Alessandra Luati

University of Bologna - Department of Statistics

Bologna, 40126

Italy

SCHOLARLY PAPERS

8

DOWNLOADS

295

SSRN CITATIONS

0

CROSSREF CITATIONS

5

Scholarly Papers (8)

1.

Real Time Estimation in Local Polynomial Regression, with Application to Trend-Cycle Analysis

CEIS Working Paper No. 112
Number of pages: 26 Posted: 03 Apr 2008
Tommaso Proietti and Alessandra Luati
University of Rome II - Department of Economics and Finance and University of Bologna - Department of Statistics
Downloads 106 (263,935)

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Henderson filter, Trend estimation, Nearest Neighbour Bandwidth, Musgrave asymmetric

2.

The Exponential Model for the Spectrum of a Time Series: Extensions and Applications

CEIS Working Paper No. 272
Number of pages: 39 Posted: 21 Apr 2013
Tommaso Proietti and Alessandra Luati
University of Rome II - Department of Economics and Finance and University of Bologna - Department of Statistics
Downloads 60 (369,487)
Citation 2

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Frequency Domain Methods, Generalized linear models, Long Memory, Boosting

3.

The Generalised Autocovariance Function

CEIS Working Paper No. 276
Number of pages: 33 Posted: 07 May 2013
Tommaso Proietti and Alessandra Luati
University of Rome II - Department of Economics and Finance and University of Bologna - Department of Statistics
Downloads 39 (443,916)
Citation 1

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Stationary Gaussian processes, Non-parametric spectral estimation, White noise tests, Feature matching, Discriminant Analysis

4.

Generalised Linear Spectral Models

CEIS Working Paper No. 290
Number of pages: 27 Posted: 07 Oct 2013
Tommaso Proietti and Alessandra Luati
University of Rome II - Department of Economics and Finance and University of Bologna - Department of Statistics
Downloads 36 (456,465)

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generalized linear models, iteratively weighted least squares, frequency domain methods

5.

Semiparametric Modeling of Multiple Quantiles

Number of pages: 30 Posted: 16 Dec 2019
Leopoldo Catania and Alessandra Luati
Aarhus University - School of Business and Social Sciences and University of Bologna - Department of Statistics
Downloads 24 (516,733)

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Dynamic Quantiles, Score Driven Models, Risk Management

6.

Generalised Partial Autocorrelations and the Mutual Information between Past and Future

CEIS Working Paper No. 344
Number of pages: 17 Posted: 06 Jun 2015
Alessandra Luati and Tommaso Proietti
University of Bologna - Department of Statistics and University of Rome II - Department of Economics and Finance
Downloads 22 (528,482)

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Generalised autocovariance, Spectral models, Whittle likelihood, Reparameterisation.

7.

Robust Estimation of a Location Parameter with the Integrated Hogg Function

Number of pages: 15 Posted: 13 Jan 2020
Leopoldo Catania and Alessandra Luati
Aarhus University - School of Business and Social Sciences and University of Bologna - Department of Statistics
Downloads 6 (630,589)

Abstract:

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Robust statistics, Hogg function, M-estimator

8.

Hyper-Spherical and Elliptical Stochastic Cycles

Journal of Time Series Analysis, Vol. 31, Issue 3, pp. 169-181, May 2010
Number of pages: 13 Posted: 19 Apr 2010
Alessandra Luati and Tommaso Proietti
University of Bologna - Department of Statistics and University of Rome II - Department of Economics and Finance
Downloads 2 (662,105)
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