Research output per year
Research output per year
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Dive into the research topics where Tommaso Proietti is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Research output
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Forecasting Volatility with Time-Varying Leverage and Volatility of Volatility Effects
Catania, L. & Proietti, T., 2020, In: International Journal of Forecasting. 36, 4, p. 1301-1317 17 p.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
13 Citations (Scopus) -
A class of periodic trend models for seasonal time series
Proietti, T., Marczak, M. & Mazzi, G., 2019, In: Journal of Forecasting. 38, 2, p. 106-121 16 p.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
6 Citations (Scopus) -
Generalized linear cepstral models for the spectrum of a time series
Proietti, T. & Luati, A., 2019, In: Statistica Sinica. 29, 3, p. 1561-1583 23 p.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Open AccessFile3 Citations (Scopus)49 Downloads (Pure) -
A data-cleaning augmented Kalman filter for robust estimation of state space models
Marczak, M., Proietti, T. & Grassi, S., 1 Jan 2018, In: Econometrics and Statistics. 5, 1, p. 107-123 17 p.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Open AccessFile9 Citations (Scopus)224 Downloads (Pure) -
A Durbin-Levinson Regularized Estimator of High Dimensional Autocovariance Matrices
Proietti, T. & Giovannelli, A., 2018, In: Biometrika. 105, 4, p. 783–795 13 p.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
1 Citation (Scopus)