Sfoglia per Autore
Simulation of multifractal products ofOrnstein–Uhlenbeck type processes
2010-01-01 V. V., Anh; N. N., Leonenko; N. R., Shieh; Taufer, Emanuele
Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models
2011-01-01 Taufer, Emanuele; N., Leonenko; Bee, Marco
Regression Estimation of the Index of Regular Variation
2012-01-01 Jia, Mofei; Taufer, Emanuele
Inference procedures for stable-Paretian stochastic volatility models
2012-01-01 S., Meintanis; Taufer, Emanuele
Mixture density estimation in aggregated random fields
2012-01-01 N., Leonenko; Taufer, Emanuele
Asymptotic Properties of the Empirical Structure Function of Heavy-tailed Data and Tail Index Estimation
2013-01-01 Jia, Mofei; D., Grahovac; N., Leonenko; Taufer, Emanuele
Characterizations and goodness-of-fit tests for multivariate normal and Cauchy distributions
2013-01-01 Taufer, Emanuele; S., Meintanis
On the tail index inference based on the scaling functions method
2013-01-01 D., Grahovac; Jia, Mofei; N. N., Leonenko; Taufer, Emanuele
Multifractal models via products of geometric OU-processes: review and applications
2013-01-01 N. N., Leonenko; S., Petherick; Taufer, Emanuele
Disaggregation of spatial autoregressive processes
2013-01-01 N., Leonenko; Taufer, Emanuele
Goodness-of-fit test for multivariate stable distributions based on the ECF
2014-01-01 S., Meintanis; J., Ngatchou Wandji; Taufer, Emanuele
Modelli econometrici per l’analisi della β-convergenza a livello micro-territoriale
2015-01-01 Dickson, Maria Michela; Espa, Giuseppe; Giuliani, Diego; Taufer, Emanuele
L’interpolazione areale: una soluzione al problema del confronto fra dati riferiti a sistemi spaziali differenti
2015-01-01 Dickson, Maria Michela; Espa, Giuseppe; Giuliani, Diego; Taufer, Emanuele
Asymptotic properties of the partition function and applications in tail index inference of heavy-tailed data
2015-01-01 D., Grahovac; Jia, Mofei; N., Leonenko; Taufer, Emanuele
Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function
2015-01-01 Meintanis, Simos G.; Ngatchou Wandji, Joseph; Taufer, Emanuele
On the empirical process of strongly dependent stable random variables: asymptotic properties, simulation and applications
2015-01-01 Taufer, Emanuele
Spatial models for the analysis of β-convergence at micro-territorial level
2016-01-01 Taufer, Emanuele; Giuliani, Diego; Espa, Giuseppe; Dickson, Maria Michela
Estimation of marginal parameters of SUP-OU processes with long range dependence
2016-01-01 Taufer, Emanuele
La sopravvivenza immediata delle start-up italiane del settore manifatturiero sanitario: un'analisi multilevel
2016-01-01 Bee, Marco; Dickson, Maria Michela; Giuliani, Diego; Piacentino, Davide; Santi, Flavio; Taufer, Emanuele
Comments: A review of testing procedures based on the empirical characteristic function
2016-01-01 Taufer, Emanuele
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