Luca Rossini
Citata da
Citata da
Bayesian nonparametric sparse VAR models
M Billio, R Casarin, L Rossini
Journal of Econometrics 212 (1), 97-115, 2019
Bayesian non‐parametric conditional copula estimation of twin data
LD Valle, F Leisen, L Rossini
Journal of the Royal Statistical Society: Series C (Applied Statistics) 67 …, 2018
A note on the posterior inference for the Yule–Simon distribution
F Leisen, L Rossini, C Villa
Journal of statistical computation and simulation 87 (6), 1179-1188, 2017
Hierarchical species sampling models
F Bassetti, R Casarin, L Rossini
Bayesian Analysis, 2018
Objective bayesian analysis of the Yule–Simon distribution with applications
F Leisen, L Rossini, C Villa
Computational Statistics 33 (1), 99-126, 2018
Comparing the forecasting performances of linear models for electricity prices with high RES penetration
A Gianfreda, F Ravazzolo, L Rossini
International Journal of Forecasting, 2020
Bayesian nonparametric sparse VAR models
M Billio, R Casarin, L Rossini
arXiv preprint arXiv:1608.02740, 2016
Comparing the forecasting of cryptocurrencies by Bayesian time-varying volatility models
R Bohte, L Rossini
Journal of Risk and Financial Management 12 (3), 150, 2019
Bayesian analysis of immigration in Europe with generalized logistic regression
L Dalla Valle, F Leisen, L Rossini, W Zhu
Journal of Applied Statistics 47 (3), 424-438, 2020
Discussion on" Sparse graphs using exchangeable random measures" by F. Caron and EB Fox
R Casarin, M Iacopini, L Rossini
arXiv preprint arXiv:1705.03655, 2017
Inference in Bayesian Additive Vector Autoregressive Tree Models
F Huber, L Rossini
arXiv preprint arXiv:2006.16333, 2020
Loss-based approach to two-piece location-scale distributions with applications to dependent data
F Leisen, L Rossini, C Villa
Statistical Methods & Applications 29 (2), 309-333, 2020
Stablecoins and Cryptocurrency Returns: Evidence from large Bayesian VARs
D Bianchi, M Iacopini, L Rossini
Available at SSRN, 2020
On a flexible construction of a negative binomial model
F Leisen, RH Mena, F Palma, L Rossini
Statistics & Probability Letters 152, 1-8, 2019
Forecasting daily electricity prices with monthly macroeconomic variables
C Foroni, F Ravazzolo, L Rossini
ECB Working Paper, 2019
Reformulation of the Distributed Delay Model to describe insect pest populations using count variables
L Rossini, M Contarini, M Severini, S Speranza
Ecological Modelling 436, 109286, 2020
BEMPS–Bozen Economics & Management Paper Series
RC Smit, F Ravazzolo, L Rossini
Dynamic Bayesian forecasting of English Premier League match results with the Skellam distribution
RC Smit, F Ravazzolo, L Rossini
BEMPS-Bozen Economics & Management Paper Series, 2020
Are low frequency macroeconomic variables important for high frequency electricity prices?
C Foroni, F Ravazzolo, L Rossini
arXiv preprint arXiv:2007.13566, 2020
Large Time-Varying Volatility Models for Electricity Prices
A Gianfreda, F Ravazzolo, L Rossini
BI Norwegian Business School, 2020
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