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Stefano M. Iacus

Identifiers

  • name variant Stefano M. Iacus 0.60 · backfill

Papers (12)

  1. Empirical $L^2$-distance test statistics for ergodic diffusions math.PR · 2018 · author #2
  2. Discrete time approximation of a COGARCH(p,q) model and its estimation math.ST · 2015 · author #1
  3. Estimation and Simulation of a COGARCH(p,q) model in the YUIMA project stat.CO · 2015 · author #1
  4. Implementation of L\'evy CARMA model in Yuima package stat.CO · 2014 · author #1
  5. Parameter estimation for the discretely observed fractional Ornstein-Uhlenbeck process and the Yuima R package stat.CO · 2011 · author #2
  6. Estimation for the change point of the volatility in a stochastic differential equation math.ST · 2009 · author #1
  7. Change point estimation for the telegraph process observed at discrete times math.ST · 2007 · author #2
  8. Estimation for the discretely observed telegraph process math.PR · 2006 · author #1
  9. Parametric estimation for the standard and geometric telegraph process observed at discrete times math.ST · 2006 · author #2
  10. Nonparametric estimation of distribution and density functions in presence of missing data: an IFS approach math.ST · 2003 · author #1
  11. Statistical analysis of stochastic resonance with ergodic diffusion noise math.ST · 2001 · author #1
  12. Statistical analysis of the inhomogeneous telegrapher's process math.PR · 2000 · author #1

Mentions

  • 1511.00253 #1 · backfill · confidence 0.70 Stefano M. Iacus
  • 1505.03914 #1 · backfill · confidence 0.70 Stefano M. Iacus
  • 1409.3027 #1 · backfill · confidence 0.70 Stefano M. Iacus
  • 1112.3777 #2 · backfill · confidence 0.70 Stefano M. Iacus
  • 0906.3108 #1 · backfill · confidence 0.70 Stefano M. Iacus
  • 0705.0503 #2 · backfill · confidence 0.70 Stefano M. Iacus

Frequent Coauthors