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Alessandra Luati

Full Professor

Department of Statistical Sciences "Paolo Fortunati"

Academic discipline: SECS-S/01 Statistics

Coordinator of PhD Programme of Statistical Sciences

Publications

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

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

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

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 [Comment or similar]

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 [Chapter or essay]

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 [Chapter or essay]

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

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

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

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

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

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 [Chapter or essay]

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 [Chapter or essay]

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

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

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