2

Goodness of fit test for ergodic diffusion processes

Ilia Negri, Yoichi Nishiyama
Journal:
Annals of the Institute of Statistical Mathematics
Year:
2009
Language:
english
File:
PDF, 148 KB
english, 2009
6

Backtesting VaR and expectiles with realized scores

Bellini, Fabio, Negri, Ilia, Pyatkova, Mariya
Journal:
Statistical Methods & Applications
Year:
2018
Language:
english
File:
PDF, 1.43 MB
english, 2018
7

Non-linear statistical modelling of high frequency ground ozone data

Alessandro Fassò, Ilia Negri
Journal:
Environmetrics
Year:
2002
Language:
english
File:
PDF, 156 KB
english, 2002
10

On efficient estimation of invariant density for ergodic diffusion processes

Ilia Negri
Journal:
Statistics & Probability Letters
Year:
2001
Language:
english
File:
PDF, 96 KB
english, 2001
12

Estimating unobservable signal by Markovian noise induction

Stefano M. Iacus, Ilia Negri
Journal:
Statistical Methods & Applications
Year:
2003
Language:
english
File:
PDF, 177 KB
english, 2003
15

Review on Goodness of Fit Tests for Ergodic Diffusion Processes by Different Sampling Schemes

Ilia Negri, Yoichi Nishiyama
Journal:
Economic Notes
Year:
2010
Language:
english
File:
PDF, 142 KB
english, 2010
16

Stationary Distribution Function Estimation for Ergodic Diffusion Process

Ilia Negri
Journal:
Statistical Inference for Stochastic Processes
Year:
1998
Language:
english
File:
PDF, 129 KB
english, 1998
19

Higher Moments and Prediction-Based Estimation for the COGARCH(1,1) Model

Bibbona, Enrico, Negri, Ilia
Journal:
Scandinavian Journal of Statistics
Year:
2015
Language:
english
File:
PDF, 1.37 MB
english, 2015
20

Moment convergence of Z-estimators

Negri, Ilia, Nishiyama, Yoichi
Journal:
Statistical Inference for Stochastic Processes
Year:
2016
Language:
english
File:
PDF, 478 KB
english, 2016
22

Backtesting VaR and Expectiles with Realized Scores

Bellini, Fabio, Negri, Ilia, Pyatkova, Mariya
Journal:
SSRN Electronic Journal
Year:
2017
Language:
english
File:
PDF, 1.08 MB
english, 2017