Alfonso Russo

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Bayesian multivariate semi-Markov-switching MIxed DAta Sampling (MIDAS) regression with unknown configuration of hidden regimes2025-10-27Paper
Mid-quantile regression for discrete panel data
Journal of Statistical Computation and Simulation
2025-06-26Paper
A copula formulation for multivariate latent Markov models
Test
2025-02-11Paper
Covariate-modulated rectangular latent Markov models with an unknown number of regime profiles
Statistical Modelling
2025-01-22Paper


Research outcomes over time


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