LUATI, ALESSANDRA
LUATI, ALESSANDRA
DIPARTIMENTO DI SCIENZE STATISTICHE "PAOLO FORTUNATI"
Docenti di ruolo di Ia fascia
Efficient nonparametric estimation of generalised autocovariances
2024 Luati A.; Papagni F.; Proietti T.
Lasso-based variable selection methods in text regression: the case of short texts
2024 Freo, M; Luati, A
On the optimality of score-driven models
2024 Gorgi, P; Lauria, C S A; Luati, A
A robust score-driven filter for multivariate time series
2023 Enzo D’Innocenzo; Alessandra Luati; Mario Mazzocchi
Generalized Linear Spectral Models for Locally Stationary Processes
2023 Proietti, Tommaso; Luati, Alessandra; D’Innocenzo, Enzo
Score Driven Modeling of Spatio-temporal Data
2023 Gasperoni, Francesca; Luati, Alessandra; Paci, Lucia; D’Innocenzo, Enzo
Semiparametric modeling of multiple quantiles
2023 Catania L.; Luati A.
GARCH density and functional forecasts
2022 Abadir K.M.; Luati A.; Paruolo P.
Lasso-based variable selection methods in text regression: the case of short texts
2022 freo marzia; luati alessandra
Observation-driven models for discrete-valued time series
2022 Armillotta, Mirko; Luati, Alessandra; Lupparelli, Monia
Explicit-duration Hidden Markov Models for quantum state estimation
2021 Luati, Alessandra; Novelli, Marco
Fused graphical lasso for brain networks with symmetries
2021 Ranciati, Saverio; Roverato, Alberto; Luati, Alessandra
Quasi Maximum Likelihood Estimation of Value at Risk and Expected Shortfall
2021 Catania, Leopoldo; Luati, Alessandra
Observation-driven models for storm counts
2020 Armillotta, Mirko; Luati, Alessandra; Alessandra, Lupparelli; Monia,
Observation-driven models for storm counts
2020 Mirko Armillotta; Alessandra Luati; Monia Lupparelli
Robust estimation of a location parameter with the integrated Hogg function
2020 Catania L.; Luati A.
The Hammersley–Chapman–Robbins inequality for repeatedly monitored quantum system
2020 Luati, Alessandra; Novelli, Marco
Variable selection in text regression: The case of short texts
2020 Freo Marzia , Luati Alessandra
Variable Selection in Text Regressions: Back to Lasso?
2020 Freo Marzia, Luati Alessandra
Generalised Linear Cepstral Models for the Spectrum of a Time Series
2019 Proietti, Tommaso; Luati, Alessandra