Stefano Maria Iacus

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Person:188403

Available identifiers

zbMath Open iacus.stefano-mariaDBLP03/2208WikidataQ98660006 ScholiaQ98660006MaRDI QIDQ188403

List of research outcomes





PublicationDate of PublicationType
clarify2023-09-21Software
Sub-National COVID-19 Incidence and Determinants Dataset2022-09-19Dataset
Anomaly detection of mobile positioning data with applications to COVID-19 situational awareness2021-12-17Paper
Semiparametric estimation of a functional of the drift coefficient of a dynamical system with small noise2020-09-29Paper
https://portal.mardi4nfdi.de/entity/Q32953792020-07-08Paper
Empirical \(L^2\)-distance test statistics for ergodic diffusions2019-07-26Paper
Discrete‐Time Approximation of a Cogarch(p,q) Model and its Estimation2018-09-28Paper
Simulation and Inference for Stochastic Processes with YUIMA2018-07-18Paper
On penalized estimation for dynamical systems with small noise2018-05-28Paper
Implementation of Lévy CARMA model in \texttt{yuima} package2016-01-29Paper
Multivariate Matching Methods That Are Monotonic Imbalance Bounding2015-06-17Paper
Parameter estimation for the discretely observed fractional Ornstein-Uhlenbeck process and the Yuima R package2015-02-27Paper
On a family of test statistics for discretely observed diffusion processes2014-01-13Paper
ADAPTIVE LASSO-TYPE ESTIMATION FOR MULTIVARIATE DIFFUSION PROCESSES2012-08-30Paper
Estimation for the change point of volatility in a stochastic differential equation2012-03-22Paper
Least-squares change-point estimation for the telegraph process observed at discrete times2011-12-21Paper
Estimation for the discretely observed telegraph process2011-04-06Paper
Parametric estimation for the standard and geometric telegraph process observed at discrete times2011-02-05Paper
Divergences test statistics for discretely observed diffusion processes2010-04-14Paper
Clustering of discretely observed diffusion processes2010-04-06Paper
Adaptive LASSO-type estimation for ergodic diffusion processes2010-02-05Paper
Missing data imputation, matching and other applications of random recursive partitioning2009-06-02Paper
Parametric estimation for partially hidden diffusion processes sampled at discrete times2009-05-06Paper
On Rényi information for ergodic diffusion processes2009-03-24Paper
Least Squares Volatility Change Point Estimation for Partially Observed Diffusion Processes2008-09-24Paper
IFSM Representation of Brownian Motion with Applications to Simulation2008-01-04Paper
Simulation and inference for stochastic differential equations. With R examples.2008-01-03Paper
Approximating distribution functions by iterated function systems2006-08-28Paper
Efficient Estimation of Dynamical Systems2006-01-27Paper
A comparative simulation study on the IFS distribution function estimator2005-11-14Paper
https://portal.mardi4nfdi.de/entity/Q46682862005-04-18Paper
https://portal.mardi4nfdi.de/entity/Q46548102005-03-10Paper
Estimating unobservable signal by Markovian noise induction: when noise helps in statistics!2005-03-03Paper
Approximating distribution functions by iterated function systems2005-01-01Paper
Average treatment effect estimation via random recursive partitioning2004-11-09Paper
Semiparametric hypotheses testing for dynamical systems with small noise2003-02-10Paper
Statistical analysis of the inhomogeneous telegrapher's process2002-12-05Paper
Statistical analysis of stochastic resonance with ergodic diffusion noise2002-01-01Paper
Semiparametric estimation of the state of a dynamical system with small noise2001-07-12Paper
Semiparametric estimation of a functional of the drift coefficient for a non-homogeneous dynamical system with small noise2001-05-20Paper

Research outcomes over time

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