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Mostrati risultati da 21 a 40 di 81
Titolo Anno di pubblicazione Autori Unitn File
Testing exponentiality by comparing the empirical distribution function of the normalized spacings with that of the original data 1-gen-2003 Taufer, Emanuele +
On the rate of convergence to the Normal law of LSE in regression with long range dependence 1-gen-2003 Taufer, Emanuele +
Estimation of marginal parameters of SUP-OU processes with long range dependence 1-gen-2005 Taufer, Emanuele
Convergence of integrated superpositions of Ornstein Uhlenbeck processes to fractional Brownian motion 1-gen-2005 Taufer, Emanuele +
Convergence of integrated superpositions of Ornstein Uhlenbeck processes to fractional Brownian motion 1-gen-2005 Taufer, Emanuele +
Optimal predictive densities and fractional moments 1-gen-2006 Taufer, Emanuele +
Weak convergence of functionals of stationary processes to Rosenblatt-type distributions 1-gen-2006 Taufer, Emanuele +
Use of mean residual life in testing departures from exponentiality 1-gen-2006 Taufer, Emanuele +
Modelling stylized features of default rates 1-gen-2007 Taufer, Emanuele
Characteristic function estimation of non-Gaussian Ornstein-Uhlenbeck processes 1-gen-2008 Taufer, Emanuele +
On Bayesian robustness based on posterior regret 1-gen-2008 Taufer, Emanuele +
Characteristic Function Estimation of Non-Gaussian Ornstein-Uhlenbeck Processes 1-gen-2008 Taufer, Emanuele
Characteristic function estimation of stochastic volatility models 1-gen-2008 Taufer, EmanueleBee, Marco
Optimal predictive density and fractional moments 1-gen-2009 Taufer, EmanueleTagliani, Aldo +
Inference procedures for stable-paretian stochastic volatility models 1-gen-2009 Taufer, Emanuele +
Characteristic Function Estimation of Ornstein-Uhlenbeck-Based Stochastic Volatility Models 1-gen-2009 Taufer, EmanueleBee, Marco +
Wilcoxon-signed rank test for long-memory sequences 1-gen-2009 Taufer, Emanuele
Simulation of Levy-driven Ornstein-Uhlenbeck processes with given marginal distribution 1-gen-2009 Taufer, Emanuele +
Characteristic function estimation of non-Gaussian Ornstein-Uhlenbeck processes 1-gen-2009 Taufer, Emanuele +
Simulation of multifractal products ofOrnstein–Uhlenbeck type processes 1-gen-2010 Taufer, Emanuele +
Mostrati risultati da 21 a 40 di 81
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