Emanuele Taufer

Available identifiers

zbMath Open taufer.emanueleMaRDI QIDQ337692

List of research outcomes

Publication	Date of Publication	Type
A 2-stage elastic net algorithm for estimation of sparse networks with heavy-tailed data	2023-09-19	Paper
Semi-parametric estimation of the autoregressive parameter in non-Gaussian Ornstein–Uhlenbeck processes	2022-07-01	Paper
Graphical representations and associated goodness-of-fit tests for Pareto and log-normal distributions based on inequality curves	2022-01-25	Paper
On multivariate skewness and kurtosis	2021-09-01	Paper
Left ideals of matrix rings and error-correcting codes	2021-08-03	Paper
Asymptotic theory for statistics based on cumulant vectors with applications	2021-07-16	Paper
https://portal.mardi4nfdi.de/entity/Q4686965	2018-10-10	Paper
Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models	2018-08-14	Paper
Semi-parametric regression estimation of the tail index	2018-02-20	Paper
Model-based variance estimation in two-dimensional systematic sampling	2018-01-12	Paper
Left ideals in matrix rings over finite fields	2017-11-25	Paper
On a goodness of fit test for the Cauchy distribution	2016-11-18	Paper
Model-based variance estimation in non-measurable spatial designs	2016-11-10	Paper
Asymptotic properties of the partition function and applications in tail index inference of heavy-tailed data	2016-01-04	Paper
On the empirical process of strongly dependent stable random variables: asymptotic properties, simulation and applications	2015-12-22	Paper
Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function	2015-09-10	Paper
Inference procedures for stable-Paretian stochastic volatility models	2013-01-24	Paper
Optimal predictive densities and fractional moments	2011-02-22	Paper
Simulation of multifractal products of Ornstein–Uhlenbeck type processes	2010-05-06	Paper
Simulation of Lévy-driven Ornstein-Uhlenbeck processes with given marginal distribution	2010-03-30	Paper
Wilcoxon-Signed Rank Test for Long Memory Sequences	2009-11-16	Paper
Characteristic function estimation of non-Gaussian Ornstein-Uhlenbeck processes	2009-07-22	Paper
Modelling stylized features in default rates	2007-12-16	Paper
Use of mean residual life in testing departures from exponentiality	2007-02-14	Paper
Weak convergence of functionals of stationary long memory processes to Rosenblatt-type distributions	2006-05-29	Paper
Convergence of integrated superpositions of Ornstein-Uhlenbeck processes to fractional Brownian motion	2006-01-31	Paper
https://portal.mardi4nfdi.de/entity/Q5699218	2005-10-20	Paper
Testing exponentiality by comparing the empirical distribution function of the normalized spacings with that of the original data	2004-06-22	Paper
ON ENTROPY BASED TESTS FOR EXPONENTIALITY	2003-08-05	Paper
Product-limit estimator for long- and short-range dependent sequences under gamma type subordination	2002-11-21	Paper
Asymptotic properties of LSE in multivariate continuous regression with long memory stationary errors	2002-07-28	Paper
Minimax posterior regret actions for exponential families of distributions and weighted squared error loss	2000-11-27	Paper
Varentropy Estimation via Nearest Neighbor Graphs	N/A	Paper

Research outcomes over time

This page was built for person: Emanuele Taufer