F. Iafrate

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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!

PublicationDate of PublicationType
Pathwise optimization for bridge-type estimators and its applications
Statistics and Computing
2026-03-31Paper
Adaptive Elastic-net estimation for ergodic diffusion processes2026-02-18Paper
Adaptive elastic-net estimation for sparse diffusion processes
Statistical Inference for Stochastic Processes
2026-01-15Paper
Neural drift estimation for ergodic diffusions: nonparametric analysis and numerical exploration2025-12-11Paper
Some families of random fields related to multiparameter Lévy processes
Journal of Theoretical Probability
2024-11-05Paper
Path dynamics of time-changed Lévy processes: a martingale approach
Journal of Theoretical Probability
2024-11-05Paper
Correction to: ``Path dynamics of time-changed Lévy processes: a martingale approach''
Journal of Theoretical Probability
2024-11-05Paper
Anomalous random flights and time-fractional run-and-tumble equations
Journal of Statistical Physics
2024-11-01Paper
Elastic drifted Brownian motions and non-local boundary conditions
Stochastic Processes and their Applications
2024-01-09Paper
Some families of random fields related to multiparameter L\'evy processes2022-11-01Paper
The last zero-crossing of an iterated brownian motion with drift
Stochastics
2022-07-05Paper
Telegraph random evolutions on a circle
Stochastic Processes and their Applications
2021-11-02Paper
Regularized bridge-type estimation with multiple penalties
Annals of the Institute of Statistical Mathematics
2021-09-28Paper
On the sojourn time of a generalized Brownian meander
Statistics & Probability Letters
2021-01-06Paper
Asymptotic results for the last zero crossing time of a Brownian motion with non-null drift
Statistics & Probability Letters
2020-12-18Paper
Some results on the Brownian meander with drift
Journal of Theoretical Probability
2020-05-19Paper
Drifted Brownian motions governed by fractional tempered derivatives
Modern Stochastics. Theory and Applications
2019-10-08Paper
Anomalous random flights and time-fractional run-and-tumble equations
(available as arXiv preprint)
N/APaper


Research outcomes over time


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