Foto del docente

Alessandra Luati

Professoressa ordinaria

Dipartimento di Scienze Statistiche "Paolo Fortunati"

Settore scientifico disciplinare: SECS-S/01 STATISTICA

Coordinatrice del Corso di Dottorato in Scienze statistiche


Proietti, Tommaso; Luati, Alessandra, Generalised Linear Cepstral Models for the Spectrum of a Time Series, «STATISTICA SINICA», 2019, 29, pp. 1561 - 1583 [articolo]

Gasperoni, Francesca; Luati, Alessandra, Discussion of the paper: Bayesian Spatiotemporal Modeling Using Hierarchical Spatial Priors, with Applications to Functional Magnetic Resonance Imaging, «BAYESIAN ANALYSIS», 2018, 13, pp. 1309 - 1310 [replica/breve intervento]

Gasperoni, Francesca; Luati, Alessandra, Robust Methods for Detecting Spontaneous Activations in fMRI Data, in: Studies in Neural Data Science, Cham, Springer, 2018, pp. 91 - 110 [capitolo di libro]

Luati, Alessandra; Proietti, Tommaso, Generalised partial autocorrelations and the mutual information between past and future, in: The fascination of probability, statistics and their applications. In honour of Ole E. Barndorff-Nielsen, Switzerland, Springer, 2016, pp. 303 - 315 [capitolo di libro]

Caivano, Michele; Harvey, Andrew; Luati, Alessandra, Robust time series models with trend and seasonal components, «SERIES», 2016, 7, pp. 99 - 120 [articolo]

Marco Donatelli; Alessandra Luati; Andrea Martinelli, Spectral filtering for trend estimation, «LINEAR ALGEBRA AND ITS APPLICATIONS», 2015, 473, pp. 217 - 235 [articolo]

Tommaso Proietti;Alessandra Luati, The generalised autocovariance function, «JOURNAL OF ECONOMETRICS», 2015, 186, pp. 245 - 257 [articolo]

Andrew Harvey;Alessandra Luati, Filtering with heavy tails, «JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION», 2014, 109, pp. 1112 - 1122 [articolo]

Proietti T.; Luati A., Maximum likelihood estimation of time series models: the Kalman filter and beyond, in: Handbook of Research Methods and Applications in Empirical Macroeconomics, Celthenham, Edgar Elgar Pbblishing, 2013, pp. 334 - 362 [capitolo di libro]

Luati A.; Proietti T.; Reale M., The Variance Profile, «JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION», 2012, 107, pp. 607 - 621 [articolo]

A. Luati, An approximate quantum Cramér-Rao bound based on skew information, «BERNOULLI», 2011, 17, pp. 628 - 642 [articolo]

Proietti T.; Luati A., Low-pass filter design using locally weighted polynomial regression and discrete prolate spheroidal sequences, «JOURNAL OF STATISTICAL PLANNING AND INFERENCE», 2011, 141, pp. 831 - 845 [articolo]

A. Luati; T. Proietti, On the equivalence of the weighted least squares and the generalised least squares, with applications to kernel smoothing, «ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS», 2011, 63, pp. 851 - 871 [articolo]

E. Foscolo; A. Luati; A. Lubisco; L. Pasquini, Time series models for legal abortions in Italy, «STATISTICA», 2011, 10, pp. 1 - 4 [articolo]

A. Luati; T. Proietti, Hyper-spherical and elliptical stochastic cycles, «JOURNAL OF TIME SERIES ANALYSIS», 2010, 31, pp. 169 - 181 [articolo]

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