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Alessandra Luati

Professoressa ordinaria

Dipartimento di Scienze Statistiche "Paolo Fortunati"

Settore scientifico disciplinare: SECS-S/01 STATISTICA


Luati, Alessandra; Novelli, Marco, Explicit-duration Hidden Markov Models for quantum state estimation, «COMPUTATIONAL STATISTICS & DATA ANALYSIS», 2021, 158, pp. 1 - 13 [articolo]

Ranciati, Saverio; Roverato, Alberto; Luati, Alessandra, Fused graphical lasso for brain networks with symmetries, «JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES C-APPLIED STATISTICS», 2021, 00, pp. 1 - 24 [articolo]

Catania, Leopoldo; Luati, Alessandra, Quasi Maximum Likelihood Estimation of Value at Risk and Expected Shortfall, «ECONOMETRICS AND STATISTICS», 2021, xx, pp. 1 - 12 [articolo]

Gasperoni, Francesca; Luati, Alessandra; Paci, Lucia; D’Innocenzo, Enzo, Score Driven Modeling of Spatio-temporal Data, «JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION», 2021, xx, pp. 1 - 27 [articolo]

Catania L.; Luati A., Robust estimation of a location parameter with the integrated Hogg function, «STATISTICS & PROBABILITY LETTERS», 2020, 164, pp. 1 - 7 [articolo]

Luati, Alessandra; Novelli, Marco, The Hammersley–Chapman–Robbins inequality for repeatedly monitored quantum system, «STATISTICS & PROBABILITY LETTERS», 2020, 165, pp. 1 - 6 [articolo]

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]Open Access

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]

Proietti, Tommaso; Luati, Alessandra, Generalized linear spectral models, in: Unobserved components and time series econometrics, Oxford, Oxford University Press, 2015, pp. 331 - 347 [capitolo di libro]

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]