Adrian Pizzinga

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
Constrained Kalman filtering: additional results International Statistical Review	2024-07-19	Paper
An Extensive Comparison of Some Well‐Established Value at Risk Methods International Statistical Review	2023-12-13	Paper
Diffuse Kalman filtering with linear constraints on the state parameters Communications in Statistics: Theory and Methods	2023-11-17	Paper
Independent events and their complements. Part II International Journal of Mathematical Education in Science and Technology	2022-12-12	Paper
scientific article; zbMATH DE number 7612734 (Why is no real title available?)	2022-11-04	Paper
Independent events and their complements International Journal of Mathematical Education in Science and Technology	2022-04-25	Paper
Extensions to the invariance property of maximum likelihood estimation for affine-transformed state-space models Journal of Time Series Analysis	2021-06-30	Paper
Modeling and predicting IBNR reserve: extended chain ladder and heteroscedastic regression analysis Journal of Applied Statistics	2020-12-03	Paper
A pairs trading strategy based on linear state space models and the Kalman filter Quantitative Finance	2018-11-13	Paper
Restricted Kalman filtering revisited Journal of Econometrics	2016-06-13	Paper
scientific article; zbMATH DE number 6415704 (Why is no real title available?)	2015-03-16	Paper
Restricted Kalman filter applied to dynamic style analysis of actuarial funds Applied Stochastic Models in Business and Industry	2014-05-06	Paper
Diffuse Restricted Kalman Filtering Communications in Statistics. Theory and Methods	2013-11-29	Paper
Restricted Kalman filtering. Theory, methods, and application SpringerBriefs in Statistics	2012-07-10	Paper
scientific article; zbMATH DE number 5994867 (Why is no real title available?)	2012-01-05	Paper
scientific article; zbMATH DE number 5843399 (Why is no real title available?)	2011-02-01	Paper
The log-periodic-AR(1)-GARCH(1,1) model for financial crashes The European Physical Journal B. Condensed Matter and Complex Systems	2010-06-25	Paper
Further investigation into restricted Kalman filtering Statistics & Probability Letters	2009-03-04	Paper
Semi-strong dynamic style analysis with time-varying selectivity measurement: Applications to Brazilian exchange-rate funds Applied Stochastic Models in Business and Industry	2009-02-28	Paper

Research outcomes over time

This page was built for person: Adrian Pizzinga