The following pages link to Fabio Gobbi (Q504914):
Displayed 12 items.
- Convolution copula econometrics (Q504915) (← links)
- Ryu-type extended Marshall-Olkin model with implicit shocks and joint life insurance applications (Q2665863) (← links)
- A Convolution-Based Autoregressive Process (Q2849521) (← links)
- Mixing and moments properties of a non-stationary copula-based Markov process (Q5077525) (← links)
- (Q5223125) (← links)
- JOINT LIFE INSURANCE PRICING USING EXTENDED MARSHALL–OLKIN MODELS (Q5379413) (← links)
- IDENTIFYING THE BROWNIAN COVARIATION FROM THE CO-JUMPS GIVEN DISCRETE OBSERVATIONS (Q5389952) (← links)
- Diffusion covariation and co-jumps in bidimensional asset price processes with stochastic volatility and infinite activity Levy jumps (Q6205567) (← links)
- Granger Independent Martingale Processes (Q6275292) (← links)
- $\beta$-mixing and moments properties of a non-stationary copula-based Markov process (Q6285191) (← links)
- Gaussian autoregressive process with dependent innovations. Some asymptotic results (Q6285385) (← links)
- State-Dependent Autoregressive Models: Properties, Estimation and Forecasting (Q6334379) (← links)