Matteo Farnè, Factor model estimation by composite minimization, in: PROGRAMME AND ABSTRACTS, 2017, pp. 65 - 65 (atti di: 10th International Conference of the ERCIM (European Research Consortium for Informatics and Mathematics) Working Group on Computational and Methodological Statistics (CMStatistics 2017), Londra, 16 – 18 December 2017) [Abstract]
Matteo Farnè, Testing Granger-causality on macroeconomic time series: a bootstrap approach, in: Proceedings ITISE 2017 International work-conference on Time Series, 2017, pp. 1050 - 1053 (atti di: International Work-Conference on Time Series Analysis (ITISE 2017), Granada, 18-20 September 2017) [Contribution to conference proceedings]
Farné, Matteo, An Algorithm to Simulate VMA Processes Having a Spectrum with Fixed Condition Number, «COMMUNICATIONS IN STATISTICS. SIMULATION AND COMPUTATION», 2016, 45, pp. 1664 - 1675 [Scientific article]
Matteo Farné; Angela Montanari, Different estimators of the spectral matrix: an empirical comparison testing a new shrinkage estimator, «COMMUNICATIONS IN STATISTICS, THEORY AND METHODS», 2016, 45, pp. 354 - 364 [Scientific article]
Matteo Farnè, Large Covariance Matrix Estimation by Composite Minimization, Bologna, Alma Mater Studiorum – Università di Bologna, 2016, pp. 179 . [Research monograph]
Matteo Farnè, Estimating large covariance matrices via low rank plus sparse decomposition, in: PROGRAMME AND ABSTRACTS, 2015, pp. 90 - 90 (atti di: 8th International Conference of the ERCIM (European Research Consortium for Informatics and Mathematics) Working Group on Computational and Methodological Statistics (CMStatistics 2015), Londra, 12 – 14 December 2015) [Abstract]
Matteo Farnè, Large covariance matrix estimation by composite minimization, in: CONFERENCE PROGRAM and BOOK of ABSTRACTS, 2015, pp. 71 - 71 (atti di: Conference of the International Federation of Classification Societies, Bologna, 6-8 July 2015) [Abstract]
Matteo Farnè, Regularized covariance matrix estimation via composite minimization, in: PROGRAMME AND ABSTRACTS, 2014, pp. 155 - 155 (atti di: 7th International Conference of the ERCIM (European Research Consortium for Informatics and Mathematics) Working Group on Computational and Methodological Statistics (ERCIM 2014), University of Pisa, Italy, 6 – 8 December 2014) [Abstract]
Farnè, Matteo, Book of Abstracts of the Seventh International Workshop on Simulation, Rimini, p.135, Quaderni di Dipartimento. Serie Ricerche 2013, n. 3, ISSN 1973-9346, in: Quaderni di Dipartimento Serie Ricerche 2013, n. 3 ISSN 1973-9346, 2013, pp. 135 - 135 (atti di: Seventh International Workshop on Simulation, RImini, 21-25 Maggio 2013) [Abstract]
Matteo Farnè, Discussion on "Large covariance estimation by thresholding principal orthogonal complements” by J. Fan, Y. Liao and M. Mincheva, «JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B STATISTICAL METHODOLOGY», 2013, 75, pp. 661 - 661 [Comment or similar]
