The following pages link to Matteo Grigoletto (Q413989):
Displaying 11 items.
- Practical implications of higher moments in risk management (Q413990) (← links)
- Bootstrap prediction regions for multivariate autoregressive processes (Q819437) (← links)
- A hierarchical model for the analysis of spatial rainfall extremes (Q2259827) (← links)
- Smoothing sample extremes with dynamic models (Q2488453) (← links)
- A new time-varying model for forecasting long-memory series (Q2664998) (← links)
- Prediction intervals for farima processes by bootstrap methods (Q2708090) (← links)
- Misspecification Testing for the Conditional Distribution Model in GARCH-Type Processes (Q3615085) (← links)
- Simulation and Estimation of the Meixner Distribution (Q3616251) (← links)
- Analysis of Covariance with Incomplete Data Via Semiparametric Model Transformations (Q4668328) (← links)
- (Q4808214) (← links)
- Bootstrap prediction intervals for autoregressive models fitted to non-autoregressive processes (Q5123758) (← links)
