Pubblicazioni

Using expectile regression with latent variables for digital assets

2023 - Book of short papers SIS 2023
Foroni, Beatrice; Merlo, Luca; Petrella, Lea

Mixed-Integer Nonlinear Programming for State-based Non-Intrusive Load Monitoring

2022 - IEEE TRANSACTIONS ON SMART GRID
Balletti, M.; Piccialli, V.; Sudoso, A. M.

On stylized facts of cryptocurrencies returns and their relationship with other assets, with a focus on the impact of COVID-19

2022 - APPLIED ECONOMICS
Cremaschini, Alessandro; Punzo, Antonio; Martellucci, Eliano; Maruotti, Antonello

Hidden semi-Markov-switching quantile regression for time series

2021 - COMPUTATIONAL STATISTICS & DATA ANALYSIS
Maruotti, Antonello; Petrella, Lea; Sposito, Luca

Use of hidden Markov capture-recapture models to estimate abundance in the presence of uncertainty: Application to the estimation of prevalence of hybrids in animal populations

2019 - ECOLOGY AND EVOLUTION
Santostasi, Nina Luisa; Ciucci, Paolo; Caniglia, Romolo; Fabbri, Elena; Molinari, Luigi; Reggioni, Willy; Gimenez, Olivier

Model-based clustering for noisy longitudinal circular data, with application to animal movement

2019 - ENVIRONMETRICS
Ranalli, M.; Maruotti, A.

Hidden Markov models predict the future choice better than a PSTH-based method

2019 - NEURAL COMPUTATION
Marcos, E.; Londei, F.; Genovesio, A.

DYNAMIC MIXTURES OF FACTOR ANALYZERS TO CHARACTERIZE MULTIVARIATE AIR POLLUTANT EXPOSURES

2017 - THE ANNALS OF APPLIED STATISTICS
Maruotti, Antonello; Bulla, Jan; Lagona, Francesco; Picone, Marco; Martella, Francesca

Gaussian quadrature approximations in mixed hidden Markov models for longitudinal data: A simulation study

2016 - COMPUTATIONAL STATISTICS & DATA ANALYSIS
Marino, Maria Francesca; Alfo', Marco

A discrete time event-history approach to informative drop-out in mixed latent Markov models with covariates

2015 - BIOMETRICS
F., Bartolucci; Farcomeni, Alessio

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