Alessandro De Gregorio
Alessandro De Gregorio
Assistant Professor, "Sapienza" University of Rome
Verifisert e-postadresse på uniroma1.it
Tittel
Sitert av
Sitert av
År
Random flights in higher spaces
E Orsingher, A De Gregorio
Journal of Theoretical Probability 20 (4), 769-806, 2007
762007
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
362008
Flying randomly in Rd with Dirichlet displacements
A De Gregorio, E Orsingher
Stochastic processes and their applications 122 (2), 676-713, 2012
332012
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
252009
On random flights with non-uniformly distributed directions
A De Gregorio
Journal of Statistical Physics 147 (2), 382-411, 2012
172012
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
162005
On a family of test statistics for discretely observed diffusion processes
A De Gregorio, SM Iacus
Journal of Multivariate Analysis 122, 292-316, 2013
152013
Clustering of discretely observed diffusion processes
A De Gregorio, SM Iacus
Computational statistics & data analysis 54 (2), 598-606, 2010
152010
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
142008
A family of random walks with generalized Dirichlet steps
A De Gregorio
Journal of Mathematical Physics 55 (2), 023302, 2014
132014
Random motions at finite velocity in a non-Euclidean space
E Orsingher, A De Gregorio
Advances in applied probability 39 (2), 588-611, 2007
122007
Least-squares change-point estimation for the telegraph process observed at discrete times
A De Gregorio, SM Iacus
Statistics 45 (4), 349-359, 2011
92011
Stochastic velocity motions and processes with random time
A De Gregorio
Advances in Applied Probability 42 (4), 1028-1056, 2010
92010
Large deviation principles for telegraph processes
A De Gregorio, C Macci
Statistics & Probability Letters 82 (11), 1874-1882, 2012
72012
Parametric estimation for planar random flights
A De Gregorio
Statistics & probability letters 79 (20), 2193-2199, 2009
52009
Transport processes with random jump rate
A De Gregorio
Statistics & Probability Letters 118, 127-134, 2016
42016
Empirical -distance test statistics for ergodic diffusions
A De Gregorio, SM Iacus
Statistical Inference for Stochastic Processes 22 (2), 233-261, 2019
32019
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
32014
Homological scaffold via minimal homology bases
M Guerra, A De Gregorio, U Fugacci, G Petri, F Vaccarino
arXiv preprint arXiv:2004.11606, 2020
22020
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Artikler 1–20