Paolo Gorgi

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Person:1746550

Available identifiers

zbMath Open gorgi.paoloMaRDI QIDQ1746550

List of research outcomes





PublicationDate of PublicationType
The analysis and forecasting of tennis matches by using a high dimensional dynamic model2025-01-22Paper
Vector autoregressions with dynamic factor coefficients and conditionally heteroskedastic errors2025-01-16Paper
Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models2025-01-16Paper
On the optimality of score-driven models2024-11-13Paper
A robust Beveridge-Nelson decomposition using a score-driven approach with an application2024-05-07Paper
Maximum likelihood estimation for non-stationary location models with mixture of normal distributions2024-02-13Paper
Beta observation-driven models with exogenous regressors: a joint analysis of realized correlation and leverage effects2023-11-17Paper
Estimation of final standings in football competitions with a premature ending: the case of COVID-192023-07-03Paper
Beta–Negative Binomial Auto-Regressions for Modelling Integer-Valued Time Series with Extreme Observations2022-07-08Paper
Missing observations in observation-driven time series models2021-03-24Paper
Accelerating score-driven time series models2019-10-23Paper
BNB autoregressions for modeling integer-valued time series with extreme observations2019-09-06Paper
DSGE models with observation-driven time-varying volatility2018-10-08Paper
Feasible invertibility conditions and maximum likelihood estimation for observation-driven models2018-04-25Paper
Integer-valued autoregressive models with survival probability driven by a stochastic recurrence equation2018-03-09Paper

Research outcomes over time

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