Scorri Autori Unibg
On Gaussian Compound Poisson Type Limiting Likelihood Ratio Process
2010-01-01 Dachian, Serguei; Negri, Ilia
Review on goodness of fit tests for ergodic diffusion processes by different sampling schemes
2010-01-01 Nishiyama, Yoichi; Negri, Ilia
Asymptotically distribution free test for parameter change in a diffusion process model
2011-01-01 Negri, Ilia; Nishiyama, Yoichi
Goodness-of-fit test for ergodic diffusions by discrete-time observations: an innovation martingale approach
2011-01-01 Masuda, Hiroki; Negri, Ilia; Nishiyama, Yoichi
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 small diffusions by discrete time observations
2011-01-01 Negri, Ilia; Nishiyama, Yoichi
On goodness-of-fit testing for ergodic diffusion process with shift parameter
2012-01-01 Negri, Ilia; Zhou, Li
Asymptotically distribution free test for parameter change in a diffusion process model
2012-01-01 Negri, Ilia; Nishiyama, Yoichi
Higher moments for the Cogarch(1,1) model
2013-01-01 Bibbona, Enrico; Negri, Ilia
On Gaussian Compound Poisson Type Limiting Likelihood Ratio Process
2013-01-01 Dachian, Serguei; Negri, Ilia
Moment convergence of Z-estimators
2014-01-01 Negri, Ilia; Nishiyama, Yoichi
Z-Process method for change point problems
2014-01-01 Negri, Ilia; Nishiyama, Yoichi
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
Cogarch models: A statistical application
2017-01-01 Negri, Ilia; Bibbona, Enrico
Z-process method for change point problems with applications to discretely observed diffusion processes
2017-01-01 Negri, Ilia; Nishiyama, Yoichi
Spatio-temporal Mismatch for Aerosol Profiles
2017-01-01 Negri, Ilia; Fasso', Alessandro; Mona, L.; Papagiannopoulos, N.; Madonna, F.; Finazzi, Francesco
Moment convergence of Z-estimators
2017-01-01 Negri, Ilia; Nishiyama, Yoichi
COGARCH models: some applications in finance
2017-01-01 Negri, Ilia
Data di pubblicazione | Titolo | Autore/i | Tipologia | Documento allegato |
---|---|---|---|---|
1-gen-2010 | On Gaussian Compound Poisson Type Limiting Likelihood Ratio Process | Dachian, Serguei; Negri, Ilia | 1.4 Contributi in atti di convegno - Contributions in conference proceedings::1.4.01 Contributi in atti di convegno - Conference presentations | |
1-gen-2010 | Review on goodness of fit tests for ergodic diffusion processes by different sampling schemes | Nishiyama, Yoichi; Negri, Ilia | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
1-gen-2011 | Asymptotically distribution free test for parameter change in a diffusion process model | Negri, Ilia; Nishiyama, Yoichi | Working paper del Dipartimento di Ingegneria gestionale, dell'informazione e della produzione::WPs - Dep. of Information Technology and Mathematical Methods (2004-2012) | |
1-gen-2011 | Goodness-of-fit test for ergodic diffusions by discrete-time observations: an innovation martingale approach | Masuda, Hiroki; Negri, Ilia; Nishiyama, Yoichi | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
1-gen-2011 | On compound Poisson processes arising in change-point type statistical models as limiting likelihood ratios | Dachian, Serguei; Negri, Ilia | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
1-gen-2011 | Goodness of fit test for small diffusions by discrete time observations | Negri, Ilia; Nishiyama, Yoichi | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
1-gen-2012 | On goodness-of-fit testing for ergodic diffusion process with shift parameter | Negri, Ilia; Zhou, Li | Working paper del Dipartimento di Ingegneria gestionale, dell'informazione e della produzione::WPs - Dep. of Information Technology and Mathematical Methods (2004-2012) | |
1-gen-2012 | Asymptotically distribution free test for parameter change in a diffusion process model | Negri, Ilia; Nishiyama, Yoichi | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
1-gen-2013 | Higher moments for the Cogarch(1,1) model | Bibbona, Enrico; Negri, Ilia | Working paper del Dipartimento di Ingegneria gestionale, dell'informazione e della produzione::WPs ENG - Mathematics and Statistics Series (2013- ) | |
1-gen-2013 | On Gaussian Compound Poisson Type Limiting Likelihood Ratio Process | Dachian, Serguei; Negri, Ilia | 1.2 Contributi in volume - Book chapters::1.2.01 Contributi in volume (Capitoli o Saggi) - Book Chapters/Essays | |
1-gen-2014 | Moment convergence of Z-estimators | Negri, Ilia; Nishiyama, Yoichi | Working paper del Dipartimento di Ingegneria gestionale, dell'informazione e della produzione::WPs ENG - Mathematics and Statistics Series (2013- ) | |
1-gen-2014 | Z-Process method for change point problems | Negri, Ilia; Nishiyama, Yoichi | Working paper del Dipartimento di Ingegneria gestionale, dell'informazione e della produzione::WPs ENG - Mathematics and Statistics Series (2013- ) | |
1-gen-2014 | On goodness-of-fit testing for ergodic diffusion process with shift parameter | Negri, Ilia; Zhou, Li | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
1-gen-2015 | Higher Moments and Prediction-Based Estimation for the COGARCH(1,1) Model | Bibbona, Enrico; Negri, Ilia | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
1-gen-2016 | Analisi statistica dei dati per l'ingegneria: strumenti e applicazioni in R | Arboretti, Rosa; Negri, Ilia; Petrucci, Alessandra; Salmaso, Luigi | 1.6 Curatele - Editorships::1.6.01 Curatele - Edited books | |
1-gen-2017 | Cogarch models: A statistical application | Negri, Ilia; Bibbona, Enrico | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
1-gen-2017 | Z-process method for change point problems with applications to discretely observed diffusion processes | Negri, Ilia; Nishiyama, Yoichi | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
1-gen-2017 | Spatio-temporal Mismatch for Aerosol Profiles | Negri, Ilia; Fasso', Alessandro; Mona, L.; Papagiannopoulos, N.; Madonna, F.; Finazzi, Francesco | 1.4 Contributi in atti di convegno - Contributions in conference proceedings::1.4.02 Abstract in atti di convegno - Conference abstracts | |
1-gen-2017 | Moment convergence of Z-estimators | Negri, Ilia; Nishiyama, Yoichi | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
1-gen-2017 | COGARCH models: some applications in finance | Negri, Ilia | 1.4 Contributi in atti di convegno - Contributions in conference proceedings::1.4.02 Abstract in atti di convegno - Conference abstracts |
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