UB Paderborn / Katalog / Suche / in CDI

Mapping the Epidemic: A Systemic Geography of COVID-19 in Italy

1, 2021

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Asymptotically distribution free test for parameter change in a diffusion process model

Annals of the Institute of Statistical Mathematics, 2012-10, Vol.64 (5), p.911-918

2012

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Goodness of fit test for ergodic diffusion processes

Annals of the Institute of Statistical Mathematics, 2009-12, Vol.61 (4), p.919-928

2009

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Goodness of fit test for small diffusions by discrete time observations

Annals of the Institute of Statistical Mathematics, 2011-04, Vol.63 (2), p.211-225

2011

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Higher Moments and Prediction-Based Estimation for the COGARCH(1,1) Model

Scandinavian journal of statistics, 2015-12, Vol.42 (4), p.891-910

2015

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Z-process method for change point problems with applications to discretely observed diffusion processes

Statistical methods & applications, 2017-06, Vol.26 (2), p.231-250

2017

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Goodness-of-fit test for ergodic diffusions by discrete-time observations: an innovation martingale approach

Journal of nonparametric statistics, 2011-06, Vol.23 (2), p.237-254

2011

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Review on Goodness of Fit Tests for Ergodic Diffusion Processes by Different Sampling Schemes

Economic notes - Monte Paschi Siena, 2010-02, Vol.39 (1-2), p.91-106

2010

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Moment convergence of Z-estimators

Statistical inference for stochastic processes : an international journal devoted to time series analysis and the statistics of continuous time processes and dynamic systems, 2017-10, Vol.20 (3), p.387-397

2017

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Backtesting VaR and expectiles with realized scores

Statistical methods & applications, 2019-03, Vol.28 (1), p.119-142

2019

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Introduction: Territorial analysis and reflexive mapping on the Covid-19 infection

Mapping the Epidemic, 2021

2021

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Editors comments: The Covid-19 epidemic in Italy, a European epicenter

Mapping the Epidemic, 2021

2021

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Efficiency of a Class of Unbiased Estimators for the Invariant Distribution Function of a Diffusion Process

Communications in statistics. Theory and methods, 2010-01, Vol.39 (1), p.177-185

Negri, Ilia

2010

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Z-Process Method for Change Point Problems in Time Series

Research Papers in Statistical Inference for Time Series and Related Models, 2023, p.381-388

2023

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Goodness of fit test for ergodic diffusions by tick time sample scheme

Statistical inference for stochastic processes : an international journal devoted to time series analysis and the statistics of continuous time processes and dynamic systems, 2010-04, Vol.13 (1), p.81-95

2010

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Analisi di secondo livello del questionario E-learning CTU

2008

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On compound Poisson processes arising in change-point type statistical models as limiting likelihood ratios

Statistical inference for stochastic processes : an international journal devoted to time series analysis and the statistics of continuous time processes and dynamic systems, 2011-10, Vol.14 (3), p.255-271

2011

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