Luca Trapin

MaRDI QIDQ128103zbMATH OpenORCIDWikidataFDO

Occupation statistician

Employer University of Bologna (2019–present)

Educated at IMT School for Advanced Studies Lucca

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!

Publication	Date of Publication	Type
A dynamic model for extreme hourly precipitation Environmetrics	2026-08-28	Paper
Mixed-frequency extreme value regression: estimating the effect of mesoscale convective systems on extreme rainfall intensity The Annals of Applied Statistics	2023-06-05	Paper
Modeling panels of extremes The Annals of Applied Statistics	2023-02-24	Paper
Estimating large losses in insurance analytics and operational risk using the g-and-h distribution Quantitative Finance	2021-12-01	Paper
Testing a parameter restriction on the boundary for the g-and-h distribution: a simulated approach Computational Statistics	2021-11-23	Paper
A characteristic function-based approach to approximate maximum likelihood estimation Communications in Statistics: Theory and Methods	2021-10-28	Paper
Managing liquidity with portfolio staleness Decisions in Economics and Finance	2021-08-10	Paper
tukeyGH	2021-04-10	Software
A simple approach to the estimation of Tukey's gh distribution Journal of Statistical Computation and Simulation	2020-04-01	Paper
Ground-level ozone: evidence of increasing serial dependence in the extremes The Annals of Applied Statistics	2019-05-22	Paper
US stock returns: are there seasons of excesses? Quantitative Finance	2018-11-14	Paper
An extreme value analysis of the last century crises across industries in the U.S. economy Journal of Economic Dynamics and Control	2018-08-09	Paper

Research outcomes over time

This page was built for person: Luca Trapin