Emanuele Taufer
Emanuele Taufer
Potvrđena adresa e-pošte na unitn.it
Naslov
Citirano
Citirano
Godina
Simulation of Lévy-driven Ornstein–Uhlenbeck processes with given marginal distribution
E Taufer, N Leonenko
Computational statistics & data analysis 53 (6), 2427-2437, 2009
312009
Testing exponentiality by comparing the empirical distribution function of the normalized spacings with that of the original data
SR Jammalamadaka, E Taufer
Nonparametric Statistics 15 (6), 719-729, 2003
292003
Convergence of integrated superpositions of Ornstein-Uhlenbeck processes to fractional Brownian motion
N Leonenko, E Taufer
Stochastics: An International Journal of Probability and Stochastics …, 2005
262005
Disaggregation of spatial autoregressive processes
N Leonenko, E Taufer
Spatial Statistics 3, 1-20, 2013
222013
Characteristic function estimation of Ornstein–Uhlenbeck-based stochastic volatility models
E Taufer, N Leonenko, M Bee
Computational Statistics & Data Analysis 55 (8), 2525-2539, 2011
222011
On entropy based tests for exponentiality
E Taufer
Communications in Statistics-Simulation and Computation 31 (2), 189-200, 2002
202002
Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function
SG Meintanis, J Ngatchou-Wandji, E Taufer
Journal of Multivariate Analysis 140, 171-192, 2015
192015
Use of mean residual life in testing departures from exponentiality
S Rao Jammalamadaka, E Taufer
Nonparametric Statistics 18 (3), 277-292, 2006
192006
Weak convergence of functionals of stationary long memory processes to Rosenblatt-type distributions
NN Leonenko, E Taufer
Journal of statistical planning and inference 136 (4), 1220-1236, 2006
192006
Optimal predictive densities and fractional moments
E Taufer, S Bose, A Tagliani
Applied Stochastic Models in Business and Industry 25 (1), 57-71, 2009
182009
Asymptotic properties of the partition function and applications in tail index inference of heavy-tailed data
D Grahovac, M Jia, N Leonenko, E Taufer
Statistics 49 (6), 1221-1242, 2015
172015
Characteristic function estimation of non-Gaussian Ornstein–Uhlenbeck processes
E Taufer, N Leonenko
Journal of statistical planning and inference 139 (9), 3050-3063, 2009
172009
Simulation of multifractal products of Ornstein–Uhlenbeck type processes
VV Anh, NN Leonenko, NR Shieh, E Taufer
Nonlinearity 23 (4), 823, 2010
162010
Multifractal models via products of geometric OU-processes: Review and applications
N Leonenko, S Petherick, E Taufer
Physica A: Statistical Mechanics and its Applications 392 (1), 7-16, 2013
122013
A new test for exponentiality against omnibus alternatives
E Taufer
Stochastic Modelling and Applications 3, 23-36, 2000
112000
Inference procedures for stable-Paretian stochastic volatility models
SG Meintanis, E Taufer
Mathematical and Computer Modelling 55 (3-4), 1199-1212, 2012
92012
Model-based variance estimation in non-measurable spatial designs
R Benedetti, G Espa, E Taufer
Journal of Statistical Planning and Inference 181, 52-61, 2017
82017
Empathy, closeness, and distance in non-profit accountability
E Costa, C Pesci, M Andreaus, E Taufer
Accounting, Auditing & Accountability Journal, 2019
72019
On the empirical process of strongly dependent stable random variables: asymptotic properties, simulation and applications
E Taufer
Statistics & Probability Letters 106, 262-271, 2015
62015
Modelling stylized features in default rates
E Taufer
Applied Stochastic Models in Business and Industry 23 (1), 73-82, 2007
52007
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