Matteo Farnè

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
Forecasting dynamic factor scores by UNALSE spectral density matrix estimator	2025-12-11	Paper
The impact of climatic factors on respiratory pharmaceutical demand: a comparison of forecasting models for Greece Environmetrics	2025-11-06	Paper
Liszt's Ètude S.136 no.1: audio data analysis of two different piano recordings Advances in Data Analysis and Classification. ADAC	2024-12-16	Paper
ROBOUT: a conditional outlier detection methodology for high-dimensional data Statistical Papers	2024-07-25	Paper
High-dimensional regression coefficient estimation by nuclear norm plus l₁ norm penalization Stat	2024-06-03	Paper
An Algebraic Estimator for Large Spectral Density Matrices Journal of the American Statistical Association	2024-03-19	Paper
Large factor model estimation by nuclear norm plus _1 norm penalization Journal of Multivariate Analysis	2024-01-04	Paper
Banks' business models in the euro area: a cluster analysis in high dimensions Annals of Operations Research	2021-11-09	Paper
A large covariance matrix estimator under intermediate spikiness regimes Journal of Multivariate Analysis	2020-02-05	Paper
An Algorithm to Simulate VMA Processes Having a Spectrum with Fixed Condition Number Communications in Statistics. Simulation and Computation	2016-08-25	Paper
Different estimators of the spectral matrix: an empirical comparison <i>testing a new shrinkage estimator</i> Communications in Statistics. Theory and Methods	2016-05-25	Paper

Research outcomes over time

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