering of a Location Parameter | Catania, Leopoldo; Harvey, Andrew C.; Luati, Alessandra | 2025-01-01 | JOURNAL OF TIME SERIES ANALYSIS | - | 1.01 Articolo in rivista | - |
| Robust estimation of a location parameter with the integrated Hogg function | Catania L.; Luati A. | 2020-01-01 | STATISTICS & PROBABILITY LETTERS | - | 1.01 Articolo in rivista | 11585_767389.pdf |