Tommaso Proietti

Available identifiers

zbMath Open proietti.tommasoMaRDI QIDQ607201

List of research outcomes

Publication	Date of Publication	Type
Efficient nonparametric estimation of generalised autocovariances	2024-03-06	Paper
Modelling cycles in climate series: the fractional sinusoidal waveform process	2024-03-06	Paper
Peaks, gaps, and time‐reversibility of economic time series	2023-08-24	Paper
Spurious periodic autoregressions	2023-07-07	Paper
Extracting the Cyclical Component in Hours Worked	2023-03-13	Paper
The Multistep Beveridge–Nelson Decomposition	2022-06-07	Paper
Predictability, real time estimation, and the formulation of unobserved components models	2022-03-09	Paper
Discussion of ``The class of CUB models: statistical foundations, inferential issues and empirical evidence	2020-03-10	Paper
Generalised Linear Cepstral Models for the Spectrum of a Time Series	2019-08-01	Paper
A Durbin–Levinson regularized estimator of high-dimensional autocovariance matrices	2018-12-18	Paper
Fractionally differenced Gegenbauer processes with long memory: a review	2018-12-10	Paper
Characterising economic trends by Bayesian stochastic model specification search	2018-11-08	Paper
State space modeling of Gegenbauer processes with long memory	2018-08-15	Paper
Generalised Partial Autocorrelations and the Mutual Information Between Past and Future	2017-01-16	Paper
The generalised autocovariance function	2015-05-29	Paper
Has the Volatility of U.S. Inflation Changed and How?	2013-06-14	Paper
The Variance Profile	2013-04-22	Paper
https://portal.mardi4nfdi.de/entity/Q2906624	2012-09-05	Paper
Estimation of Common Factors under Cross-Sectional and Temporal Aggregation Constraints	2012-06-08	Paper
On the equivalence of the weighted least squares and the generalised least squares estimators, with applications to kernel smoothing	2011-12-14	Paper
Multivariate temporal disaggregation with cross-sectional constraints	2011-07-28	Paper
New proposals for the quantification of qualitative survey data	2011-07-27	Paper
Hyper-spherical and elliptical stochastic cycles	2011-04-06	Paper
Transformations and seasonal adjustment	2011-02-22	Paper
Survey data as coincident or leading indicators	2011-01-06	Paper
Low-pass filter design using locally weighted polynomial regression and discrete prolate spheroidal sequences	2010-11-19	Paper
ON THE SPECTRAL PROPERTIES OF MATRICES ASSOCIATED WITH TREND FILTERS	2010-08-13	Paper
Signal extraction and filtering by linear semiparametric methods	2009-06-02	Paper
On the Model-Based Interpretation of Filters and the Reliability of Trend–Cycle Estimates	2009-03-17	Paper
Real time estimation in local polynomial regression, with application to trend-cycle analysis	2009-02-10	Paper
The beveridge-nelson decomposition: Properties and extensions	2009-02-03	Paper
New algorithms for dating the business cycle	2008-11-26	Paper
https://portal.mardi4nfdi.de/entity/Q3538845	2008-11-24	Paper
Forecasting the US unemployment rate	2008-11-04	Paper
Missing data in time series: a note on the equivalence of the dummy variable and the skipping approaches	2008-03-06	Paper
Dynamic Factor Analysis with Non-Linear Temporal Aggregation Constraints	2007-09-07	Paper
https://portal.mardi4nfdi.de/entity/Q5297409	2007-07-18	Paper
LEAVE-K -OUT DIAGNOSTICS IN STATE-SPACE MODELS	2007-05-29	Paper
Temporal disaggregation by state space methods: Dynamic regression methods revisited	2007-02-13	Paper
https://portal.mardi4nfdi.de/entity/Q5474885	2006-06-26	Paper
Trend–Cycle Decompositions with Correlated Components	2006-05-22	Paper
Characterizing Asymmetries in Business Cycles Using Smooth-Transition Structural Time-Series Models	2006-01-27	Paper
Seasonal Specific Structural Time Series	2006-01-27	Paper
Unobserved components models with correlated disturbances	2005-03-03	Paper
https://portal.mardi4nfdi.de/entity/Q4259407	1999-12-14	Paper

Research outcomes over time

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