Umberto Triacca

Available identifiers

zbMath Open triacca.umbertoMaRDI QIDQ601416

List of research outcomes

Publication	Date of Publication	Type
Anthropogenic global warming hypothesis: testing its robustness by Granger causality analysis	2023-12-15	Paper
Estimate of a volatility's common component in ARSV models: a simulation study	2023-09-19	Paper
A comparison between VAR processes jointly modeling GDP and unemployment rate in France and Germany	2022-10-04	Paper
Testing for Equal Predictability of Stationary ARMA Processes	2020-09-28	Paper
Granger causality between vectors of time series: a puzzling property	2019-02-20	Paper
https://portal.mardi4nfdi.de/entity/Q4576409	2018-07-12	Paper
Predictive information and distance between past and future of a time series	2017-10-12	Paper
Causality and separability	2015-05-18	Paper
Estimating overnight volatility of asset returns by using the generalized dynamic factor model approach	2015-05-04	Paper
Few remarks on the geometry of the uncentered coefficient of determination	2013-01-23	Paper
On a characterization of orthogonality with respect to particular sequences of random variables in \(L^2\)	2011-02-11	Paper
Granger causality and contiguity between stochastic processes	2010-10-28	Paper
Is a subspace containing a splitting subspace a splitting subspace?	2008-11-25	Paper
https://portal.mardi4nfdi.de/entity/Q5435597	2008-01-14	Paper
Feedback, causality and distance between ARMA models.	2004-03-29	Paper
Cointegration in VAR(1) process. Characterization and testing	2002-12-01	Paper
COINTEGRATION AND DISTANCE BETWEEN INFORMATION SETS	2000-10-11	Paper
On the Hsiao definition of non-causality	2000-06-04	Paper
A geometrical characterisation of weakly feedback free process	1999-04-28	Paper
Non-causality: The role of the omitted variables	1999-01-12	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Umberto Triacca