Ilia Negri

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Change point detection based on method of moment estimators	2020-10-07	Paper
Backtesting VaR and expectiles with realized scores	2019-09-11	Paper
Moment convergence of $Z$-estimators	2017-12-22	Paper
$Z$-process method for change point problems with applications to discretely observed diffusion processes	2017-09-19	Paper
Goodness of fit test for small diffusions by discrete time observations	2016-02-01	Paper
Goodness of fit test for ergodic diffusion processes	2016-01-15	Paper
Higher Moments and Prediction‐Based Estimation for the COGARCH(1,1) Model	2016-01-08	Paper
On Gaussian Compound Poisson Type Limiting Likelihood Ratio Process	2014-11-19	Paper
On goodness-of-fit testing for ergodic diffusion process with shift parameter	2014-05-23	Paper
Asymptotically distribution free test for parameter change in a diffusion process model	2012-12-27	Paper
Moment convergence of $Z$-estimators and $Z$-process method for change point problems	2012-06-29	Paper
On compound Poisson processes arising in change-point type statistical models as limiting likelihood ratios	2011-11-07	Paper
On optimality of the empirical distribution function for the estimation of the invariant distribution function of a diffusion process	2011-08-17	Paper
Goodness-of-fit test for ergodic diffusions by discrete-time observations: an innovation martingale approach	2011-07-22	Paper
Goodness of fit test for ergodic diffusions by tick time sample scheme	2011-02-15	Paper
Efficiency of a Class of Unbiased Estimators for the Invariant Distribution Function of a Diffusion Process	2010-03-18	Paper
Estimating unobservable signal by Markovian noise induction: when noise helps in statistics!	2005-03-03	Paper
On L₂ Efficiency of an Empiric Distribution for Ergodic Diffusion Processes	2002-04-25	Paper
On efficient estimation of invariant density for ergodic diffusion processes	2001-11-19	Paper
Stationary distribution function estimation for ergodic diffusion process	1999-07-04	Paper
Stationary distribution function estimation for ergodic diffusion process	1999-04-22	Paper

Research outcomes over time

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