Sfoglia per Autore
A new time-varying model for forecasting long-memory series
2021 Bisaglia, L.; Grigoletto, M.
Modeling and simulating durations of men’s professional tennis matches by resampling match features
2021 Lisi, Francesco; Grigoletto, Matteo
Long-memory models for count time series
2020 Bisaglia, Luisa; Caporin, Massimiliano; Grigoletto, Matteo
Modeling and simulating durations of a professional tennis match
2019 Lisi, Francesco; Grigoletto, Matteo
Winning tennis matches with fewer points or games than the opponent
2019 Lisi, Francesco; Grigoletto, Matteo; Canesso, Tommaso
Tyme-varying long-memory processes
2018 Bisaglia, Luisa; Grigoletto, Matteo
Modello lineare. Teoria e applicazioni con R
2017 Grigoletto, Matteo; Ventura, Laura; Pauli, Francesco
Comparing density forecasts of aggregated time series via bootstrap
2015 Grigoletto, Matteo
Complex Models and Computational Methods in Statistics
2013 Grigoletto, Matteo; Lisi, Francesco; S., Petrone
Forecasting the distribution of aggregated time series: a bootstrap approach
2012 Grigoletto, Matteo
Forecasting the distribution of aggregated time series: a bootstrap approach
2012 Grigoletto, Matteo
Practical implications of higher moments in risk management
2011 Grigoletto, Matteo; Lisi, Francesco
Simulation and estimation of the Meixner distribution
2009 Grigoletto, Matteo; Provasi, Corrado
Misspecification testing for the conditional distribution model in GARCH-type processes
2009 Grigoletto, Matteo; Provasi, C.
Looking for skewness in financial time series
2009 Grigoletto, Matteo; Lisi, Francesco
Value-at-Risk prediction by higher moment dynamics.
2007 Grigoletto, Matteo; Lisi, Francesco
Value-at-Risk prediction by higher moment dynamics
2007 Grigoletto, Matteo; Lisi, Francesco
A hierarchical model for the analysis of spatial rainfall extremes
2007 Gaetan, C; Grigoletto, Matteo
Looking for skewness in financial time series
2006 Grigoletto, Matteo; Lisi, Francesco
Looking for skewness in financial time series.
2006 Grigoletto, Matteo; Lisi, Francesco
Legenda icone
- file ad accesso aperto
- file disponibili sulla rete interna
- file disponibili agli utenti autorizzati
- file disponibili solo agli amministratori
- file sotto embargo
- nessun file disponibile