11573/1767344 - 2026 -
Nonparanormal hidden semi-Markov graphical models for analyzing financial markets interconnectivity Ferrante, Emilio; Foroni, Beatrice; Merlo, Luca; Petrella, Lea - 01a Articolo in rivista
paper: JOURNAL OF THE ROYAL STATISTICAL SOCIETY. SERIES A. STATISTICS IN SOCIETY (Blackwell Publishing Limited:9600 Garsington Road, Oxford OX4 2DQ United Kingdom:011 44 1865 776868 , (781)388-8200, EMAIL: agentservices@oxon.blackwellpublishing.com, e-help@blackwellpublishers.co.uk, INTERNET: http://www.blackwellpublishing.com, Fax: 011 44 1865 714591) pp. - - issn: 0964-1998 - wos: WOS:001738387500001 (0) - scopus: (0)
Foroni, Beatrice; Merlo, Luca; Petrella, Lea; Salvati, Nicola - 01a Articolo in rivista
paper: JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS (American Statistical Association:1429 Duke Street:Alexandria, VA 22314:(888)231-3473, (703)684-1221, EMAIL: memdept@amstat.org, INTERNET: http://www.amstat.org, Fax: (703)684-2037) pp. - - issn: 1061-8600 - wos: (0) - scopus: (0)
11573/1767343 - 2026 -
Estimating the impact of socioeconomic drivers on land degradation in Italy via spatio-temporal additive expectile regression Merlo, Luca; Foroni, Beatrice; Konaxis, Ioannis; Petrella, Lea; Salvati, Luca - 01a Articolo in rivista
paper: ENVIRONMETRICS (John Wiley & Sons Limited:1 Oldlands Way, Bognor Regis, P022 9SA United Kingdom:011 44 1243 779777, EMAIL: cs-journals@wiley.co.uk, INTERNET: http://www.wiley.co.uk, Fax: 011 44 1243 843232) pp. - - issn: 1180-4009 - wos: WOS:001710039000006 (0) - scopus: 2-s2.0-105031088958 (0)
11573/1741646 - 2025 -
Evaluating hub structures in hidden Markov graphical models Foroni, Beatrice; Khalili, Abbas; Petrella, Lea; Salvati, Nicola - 04b Atto di convegno in volume
conference: SIS: Scientific Meeting of the Italian Statistical Society (Genova)
book: Statistics for Innovation I - (9783031967351; 9783031967368)
11573/1754978 - 2025 -
Hidden Markov graphical models with state-dependent generalized hyperbolic distributions Foroni, Beatrice; Merlo, Luca; Petrella, Lea - 01a Articolo in rivista
paper: CANADIAN JOURNAL OF STATISTICS (Ottawa, ON : Statistical Society of Canada, [1973]-) pp. - - issn: 1708-945X - wos: (0) - scopus: (0)
11573/1741650 - 2025 -
Spatial quantile random forests for the analysis of upward mobility in Texas Forte, Sabrina; Foroni, Beatrice; Merlo, Luca; Petrella, Lea - 04b Atto di convegno in volume
conference: Statistics for Innovation, SIS 2025 (Genova)
book: Statistics for Innovation III - (9783031959943; 9783031959950)
11573/1741734 - 2025 -
Estimation of undirected graphs for multivariate time series using hidden semi-Markov models Merlo, Luca; Ferrante, Emilio; Foroni, Beatrice; Petrella, Lea - 04b Atto di convegno in volume
conference: Statistics for Innovation, SIS 2025 (Genova)
book: Statistics for Innovation IV - (9783031960321; 9783031960338)
11573/1699842 - 2024 -
Expectile hidden Markov regression models for analyzing cryptocurrency returns Foroni, Beatrice; Merlo, Luca; Petrella, Lea - 01a Articolo in rivista
paper: STATISTICS AND COMPUTING (Heidelberg : Springer
Dordrecht Netherlands: Kluwer Academic Publishers) pp. - - issn: 0960-3174 - wos: WOS:001141904200001 (9) - scopus: 2-s2.0-85182220212 (6)
11573/1727723 - 2024 -
Quantile and expectile copula-based hidden Markov regression models for the analysis of the cryptocurrency market Foroni, Beatrice; Merlo, Luca; Petrella, Lea - 01a Articolo in rivista
paper: STATISTICAL MODELLING (London: Sage) pp. 1-19 - issn: 1471-082X - wos: WOS:001336935000001 (3) - scopus: 2-s2.0-85206897803 (3)
11573/1687488 - 2023 -
Using expectile regression with latent variables for digital assets Foroni, Beatrice; Merlo, Luca; Petrella, Lea - 04b Atto di convegno in volume
conference: SIS 2023 - Statistical Learning, Sustainability and Impact Evaluation (Ancona; Italy)
book: Book of short papers SIS 2023 - (9788891935618)
11573/1629398 - 2022 -
Graphical Models for Commodities: A Quantile Approach Foroni, Beatrice; Merlo, Luca; Petrella, Lea - 04b Atto di convegno in volume
conference: Tenth International Hybrid Conference on MATHEMATICAL AND STATISTICAL METHODS FOR ACTUARIAL SCIENCES AND FINANCE (Salerno, Italia)
book: Graphical Models for Commodities: A Quantile Approach - (978-3-030-99637-6; 978-3-030-99638-3)
11573/1662153 - 2022 -
Analyzing the Correlation Structure of Financial Markets Using a Quantile Graphical Model Foroni, Beatrice; Merlo, Luca; Petrella, Lea - 04b Atto di convegno in volume
conference: 51st Scientific Meeting of the Italian Statistica Society (Caserta; Italy)
book: Book of the Short Papers - (9788891932310)
Foroni, Beatrice; Morelli, Giacomo; Petrella, Lea - 01a Articolo in rivista
paper: ENERGY SYSTEMS (Heidelberg ; Berlin : Springer) pp. - - issn: 1868-3975 - wos: WOS:000842493300001 (2) - scopus: 2-s2.0-85136511787 (2)
Foroni, Beatrice; Mazza, Saverio; Morelli, Giacomo; Petrella, Lea - 04b Atto di convegno in volume
conference: 50th Scientific Meeting of the Italian Statistical Society (Pisa)
book: Book of Short Papers SIS 2020 - (9788891910776)