Random flights in higher spaces E Orsingher, A De Gregorio
Journal of Theoretical Probability 20 (4), 769-806, 2007
76 2007 Least squares volatility change point estimation for partially observed diffusion processes AD Gregorio, SM Iacus
Communications in Statistics—Theory and Methods 37 (15), 2342-2357, 2008
36 2008 Flying randomly in Rd with Dirichlet displacements A De Gregorio, E Orsingher
Stochastic processes and their applications 122 (2), 676-713, 2012
33 2012 Adaptive LASSO-type estimation for multivariate diffusion processes A De Gregorio, SM Iacus
Econometric Theory, 838-860, 2012
32 * 2012 On Rényi information for ergodic diffusion processes A De Gregorio, SM Iacus
Information Sciences 179 (3), 279-291, 2009
25 2009 On random flights with non-uniformly distributed directions A De Gregorio
Journal of Statistical Physics 147 (2), 382-411, 2012
17 2012 Motions with finite velocity analyzed with order statistics and differential equations A De Gregorio, E Orsingher, L Sakhno
Theory of Probability and Mathematical Statistics 71, 63-79, 2005
16 2005 On a family of test statistics for discretely observed diffusion processes A De Gregorio, SM Iacus
Journal of Multivariate Analysis 122, 292-316, 2013
15 2013 Clustering of discretely observed diffusion processes A De Gregorio, SM Iacus
Computational statistics & data analysis 54 (2), 598-606, 2010
15 2010 Parametric estimation for the standard and geometric telegraph process observed at discrete times A De Gregorio, SM Iacus
Statistical Inference for Stochastic Processes 11 (3), 249-263, 2008
14 2008 A family of random walks with generalized Dirichlet steps A De Gregorio
Journal of Mathematical Physics 55 (2), 023302, 2014
13 2014 Random motions at finite velocity in a non-Euclidean space E Orsingher, A De Gregorio
Advances in applied probability 39 (2), 588-611, 2007
12 2007 Least-squares change-point estimation for the telegraph process observed at discrete times A De Gregorio, SM Iacus
Statistics 45 (4), 349-359, 2011
9 2011 Stochastic velocity motions and processes with random time A De Gregorio
Advances in Applied Probability 42 (4), 1028-1056, 2010
9 2010 Large deviation principles for telegraph processes A De Gregorio, C Macci
Statistics & Probability Letters 82 (11), 1874-1882, 2012
7 2012 Parametric estimation for planar random flights A De Gregorio
Statistics & probability letters 79 (20), 2193-2199, 2009
5 2009 Transport processes with random jump rate A De Gregorio
Statistics & Probability Letters 118, 127-134, 2016
4 2016 Empirical A De Gregorio, SM Iacus
Statistical Inference for Stochastic Processes 22 (2), 233-261, 2019
3 2019 On the asymptotic behavior of the hyperbolic Brownian motion V Cammarota, A De Gregorio, C Macci
Journal of Statistical Physics 154 (6), 1550-1568, 2014
3 2014 Homological scaffold via minimal homology bases M Guerra, A De Gregorio, U Fugacci, G Petri, F Vaccarino
arXiv preprint arXiv:2004.11606, 2020
2 2020 
stefano maria iacusJoint Research Centre, European Commission, Ispra (VA),. ItalyVerifisert e-postadresse på ec.europa.eu
