CORTESE, FEDERICO PASQUALE
CORTESE, FEDERICO PASQUALE
Istituto di Matematica Applicata e Tecnologie Informatiche - IMATI - Sede Secondaria Milano
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Risultati 1 - 7 di 7 (tempo di esecuzione: 0.019 secondi).
Spatio-temporal jump model for urban thermal comfort monitoring
2026 Cortese, Federico P.; Pievatolo, Antonio
A statistical sparse jump model for automatic identification of dynamical transitions in the co-orbital regime
2025 Cortese, F. P.; Di Ruzza, S.; Alessi, E. M.
Fuzzy Jump Model for Asteroids Co-orbital Regimes Identification
2025 Cortese, Federico P.; Pievatolo, Antonio; Alessi, Elisa Maria
Statistical jump model for mixed-type data with missing data imputation
2025 Cortese, F. P.; Pievatolo, A.
Maximum Likelihood Estimation of Multivariate Regime Switching Student‐t Copula Models
2024 Cortese, Federico P.; Pennoni, Fulvia; Bartolucci, Francesco
What drives cryptocurrency returns? A sparse statistical jump model approach
2023 Cortese, Federico P.; Kolm, Petter; Lindstrom, Erik
Tail Dependence in Financial Markets: A Dynamic Copula Approach
2019 Federico Cortese
| Titolo | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|
| Spatio-temporal jump model for urban thermal comfort monitoring | 1-gen-2026 | Cortese, Federico P.; Pievatolo, Antonio | |
| A statistical sparse jump model for automatic identification of dynamical transitions in the co-orbital regime | 1-gen-2025 | Cortese, F. P.; Di Ruzza, S.; Alessi, E. M. | |
| Fuzzy Jump Model for Asteroids Co-orbital Regimes Identification | 1-gen-2025 | Cortese, Federico P.; Pievatolo, Antonio; Alessi, Elisa Maria | |
| Statistical jump model for mixed-type data with missing data imputation | 1-gen-2025 | Cortese, F. P.; Pievatolo, A. | |
| Maximum Likelihood Estimation of Multivariate Regime Switching Student‐t Copula Models | 1-gen-2024 | Cortese, Federico P.; Pennoni, Fulvia; Bartolucci, Francesco | |
| What drives cryptocurrency returns? A sparse statistical jump model approach | 1-gen-2023 | Cortese, Federico P.; Kolm, Petter; Lindstrom, Erik | |
| Tail Dependence in Financial Markets: A Dynamic Copula Approach | 1-gen-2019 | Federico Cortese |