Davide La Vecchia

From MaRDI portal
Person:503557

Available identifiers

zbMath Open la-vecchia.davideMaRDI QIDQ503557

List of research outcomes





PublicationDate of PublicationType
Stable Asymptotics for M‐estimators2023-11-10Paper
Saddlepoint Approximations for Spatial Panel Data Models2023-07-04Paper
A higher-order correct fast moving-average bootstrap for dependent data2023-06-09Paper
Center-Outward R-Estimation for Semiparametric VARMA Models2023-03-27Paper
On some connections between Esscher's tilting, saddlepoint approximations, and optimal transportation: a statistical perspective2023-02-16Paper
Rank-based testing for semiparametric VAR models: a measure transportation approach2022-12-19Paper
Robust sieve M-estimation with an application to dimensionality reduction2022-08-04Paper
A simple R-estimation method for semiparametric duration models2021-02-09Paper
Estimation of a nonparametric model for bond prices from cross-section and time series information2021-02-04Paper
Estimation of a nonparametric model for bond prices from cross-section and time series information2021-02-01Paper
Rank-Based Testing for Semiparametric VAR Models: a measure transportation approach2020-11-11Paper
Semiparametric segment M-estimation for locally stationary diffusions2020-01-30Paper
Saddlepoint approximations for short and long memory time series: a frequency domain approach2019-12-19Paper
Robust heart rate variability analysis by generalized entropy minimization2018-11-23Paper
R-estimation in semiparametric dynamic location-scale models2017-01-13Paper
Infinitesimal Robustness for Diffusions2015-06-15Paper
Higher-Order Infinitesimal Robustness2013-01-31Paper
On robust estimation via pseudo-additive information2012-03-29Paper

Research outcomes over time

This page was built for person: Davide La Vecchia