Associazione ESSPER
periodici italiani di economia, scienze sociali e storia
periodici italiani di economia, scienze sociali e storia
Articoli pubblicati da: Negri, Ilia
Risultato della ricerca: (4 titoli )
Risultato della ricerca: (4 titoli )
| Backtesting VaR and expectiles with realized scores |
Journal of the Italian statistical society - 2019
| Backtesting VaR and expectiles with realized scores |
Statistical methods & applications : Journal of the Italian Statistical Society - 2019
| Estimating unobservable signal by Markovian noise induction. When noise helps in statistics! |
Statistical methods & applications : Journal of the Italian Statistical Society - 2003
| Z-process method for change point problems with applications to discretely observed diffusion processes |
Statistical methods & applications : Journal of the Italian Statistical Society - 2017