Segui
Ilia Negri
Ilia Negri
Professor of Statistics at the University of Bergamo (Italy)
Email verificata su unibg.it - Home page
Titolo
Citata da
Citata da
Anno
Goodness of fit test for ergodic diffusion processes
I Negri, Y Nishiyama
Annals of the Institute of Statistical Mathematics 61, 919-928, 2009
412009
Stationary distribution function estimation for ergodic diffusion process
I Negri
Statistical inference for stochastic processes 1, 61-84, 1998
331998
Formazione e percorsi lavorativi dei laureati dell’Università degli Studi di Milano (II edizione: laureati 1999)
D Checchi, SM Iacus, I Negri, G Porro
Department of Economics, Management and Quantitative Methods at Università …, 2004
282004
Non‐linear statistical modelling of high frequency ground ozone data
A Fassò, I Negri
Environmetrics 13 (3), 225-241, 2002
262002
Asymptotically distribution free test for parameter change in a diffusion process model
I Negri, Y Nishiyama
Annals of the Institute of Statistical Mathematics 64, 911-918, 2012
192012
Backtesting VaR and expectiles with realized scores
F Bellini, I Negri, M Pyatkova
Statistical Methods & Applications 28, 119-142, 2019
182019
On goodness-of-fit testing for ergodic diffusion process with shift parameter
I Negri, L Zhou
Statistical Inference for Stochastic Processes 17, 51-73, 2014
172014
Higher moments and prediction‐based estimation for the COGARCH (1, 1) model
E Bibbona, I Negri
Scandinavian Journal of Statistics 42 (4), 891-910, 2015
162015
Mapping the epidemic: a systemic geography of covid-19 in Italy
E Casti, F Adobati, I Negri
Elsevier, 2021
152021
Goodness-of-fit test for ergodic diffusions by discrete-time observations: an innovation martingale approach
H Masuda, I Negri, Y Nishiyama
Journal of Nonparametric Statistics 23 (2), 237-254, 2011
142011
Z-process method for change point problems with applications to discretely observed diffusion processes
I Negri, Y Nishiyama
Statistical Methods & Applications 26, 231-250, 2017
132017
Goodness of fit test for ergodic diffusions by tick time sample scheme
I Negri, Y Nishiyama
Statistical inference for stochastic processes 13, 81-95, 2010
112010
Multi‐step forecasting for nonlinear models of high frequency ground ozone data: a Monte Carlo approach
A Fassò, I Negri
Environmetrics: The official journal of the International Environmetrics …, 2002
112002
Statistical harmonization and uncertainty assessment in the comparison of satellite and radiosonde climate variables
F Finazzi, A Fassò, F Madonna, I Negri, B Sun, M Rosoldi
Environmetrics 30 (2), e2528, 2019
102019
On L2 Efficiency of an Empiric Distribution for Ergodic Diffusion Processes
YA Kutoyants, I Negri
Theory of Probability & Its Applications 46 (1), 140-146, 2002
92002
On compound Poisson processes arising in change-point type statistical models as limiting likelihood ratios
S Dachian, I Negri
Statistical inference for stochastic processes 14, 255-271, 2011
82011
Estimating unobservable signal by Markovian noise induction: When noise helps in Statistics!
SM Iacus, I Negri
Statistical Methods and Applications 12, 153-167, 2003
82003
On efficient estimation of invariant density for ergodic diffusion processes
I Negri
Statistics & probability letters 51 (1), 79-85, 2001
72001
Review on goodness of fit tests for ergodic diffusion processes by different sampling schemes
I Negri, Y Nishiyama
Economic Notes 39 (1‐2), 91-106, 2010
62010
Goodness of fit test for ergodic diffusions by discrete time observations: an innovation martingale approach
H Masuda, I Negri, Y Nishiyama
Università degli studi di Bergamo, 2008
62008
Il sistema al momento non può eseguire l'operazione. Riprova più tardi.
Articoli 1–20