Matteo Farnè

Available identifiers

zbMath Open farne.matteoMaRDI QIDQ2241571

List of research outcomes

Publication	Date of Publication	Type
Liszt's Ètude S.136 no.1: audio data analysis of two different piano recordings	2024-12-16	Paper
ROBOUT: a conditional outlier detection methodology for high-dimensional data	2024-07-25	Paper
High-dimensional regression coefficient estimation by nuclear norm plus \(l_1\) norm penalization	2024-06-03	Paper
An Algebraic Estimator for Large Spectral Density Matrices	2024-03-19	Paper
Large factor model estimation by nuclear norm plus \(\ell_1\) norm penalization	2024-01-04	Paper
Banks' business models in the euro area: a cluster analysis in high dimensions	2021-11-09	Paper
A large covariance matrix estimator under intermediate spikiness regimes	2020-02-05	Paper
An Algorithm to Simulate VMA Processes Having a Spectrum with Fixed Condition Number	2016-08-25	Paper
Different estimators of the spectral matrix: an empirical comparison testing a new shrinkage estimator	2016-05-25	Paper

Research outcomes over time

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