All Stories

  1. Semi-parametric estimation of the autoregressive parameter in non-Gaussian Ornstein–Uhlenbeck processes

    Article • Communications in Statistics - Simulation and Computation, April 2019, Taylor & Francis

    Professor Emanuele Taufer

  2. Asymptotic properties of the partition function and applications in tail index inference of heavy-tailed data

    Article • Statistics, October 2014, Taylor & Francis

    Mr Danijel Grahovac, Professor Emanuele Taufer

  3. Disaggregation of spatial autoregressive processes

    Article • Spatial Statistics, February 2013, Elsevier

    Professor Emanuele Taufer

  4. Multifractal models via products of geometric OU-processes: Review and applications

    Article • Physica A Statistical Mechanics and its Applications, January 2013, Elsevier

    Professor Emanuele Taufer

  5. Inference procedures for stable-Paretian stochastic volatility models

    Article • Mathematical and Computer Modelling, February 2012, Elsevier

    Professor Emanuele Taufer

  6. Mixture density estimation in aggregated random fields

    Article • January 2012, American Institute of Physics

    Professor Emanuele Taufer

  7. Characteristic function estimation of Ornstein–Uhlenbeck-based stochastic volatility models

    Article • Computational Statistics & Data Analysis, August 2011, Elsevier

    Professor Emanuele Taufer

  8. Simulation of multifractal products of Ornstein–Uhlenbeck type processes

    Article • Nonlinearity, February 2010, Institute of Physics Publishing

    Professor Emanuele Taufer

  9. Characteristic function estimation of non-Gaussian Ornstein–Uhlenbeck processes

    Article • Journal of Statistical Planning and Inference, September 2009, Elsevier

    Professor Emanuele Taufer

  10. Wilcoxon-Signed Rank Test for Long Memory Sequences

    Article • Communication in Statistics- Theory and Methods, August 2009, Taylor & Francis

    Professor Emanuele Taufer

  11. Simulation of Lévy-driven Ornstein–Uhlenbeck processes with given marginal distribution

    Article • Computational Statistics & Data Analysis, April 2009, Elsevier

    Professor Emanuele Taufer

  12. Optimal predictive densities and fractional moments

    Article • Applied Stochastic Models in Business and Industry, July 2008, Wiley

    Professor Emanuele Taufer

  13. Modelling stylized features in default rates

    Article • Applied Stochastic Models in Business and Industry, August 2006, Wiley

    Professor Emanuele Taufer

  14. Use of mean residual life in testing departures from exponentiality

    Article • Journal of Nonparametric Statistics, April 2006, Taylor & Francis

    Professor Emanuele Taufer

  15. Weak convergence of functionals of stationary long memory processes to Rosenblatt-type distributions

    Article • Journal of Statistical Planning and Inference, April 2006, Elsevier

    Professor Emanuele Taufer

  16. Convergence of integrated superpositions of Ornstein-Uhlenbeck processes to fractional Brownian motion

    Article • Stochastics, December 2005, Taylor & Francis

    Professor Emanuele Taufer

  17. Testing exponentiality by comparing the empirical distribution function of the normalized spacings with that of the original data

    Article • Journal of Nonparametric Statistics, December 2003, Taylor & Francis

    Professor Emanuele Taufer

  18. ON ENTROPY BASED TESTS FOR EXPONENTIALITY

    Article • Communications in Statistics - Simulation and Computation, May 2002, Taylor & Francis

    Professor Emanuele Taufer

  19. Minimax posterior regret actions for exponential families of distributions and weighted squared error loss

    Article • Random Operators and Stochastic Equations, January 1999, De Gruyter

    Professor Emanuele Taufer