Pubblicazioni

Quantile mixed hidden Markov models for multivariate longitudinal data: An application to children's Strengths and Difficulties Questionnaire scores

2022 - JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES C-APPLIED STATISTICS
Merlo, Luca; Petrella, Lea; Tzavidis, Nikos

Graphical Models for Commodities: A Quantile Approach

2022 - Graphical Models for Commodities: A Quantile Approach
Foroni, Beatrice; Merlo, Luca; Petrella, Lea

Analyzing the Correlation Structure of Financial Markets Using a Quantile Graphical Model

2022 - Book of the Short Papers
Foroni, Beatrice; Merlo, Luca; Petrella, Lea

Quantile hidden semi-Markov models for multivariate time series

2022 - STATISTICS AND COMPUTING
Merlo, Luca; Maruotti, Antonello; Petrella, Lea; Punzo, Antonio

© Università degli Studi di Roma "La Sapienza" - Piazzale Aldo Moro 5, 00185 Roma