Sfoglia per Autore
Review on goodness of fit tests for ergodic diffusion processes by different sampling schemes
2010-01-01 Nishiyama, Yoichi; Negri, Ilia
Goodness of fit test for ergodic diffusions by tick time sample scheme
2010-01-01 Nishiyama, Yoichi; Negri, Ilia
Efficiency of a Class of Unbiased Estimators for the Invariant Distribution Function of a Diffusion Process
2010-01-01 Negri, Ilia
On compound Poisson processes arising in change-point type statistical models as limiting likelihood ratios
2011-01-01 Dachian, Serguei; Negri, Ilia
Goodness-of-fit test for ergodic diffusions by discrete-time observations: an innovation martingale approach
2011-01-01 Masuda, Hiroki; Negri, Ilia; Nishiyama, Yoichi
Goodness of fit test for small diffusions by discrete time observations
2011-01-01 Negri, Ilia; Nishiyama, Yoichi
Asymptotically distribution free test for parameter change in a diffusion process model
2012-01-01 Negri, Ilia; Nishiyama, Yoichi
On Gaussian Compound Poisson Type Limiting Likelihood Ratio Process
2013-01-01 Dachian, Serguei; Negri, Ilia
On goodness-of-fit testing for ergodic diffusion process with shift parameter
2014-01-01 Negri, Ilia; Zhou, Li
Higher Moments and Prediction-Based Estimation for the COGARCH(1,1) Model
2015-01-01 Bibbona, Enrico; Negri, Ilia
Analisi statistica dei dati per l'ingegneria: strumenti e applicazioni in R
2016-01-01 Arboretti, Rosa; Negri, Ilia; Petrucci, Alessandra; Salmaso, Luigi
Spatio-temporal Mismatch for Aerosol Profiles
2017-01-01 Negri, I.; Fassò, A.; Mona, L.; Papagiannopoulos, N.; Madonna, F.; Finazzi, F.
COGARCH models: some applications in finance
2017-01-01 Negri, Ilia
Cogarch models: A statistical application
2017-01-01 Negri, Ilia; Bibbona, Enrico
Moment convergence of Z-estimators
2017-01-01 Negri, Ilia; Nishiyama, Yoichi
Z-process method for change point problems with applications to discretely observed diffusion processes
2017-01-01 Negri, Ilia; Nishiyama, Yoichi
Modelling spatio-temporal mismatch for Aerosol profiles
2018-01-01 Negri, Ilia; Fassò, Alessandro; Mona, Lucia; Papagiannopoulos, Nikolaos; Madonna, Fabio
Backtesting VaR and expectiles with realized scores
2019-01-01 Bellini, Fabio; Negri, Ilia; Pyatkova, Mariya
Statistical harmonization and uncertainty assessment in the comparison of satellite and radiosonde climate variables
2019-01-01 Finazzi, F.; Fassò, A.; Madonna, F.; Negri, I.; Sun, B.; Rosoldi, M.
Mapping the Epidemic: A Systemic Geography of COVID-19 in Italy
2021-01-01 Adobati, Fulvio; Casti, Emanuela; Negri, Ilia
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