Alessio Sancetta

Available identifiers

zbMath Open sancetta.alessioMaRDI QIDQ265301

List of research outcomes

Publication	Date of Publication	Type
ESTIMATION OF A HIGH-DIMENSIONAL COUNTING PROCESS WITHOUT PENALTY FOR HIGH-FREQUENCY EVENTS	2023-10-24	Paper
Testing subspace restrictions in the presence of high dimensional nuisance parameters	2022-10-18	Paper
Estimation in Reproducing Kernel Hilbert Spaces With Dependent Data	2021-07-22	Paper
Consistency Results for Stationary Autoregressive Processes With Constrained Coefficients	2019-01-18	Paper
Molten lava meets market languor	2019-01-14	Paper
ESTIMATION FOR THE PREDICTION OF POINT PROCESSES WITH MANY COVARIATES	2018-05-24	Paper
A Recursive Algorithm for Mixture of Densities Estimation	2017-06-08	Paper
Consistent estimation of a general nonparametric regression function in time series	2016-07-18	Paper
Online forecast combinations of distributions: worst case bounds	2016-05-27	Paper
Greedy algorithms for prediction	2016-04-01	Paper
An Open Problem on Strongly Consistent Learning of the Best Prediction for Gaussian Processes	2016-02-25	Paper
Universality of Bayesian predictions	2016-02-05	Paper
Rejoinder: ``Universality of Bayesian predictions	2016-02-05	Paper
A NONPARAMETRIC ESTIMATOR FOR THE COVARIANCE FUNCTION OF FUNCTIONAL DATA	2016-01-22	Paper
Bootstrap model selection for possibly dependent and heterogeneous data	2016-01-15	Paper
Semiparametric estimation of a class of generalized linear models without smoothing	2014-07-24	Paper
Conditional estimation for dependent functional data	2014-01-13	Paper
Forecasting and Prequential Validation for Time Varying Meta-Elliptical Distributions	2013-06-14	Paper
Weak conditions for shrinking multivariate nonparametric density estimators	2013-03-12	Paper
Strong law of large numbers for pairwise positive quadrant dependent random variables	2011-02-15	Paper
RECURSIVE FORECAST COMBINATION FOR DEPENDENT HETEROGENEOUS DATA	2010-04-23	Paper
Nearest neighbor conditional estimation for Harris recurrent Markov chains	2009-11-13	Paper
https://portal.mardi4nfdi.de/entity/Q3633251	2009-06-18	Paper
Sample covariance shrinkage for high dimensional dependent data	2008-04-16	Paper
Changing Correlation and Equity Portfolio Diversification Failure for Linear Factor Models during Market Declines*	2007-10-11	Paper
Weak convergence of laws on \(\mathbb R^{K}\) with common marginals	2007-08-20	Paper
Nonparametric estimation of distributions with given marginals via Bernstein-Kantorovich polynomials: \(L_{1}\) and pointwise convergence theory	2007-07-19	Paper
Distance between nonidentically weakly dependent random vectors and Gaussian random vectors under the bounded Lipschitz metric	2006-04-28	Paper
Dynamic programming and mean‐variance hedging in discrete time	2005-05-03	Paper

Research outcomes over time

Doctoral students

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