Lorenzo Trapani

Available identifiers

zbMath Open trapani.lorenzoMaRDI QIDQ284297

List of research outcomes

Publication	Date of Publication	Type
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

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Lorenzo Trapani