Alessandro DE GREGORIO

Professore associato

email: alessandro.degregorio@uniroma1.it
telefono: 20869




Produzione scientifica

11573/221332 - 9999 - Adaptive LASSO-type estimation for ergodic diffusion processes
De Gregorio, Alessandro - 13a Altro ministeriale
libro: Working paper,http://arxiv.org/abs/1002.1312. - ()

11573/1114403 - 2018 - On penalized estimation for dynamical systems with small noise
De Gregorio, Alessandro - 01a Articolo in rivista
rivista: ELECTRONIC JOURNAL OF STATISTICS (Shaker Heights, OH : Institute of Mathematical Statistics) pp. 1614-1630 - issn: 1935-7524 - wos: (0) - scopus: 2-s2.0-85047838575 (1)

11573/1114464 - 2018 - Empirical L^2-distance test statistics for ergodic diffusions
Alessandro De Gregorio - 01a Articolo in rivista
rivista: STATISTICAL INFERENCE FOR STOCHASTIC PROCESSES (Kluwer Academic Publishers) pp. - - issn: 1387-0874 - wos: (0) - scopus: (0)

11573/1188497 - 2018 - Stochastic models associated to a Nonlocal Porous Medium Equation
De Gregorio, Alessandro - 01a Articolo in rivista
rivista: MODERN STOCHASTICS: THEORY AND APPLICATIONS (Vilnius, Lithuania: VTeX) pp. 457-470 - issn: 2351-6054 - wos: (0) - scopus: (0)

11573/1085075 - 2017 - A note on isotropic random flights moving in mixed Poisson environments
Alessandro De Gregorio - 01a Articolo in rivista
rivista: STATISTICS & PROBABILITY LETTERS (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 311-317 - issn: 0167-7152 - wos: WOS:000410018000042 (2) - scopus: 2-s2.0-85024123965 (2)

11573/943519 - 2016 - Transport processes with random jump rate
De Gregorio, Alessandro - 01a Articolo in rivista
rivista: STATISTICS & PROBABILITY LETTERS (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 127-134 - issn: 0167-7152 - wos: WOS:000381839500019 (3) - scopus: 2-s2.0-84978410090 (3)

11573/812200 - 2015 - Reflecting Random Flights
De Gregorio, Alessandro; Orsingher, Enzo - 01a Articolo in rivista
rivista: JOURNAL OF STATISTICAL PHYSICS (Plenum Press:Book Customer Service, 233 Spring Street:New York, NY 10013:(212)620-8471, (212)620-8000, EMAIL: info@plenum.com, INTERNET: http://www.plenum.com, Fax: (212)807-1047) pp. 1483-1506 - issn: 0022-4715 - wos: WOS:000359413600002 (2) - scopus: 2-s2.0-84939271437 (3)

11573/556215 - 2014 - A family of random walks with generalized Dirichlet steps
De Gregorio, Alessandro - 01a Articolo in rivista
rivista: JOURNAL OF MATHEMATICAL PHYSICS (New York: American Institute of Physics:2 Huntington Quadrangle, Suite 1NO1:Melville, NY 11747:(800)344-6902, (631)576-2287, EMAIL: subs@aip.org, INTERNET: http://www.aip.org, Fax: (516)349-9704 AMER INST PHYSICS, CIRCULATION & FULFILLMENT DIV, 2 HUNTINGTON QUADRANGLE, STE 1 N O 1, MELVILLE, USA, NY, 11747-4501) pp. - - issn: 0022-2488 - wos: WOS:000332486500023 (6) - scopus: 2-s2.0-84900376343 (6)

11573/556219 - 2014 - On the Asymptotic Behavior of the Hyperbolic Brownian Motion
Cammarota, Valentina; De Gregorio, Alessandro - 01a Articolo in rivista
rivista: JOURNAL OF STATISTICAL PHYSICS (Plenum Press:Book Customer Service, 233 Spring Street:New York, NY 10013:(212)620-8471, (212)620-8000, EMAIL: info@plenum.com, INTERNET: http://www.plenum.com, Fax: (212)807-1047) pp. 1550-1568 - issn: 0022-4715 - wos: WOS:000336172000007 (3) - scopus: 2-s2.0-84897619019 (3)

11573/623780 - 2014 - Large deviations for a damped telegraph process
De Gregorio, Alessandro - 04a Atto di comunicazione a congresso
congresso: International Cramer Symposium of Insurance Mathematics (Stockholm)
libro: Modern problems in insurance mathematics - (978-3-319-06652-3)

11573/542420 - 2013 - Reflecting diffusions and hyperbolic Brownian motions in multidimensional spheres
De Gregorio, Alessandro; Orsingher, Enzo - 01a Articolo in rivista
rivista: LITHUANIAN MATHEMATICAL JOURNAL (Consultants Bureau:A Division of Plenum Publishing Corporation, 233 Spring Street, Sixth Floor:New York, NY 10013:(800)221-9369, (212)620-8082, Fax: (212)463-0742) pp. 241-263 - issn: 0363-1672 - wos: WOS:000324242400001 (1) - scopus: 2-s2.0-84899449319 (1)

11573/556203 - 2013 - Asymptotic results for random flights
De Gregorio, Alessandro - 01a Articolo in rivista
rivista: SCIENTIAE MATHEMATICAE JAPONICAE (Japanese Association of Mathematical Sciences) pp. 87-98 - issn: 1346-0862 - wos: (0) - scopus: (0)

11573/556211 - 2013 - On a family of test statistics for discretely observed diffusion processes
De Gregorio, Alessandro - 01a Articolo in rivista
rivista: JOURNAL OF MULTIVARIATE ANALYSIS (Academic Press Incorporated:6277 Sea Harbor Drive:Orlando, FL 32887:(800)543-9534, (407)345-4100, EMAIL: ap@acad.com, INTERNET: http://www.idealibrary.com, Fax: (407)352-3445) pp. 292-316 - issn: 0047-259X - wos: WOS:000325303400021 (4) - scopus: 2-s2.0-84883532220 (5)

11573/434401 - 2012 - Flying randomly in R-d with Dirichlet displacements
De Gregorio, Alessandro; Orsingher, Enzo - 01a Articolo in rivista
rivista: STOCHASTIC PROCESSES AND THEIR APPLICATIONS (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 676-713 - issn: 0304-4149 - wos: WOS:000300593000011 (18) - scopus: 2-s2.0-84155164219 (22)

11573/460419 - 2012 - On Random Flights with Non-uniformly Distributed Directions
De Gregorio, Alessandro - 01a Articolo in rivista
rivista: JOURNAL OF STATISTICAL PHYSICS (Plenum Press:Book Customer Service, 233 Spring Street:New York, NY 10013:(212)620-8471, (212)620-8000, EMAIL: info@plenum.com, INTERNET: http://www.plenum.com, Fax: (212)807-1047) pp. 382-411 - issn: 0022-4715 - wos: WOS:000303352800006 (10) - scopus: 2-s2.0-84860360841 (10)
libro: Journal of Statistical Physics - ()

11573/500478 - 2012 - ADAPTIVE LASSO-TYPE ESTIMATION FOR MULTIVARIATE DIFFUSION PROCESSES
De Gregorio, Alessandro - 01a Articolo in rivista
rivista: ECONOMETRIC THEORY (Cambridge University Press / New York:40 West 20th Street:New York, NY 10011:(800)872-7423, (212)924-3900, EMAIL: journals_subscriptions@cup.org, INTERNET: http://www.journals.cambridge.org, Fax: (212)691-3239) pp. 838-860 - issn: 0266-4666 - wos: WOS:000307145600005 (10) - scopus: 2-s2.0-84864372914 (10)

11573/500570 - 2012 - Large deviation principles for telegraph processes
De Gregorio, Alessandro - 01a Articolo in rivista
rivista: STATISTICS & PROBABILITY LETTERS (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 1874-1882 - issn: 0167-7152 - wos: WOS:000309021800002 (3) - scopus: 2-s2.0-84864031523 (3)

11573/140255 - 2011 - Least-squares change-point estimation for the telegraph process observed at discrete times
De Gregorio, Alessandro - 01a Articolo in rivista
rivista: STATISTICS (Taylor & Francis Limited:Rankine Road, Basingstoke RG24 8PR United Kingdom:011 44 1256 813035, EMAIL: madeline.sims@tandf.co.uk, info@tandf.co.uk, INTERNET: http://www.tandf.co.uk, Fax: 011 44 1256 330245) pp. 349-359 - issn: 0233-1888 - wos: WOS:000299733200004 (5) - scopus: 2-s2.0-79960659871 (6)

11573/377025 - 2011 - Efficient estimators with sample observations generated by independent planar random flights
De Gregorio, Alessandro - 01a Articolo in rivista
rivista: APPLIED MATHEMATICS LETTERS (-oxford, United Kingdom: Elsevier Science Limited -Oxford; New York: Pergamon.) pp. 353-358 - issn: 0893-9659 - wos: WOS:000285659800023 (0) - scopus: 2-s2.0-78649965487 (0)

11573/377032 - 2011 - Large deviation principles for telegraph processes and random flights
De Gregorio, Alessandro - 13a Altro ministeriale
libro: Rapporto tecnico del Dipartimento di Scienze Statistiche - ()

11573/434403 - 2011 - On a family of test statistics for discretely observed diffusion processes
De Gregorio, Alessandro - 13a Altro ministeriale

11573/434567 - 2011 - On random flights with non-uniformly distributed directions
De Gregorio, Alessandro - 13a Altro ministeriale

11573/141345 - 2010 - Clustering of discretely observed diffusion processes
De Gregorio, Alessandro - 01a Articolo in rivista
rivista: COMPUTATIONAL STATISTICS & DATA ANALYSIS (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 598-606 - issn: 0167-9473 - wos: WOS:272110900028 (0) - scopus: 2-s2.0-70350571768 (10)

11573/142206 - 2010 - Divergences test statistics for discretely observed diffusion processes
De Gregorio, Alessandro - 01a Articolo in rivista
rivista: JOURNAL OF STATISTICAL PLANNING AND INFERENCE (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 1744-1753 - issn: 0378-3758 - wos: WOS:000276369000012 (1) - scopus: 2-s2.0-77949263140 (1)

11573/377024 - 2010 - STOCHASTIC VELOCITY MOTIONS AND PROCESSES WITH RANDOM TIME
De Gregorio, Alessandro - 01a Articolo in rivista
rivista: ADVANCES IN APPLIED PROBABILITY (Applied Probability:School of Mathematics and Statistics, The University, Sheffield S3 7RH United Kingdom:EMAIL: s.c.boyles@sheffield.ac.uk, INTERNET: http://www.shef.ac.uk/uni/companies/apt, Fax: 011 44 114 2729782) pp. 1028-1056 - issn: 0001-8678 - wos: WOS:000287837000007 (6) - scopus: 2-s2.0-78650948710 (6)

11573/377031 - 2010 - Flying randomly in R^d with Dirichlet displacements
De Gregorio, Alessandro; Orsingher, Enzo - 13a Altro ministeriale
libro: Rapporto tecnico del Dipartimento di Scienze Statistiche - ()

11573/140254 - 2009 - Parametric estimation for planar random flights
De Gregorio, Alessandro - 01a Articolo in rivista
rivista: STATISTICS & PROBABILITY LETTERS (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 2193-2199 - issn: 0167-7152 - wos: WOS:000272422100014 (3) - scopus: 2-s2.0-70149096850 (3)

11573/141344 - 2009 - On Rényi information for ergodic diffusion processes
De Gregorio, Alessandro - 01a Articolo in rivista
rivista: INFORMATION SCIENCES (Elsevier Science Incorporated / NY Journals:Madison Square Station, PO Box 882:New York, NY 10159:(212)633-3730, EMAIL: usinfo-f@elsevier.com, INTERNET: http://www.elsevier.com, Fax: (212)633-3680) pp. 279-291 - issn: 0020-0255 - wos: WOS:000263708600006 (15) - scopus: 2-s2.0-56149110711 (18)

11573/220046 - 2009 - Efficient estimators with sample observations generated by independent planar random flights
De Gregorio, Alessandro - 13a Altro ministeriale
libro: Working paper. - ()

11573/220047 - 2009 - Pseudo phi-divergence test statistics and multidimensional Ito processes
De Gregorio, Alessandro - 13a Altro ministeriale
libro: Working paper, http://services.bepress.com/unimi/statistics/art43. - ()

11573/220048 - 2009 - Stochastic velocity motions and processes with random time
De Gregorio, Alessandro - 13a Altro ministeriale
libro: Working paper, http://arxiv.org/abs/0912.5151. - ()

11573/140253 - 2008 - Parametric estimation for the standard and geometric telegraph process observed at discrete times
De Gregorio, Alessandro - 01a Articolo in rivista
rivista: STATISTICAL INFERENCE FOR STOCHASTIC PROCESSES (Kluwer Academic Publishers) pp. 249-263 - issn: 1387-0874 - wos: (0) - scopus: 2-s2.0-51649119627 (9)

11573/141343 - 2008 - Least squares volatility change point estimation for partially observed diffusion processes
De Gregorio, Alessandro - 01a Articolo in rivista
rivista: COMMUNICATIONS IN STATISTICS. THEORY AND METHODS (Attuale: -PHILADELPHIA, USA, PA: TAYLOR & FRANCIS INC, Primo editore: -Madison Avenue:New York: Marcel Dekker Incorporated) pp. 2342-2357 - issn: 0361-0926 - wos: WOS:257077400003 (0) - scopus: 2-s2.0-46149085199 (17)

11573/240246 - 2007 - A Darling-Siegert formula relating some Bessel integrals and random walks
De Gregorio, Alessandro; Orsingher, Enzo - 01a Articolo in rivista
rivista: STATISTICS & PROBABILITY LETTERS (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 667-680 - issn: 0167-7152 - wos: WOS:245846400001 (0) - scopus: 2-s2.0-33947178347 (1)

11573/385877 - 2007 - Random flights in higher spaces
Orsingher, Enzo; De Gregorio, Alessandro - 01a Articolo in rivista
rivista: JOURNAL OF THEORETICAL PROBABILITY (Plenum Press:Book Customer Service, 233 Spring Street:New York, NY 10013:(212)620-8471, (212)620-8000, EMAIL: info@plenum.com, INTERNET: http://www.plenum.com, Fax: (212)807-1047) pp. 769-806 - issn: 0894-9840 - wos: WOS:000250485900004 (40) - scopus: 2-s2.0-35548973883 (44)

11573/385883 - 2007 - Random motions at finite velocity in a non-Euclidean space
Orsingher, Enzo; De Gregorio, Alessandro - 01a Articolo in rivista
rivista: ADVANCES IN APPLIED PROBABILITY (Applied Probability:School of Mathematics and Statistics, The University, Sheffield S3 7RH United Kingdom:EMAIL: s.c.boyles@sheffield.ac.uk, INTERNET: http://www.shef.ac.uk/uni/companies/apt, Fax: 011 44 114 2729782) pp. 588-611 - issn: 0001-8678 - wos: WOS:000248434900016 (6) - scopus: 2-s2.0-34548029392 (5)

11573/56730 - 2007 - Inference problems for the telegraph process observed at discrete times
De Gregorio, Alessandro - 04a Atto di comunicazione a congresso
congresso: ISI 2007, 56th Session of the International (LISBONA)
libro: Proceedings - ISI 2007, 56th Session of the International Statistical Institute, 22 - 29 AUG, Lisboa 2007 - ()

11573/240577 - 2006 - Some results on random flights
De Gregorio, Alessandro; Orsingher, Enzo - 01a Articolo in rivista
rivista: SCIENTIAE MATHEMATICAE JAPONICAE (Japanese Association of Mathematical Sciences) pp. 351-356 - issn: 1346-0862 - wos: (0) - scopus: (0)

11573/241527 - 2005 - Motions with finite velocity analized with order statistics and differential equations
De Gregorio, Alessandro; Orsingher, Enzo - 01a Articolo in rivista
rivista: THEORY OF PROBABILITY AND MATHEMATICAL STATISTICS (American Mathematical Society:PO Box 6248:Providence, RI 02940:(800)321-4267, (401)455-4000, EMAIL: cust-serv@ams.org, gma@math.ams.org, INTERNET: http://www.ams.org, Fax: (401)331-3842) pp. 63-79 - issn: 0094-9000 - wos: (0) - scopus: (0)

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