Davide La Vecchia

Available identifiers

zbMath Open la-vecchia.davideMaRDI QIDQ503557

List of research outcomes

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

Research outcomes over time

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