GRIGOLETTO, MATTEO
GRIGOLETTO, MATTEO
Dipartimento di Scienze Statistiche
A GARCH-type model with dynamic skewness and kurtosis.
2005 Grigoletto, Matteo; Lisi, Francesco
A hierarchical model for the analysis of spatial rainfall extremes
2007 Gaetan, C; Grigoletto, Matteo
A new time-varying model for forecasting long-memory series
2021 Bisaglia, L.; Grigoletto, M.
Analysis of covariance with incomplete data via semiparametric model transformations
1999 Grigoletto, Matteo; Akritas, M. G.
Bootstrap prediction intervals for autoregressions: some alternatives.
1998 Grigoletto, Matteo
Bootstrap prediction intervals for autoregressive models fitted to non-autoregressive processes
2001 Grigoletto, Matteo
Bootstrap prediction regions for multivariate autoregressive processes
2002 Grigoletto, Matteo
Bootstrap prediction regions for multivariate autoregressive processes
2005 Grigoletto, Matteo
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
Dynamic modelling of non-stationary extremes
2003 Gaetan, C.; Grigoletto, Matteo
Forecasting long-memory processes
1999 Bisaglia, Luisa; Grigoletto, Matteo
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
Long-memory models for count time series
2020 Bisaglia, Luisa; Caporin, Massimiliano; Grigoletto, Matteo
Looking for skewness in financial time series
2006 Grigoletto, Matteo; Lisi, Francesco
Looking for skewness in financial time series
2006 Grigoletto, Matteo
Looking for skewness in financial time series
2009 Grigoletto, Matteo; Lisi, Francesco
Looking for skewness in financial time series.
2006 Grigoletto, Matteo; Lisi, Francesco
Metodi per dati troncati: un'applicazione al ritardo nel riportare i casi di AIDS
2000 Grigoletto, Matteo