Lorenzo Trapani

Available identifiers

zbMath Open trapani.lorenzoMaRDI QIDQ284297

List of research outcomes

Publication	Date of Publication	Type
Online change-point detection for matrix-valued time series with latent two-way factor structure	2024-10-18	Paper
Testing for Common Trends in Nonstationary Large Datasets	2024-10-17	Paper
Inference in Heavy-Tailed Nonstationary Multivariate Time Series	2024-03-19	Paper
Changepoint Detection in Heteroscedastic Random Coefficient Autoregressive Models	2024-03-06	Paper
\(L_p\)-functionals for change point detection in random coefficient autoregressive models	2023-09-04	Paper
One-way or two-way factor model for matrix sequences?	2023-06-29	Paper
Asymptotics for Panel Models with Common Shocks	2022-05-31	Paper
Testing for strict stationarity in a random coefficient autoregressive model	2022-03-04	Paper
A test for strict stationarity in a random coefficient autoregressive model of order 1	2021-11-12	Paper
Inferential theory for heterogeneity and cointegration in large panels	2021-02-04	Paper
Sequential testing for structural stability in approximate factor models	2020-06-09	Paper
Detecting Common Longevity Trends by a Multiple Population Approach	2019-05-15	Paper
Testing for randomness in a random coefficient autoregression model	2019-04-30	Paper
COMMON STOCHASTIC TRENDS AND AGGREGATION IN HETEROGENEOUS PANELS	2018-12-21	Paper
A Randomized Sequential Procedure to Determine the Number of Factors	2018-12-04	Paper
Testing for instability in covariance structures	2017-09-21	Paper
On bootstrapping panel factor series	2017-05-12	Paper
Micro versus macro cointegration in heterogeneous panels	2016-07-25	Paper
Multiple mortality modeling in Poisson Lee–Carter framework	2016-05-25	Paper
Statistical inference in a random coefficient panel model	2016-05-18	Paper
Testing for (in)finite moments	2016-03-01	Paper
Testing for (in)finite moments	2015-12-18	Paper
Testing for no factor structures: on the use of Hausman-type statistics	2015-10-05	Paper
Comments on: ``Extensions of some classical methods in change point analysis	2015-01-29	Paper
Inference on factor structures in heterogeneous panels	2014-11-24	Paper
Chover-type laws of the \(k\)-iterated logarithm for weighted sums of strongly mixing sequences	2014-08-26	Paper
First-differenced inference for panel factor series	2013-07-26	Paper
On the asymptotic \(t\)-test for large nonstationary panel models	2012-12-30	Paper

Research outcomes over time

This page was built for person: Lorenzo Trapani