Stefano Maria Iacus

Available identifiers

zbMath Open iacus.stefano-mariaWikidataQ98660006 ScholiaQ98660006MaRDI QIDQ188403

List of research outcomes

Publication	Date of Publication	Type
clarify	2023-09-21	Software
Anomaly detection of mobile positioning data with applications to COVID-19 situational awareness	2021-12-17	Paper
Semiparametric estimation of a functional of the drift coefficient of a dynamical system with small noise	2020-09-29	Paper
https://portal.mardi4nfdi.de/entity/Q3295379	2020-07-08	Paper
Empirical \(L^2\)-distance test statistics for ergodic diffusions	2019-07-26	Paper
Discrete‐Time Approximation of a Cogarch(p,q) Model and its Estimation	2018-09-28	Paper
Simulation and Inference for Stochastic Processes with YUIMA	2018-07-18	Paper
On penalized estimation for dynamical systems with small noise	2018-05-28	Paper
Implementation of Lévy CARMA model in \texttt{yuima} package	2016-01-29	Paper
Multivariate Matching Methods That Are Monotonic Imbalance Bounding	2015-06-17	Paper
Parameter estimation for the discretely observed fractional Ornstein-Uhlenbeck process and the Yuima R package	2015-02-27	Paper
On a family of test statistics for discretely observed diffusion processes	2014-01-13	Paper
ADAPTIVE LASSO-TYPE ESTIMATION FOR MULTIVARIATE DIFFUSION PROCESSES	2012-08-30	Paper
Estimation for the change point of volatility in a stochastic differential equation	2012-03-22	Paper
Least-squares change-point estimation for the telegraph process observed at discrete times	2011-12-21	Paper
Estimation for the discretely observed telegraph process	2011-04-06	Paper
Parametric estimation for the standard and geometric telegraph process observed at discrete times	2011-02-05	Paper
Divergences test statistics for discretely observed diffusion processes	2010-04-14	Paper
Clustering of discretely observed diffusion processes	2010-04-06	Paper
Adaptive LASSO-type estimation for ergodic diffusion processes	2010-02-05	Paper
Missing data imputation, matching and other applications of random recursive partitioning	2009-06-02	Paper
Parametric estimation for partially hidden diffusion processes sampled at discrete times	2009-05-06	Paper
On Rényi information for ergodic diffusion processes	2009-03-24	Paper
Least Squares Volatility Change Point Estimation for Partially Observed Diffusion Processes	2008-09-24	Paper
IFSM Representation of Brownian Motion with Applications to Simulation	2008-01-04	Paper
Simulation and inference for stochastic differential equations. With R examples.	2008-01-03	Paper
Approximating distribution functions by iterated function systems	2006-08-28	Paper
Efficient Estimation of Dynamical Systems	2006-01-27	Paper
A comparative simulation study on the IFS distribution function estimator	2005-11-14	Paper
https://portal.mardi4nfdi.de/entity/Q4668286	2005-04-18	Paper
https://portal.mardi4nfdi.de/entity/Q4654810	2005-03-10	Paper
Estimating unobservable signal by Markovian noise induction: when noise helps in statistics!	2005-03-03	Paper
Approximating distribution functions by iterated function systems	2005-01-01	Paper
Average treatment effect estimation via random recursive partitioning	2004-11-09	Paper
Semiparametric hypotheses testing for dynamical systems with small noise	2003-02-10	Paper
Statistical analysis of the inhomogeneous telegrapher's process	2002-12-05	Paper
Statistical analysis of stochastic resonance with ergodic diffusion noise	2002-01-01	Paper
Semiparametric estimation of the state of a dynamical system with small noise	2001-07-12	Paper
Semiparametric estimation of a functional of the drift coefficient for a non-homogeneous dynamical system with small noise	2001-05-20	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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