Alessio Sancetta

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Papers (6)

1. Estimation of an Order Book Dependent Hawkes Process for Large Datasets q-fin.TR · 2023 · author #2
2. Consistency Results for Stationary Autoregressive Processes with Constrained Coefficients stat.ML · 2017 · author #1
3. Estimation for the Prediction of Point Processes with Many Covariates math.ST · 2017 · author #1
4. Inference for Additive Models in the Presence of Possibly Infinite Dimensional Nuisance Parameters stat.ME · 2016 · author #1
5. Greedy algorithms for prediction math.ST · 2016 · author #1
6. Weak Convergence of Laws on R^{K} with Common Marginals math.PR · 2006 · author #1

Mentions

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Frequent Coauthors

• Luca Mucciante 1 shared papers