Matteo Grigoletto

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
Forecasting time series by long-memory models for count data with an application to price jumps AStA. Advances in Statistical Analysis	2025-12-16	Paper
A new time-varying model for forecasting long-memory series Statistical Methods and Applications	2021-11-18	Paper
Bootstrap prediction intervals for autoregressive models fitted to non-autoregressive processes Journal of the Italian Statistical Society	2020-09-29	Paper
A hierarchical model for the analysis of spatial rainfall extremes Journal of Agricultural, Biological and Environmental Statistics	2015-03-05	Paper
Practical implications of higher moments in risk management Statistical Methods and Applications	2012-05-08	Paper
Simulation and Estimation of the Meixner Distribution Communications in Statistics. Simulation and Computation	2009-03-24	Paper
Misspecification Testing for the Conditional Distribution Model in GARCH-Type Processes Econometric Reviews	2009-03-17	Paper
Smoothing sample extremes with dynamic models Extremes	2006-05-24	Paper
Bootstrap prediction regions for multivariate autoregressive processes Statistical Methods and Applications	2006-03-28	Paper
Analysis of Covariance with Incomplete Data Via Semiparametric Model Transformations Biometrics	2005-04-18	Paper
scientific article; zbMATH DE number 1917649 (Why is no real title available?)	2003-07-14	Paper
Prediction intervals for farima processes by bootstrap methods Journal of Statistical Computation and Simulation	2002-11-05	Paper

Research outcomes over time

This page was built for person: Matteo Grigoletto