Davide La Vecchia

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
Stable Asymptotics for M‐estimators International Statistical Review	2023-11-10	Paper
Saddlepoint Approximations for Spatial Panel Data Models Journal of the American Statistical Association	2023-07-04	Paper
A higher-order correct fast moving-average bootstrap for dependent data Journal of Econometrics	2023-06-09	Paper
Center-Outward R-Estimation for Semiparametric VARMA Models Journal of the American Statistical Association	2023-03-27	Paper
On some connections between Esscher's tilting, saddlepoint approximations, and optimal transportation: a statistical perspective Statistical Science	2023-02-16	Paper
Rank-based testing for semiparametric VAR models: a measure transportation approach Bernoulli	2022-12-19	Paper
Robust sieve M-estimation with an application to dimensionality reduction Electronic Journal of Statistics	2022-08-04	Paper
A simple R-estimation method for semiparametric duration models Journal of Econometrics	2021-02-09	Paper
Estimation of a nonparametric model for bond prices from cross-section and time series information Journal of Econometrics	2021-02-04	Paper
Estimation of a nonparametric model for bond prices from cross-section and time series information Journal of Econometrics	2021-02-01	Paper
Rank-Based Testing for Semiparametric VAR Models: a measure transportation approach	2020-11-11	Paper
Semiparametric segment M-estimation for locally stationary diffusions Biometrika	2020-01-30	Paper
Saddlepoint approximations for short and long memory time series: a frequency domain approach Journal of Econometrics	2019-12-19	Paper
Robust heart rate variability analysis by generalized entropy minimization Computational Statistics and Data Analysis	2018-11-23	Paper
R-estimation in semiparametric dynamic location-scale models Journal of Econometrics	2017-01-13	Paper
Infinitesimal robustness for diffusions Journal of the American Statistical Association	2015-06-15	Paper
Higher-order infinitesimal robustness Journal of the American Statistical Association	2013-01-31	Paper
On robust estimation via pseudo-additive information Biometrika	2012-03-29	Paper

Research outcomes over time

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