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; Luati, Alessandra; 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]
