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]Open Access
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]
E. Bee Dagum; A. Luati, Asymmetric filters for trend-cycle estimation, in: Economic Time Series: Modeling and Seasonality, BOCA RATON, FL, Chapman&Hall/CRC, 2012, pp. 213 - 230 [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]
A. Luati; T. Proietti, Hyper-spherical and elliptical stochastic cycles, «JOURNAL OF TIME SERIES ANALYSIS», 2010, 31, pp. 169 - 181 [articolo]
A. Luati; T. Proietti, On the spectral properties of matrices associated with trend filters, «ECONOMETRIC THEORY», 2010, 26 - 4, pp. 1247 - 1261 [articolo]
Luati A., Quantum information and statistical inference, «ELECTRONIC JOURNAL OF THEORETICAL PHYSICS», 2010, Special Issue on New Trends in Quantum Information, pp. 125 - 154 [articolo]
E. Bee Dagum; A. Luati, A cascade linear filter to reduce revisions and turning points for real time trend-cycle estimation, «ECONOMETRIC REVIEWS», 2009, 28, 1-3, pp. 40 - 59 [articolo]
E. Bee Dagum; A. Luati, A note on the statistical properties of nonparametric trend estimators by means of smoothing matrices, «JOURNAL OF NONPARAMETRIC STATISTICS», 2009, 21, 2, pp. 193 - 205 [articolo]
A. Luati, A note on Fisher-Helstrom information inequality in pure state models, «SANKHYA», 2008, 70-A, Part I, pp. 25 - 37 [articolo]
